Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$333M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$254M |
| 3 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$236M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$235M |
| 5 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$233M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
+$378M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$305M |
| 3 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$185M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$181M |
| 5 |
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
|
+$165M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.45% |
| 2 | Consumer Discretionary | 1.44% |
| 3 | Technology | 1.31% |
| 4 | Healthcare | 1.15% |
| 5 | Communication Services | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1501
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
| $2.7M | ﹤0.01% |
8,195
+5,190
| +173% | +$1.86M |
|
1502
PUT
Dow Inc
DOW
$21.9B
| $2.7M | ﹤0.01% |
+56,600
| New | +$2.65M |
|
|
INAG
1503
DELISTED
Innovation Global ETF
INAG
| $2.7M | ﹤0.01% |
99,197
-785
| -0.8% | -$21.1K |
|
|
SKX
1504
CALL
DELISTED
Skechers
SKX
| $2.69M | ﹤0.01% |
72,100
-476,000
| -87% | -$16.3M |
|
1505
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $2.69M | ﹤0.01% |
10,000
-78,059
| -89% | -$20.8M |
|
1506
iShares Core 5-10 Year USD Bond ETF
IMTB
$275M
| $2.69M | ﹤0.01% |
52,991
+46,665
| +738% | +$2.36M |
|
1507
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.1B
| $2.69M | ﹤0.01% |
89,595
-68,322
| -43% | -$2.06M |
|
1508
PUT
ASML
ASML
$626B
| $2.68M | ﹤0.01% |
10,800
+4,300
| +66% | +$969K |
|
1509
Pacer Trendpilot 100 ETF
PTNQ
$1.2B
| $2.68M | ﹤0.01% |
74,538
-43,119
| -37% | -$1.55M |
|
1510
Intuitive Surgical
ISRG
$127B
| $2.67M | ﹤0.01% |
14,850
-49,119
| -77% | -$8.5M |
|
1511
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $2.67M | ﹤0.01% |
69,085
+61,475
| +808% | +$2.36M |
|
1512
iShares iBonds Dec 2026 Term Corporate ETF
IBDR
$3.44B
| $2.67M | ﹤0.01% |
104,657
-124,133
| -54% | -$3.14M |
|
1513
Public Storage
PSA
$60.5B
| $2.67M | ﹤0.01% |
+10,868
| New | +$2.73M |
|
1514
iShares MSCI Poland ETF
EPOL
$700M
| $2.66M | ﹤0.01% |
+128,982
| New | +$2.8M |
|
1515
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$259M
| $2.65M | ﹤0.01% |
115,385
-77,109
| -40% | -$1.79M |
|
1516
PUT
T-Mobile US
TMUS
$185B
| $2.65M | ﹤0.01% |
33,700
-113,900
| -77% | -$8.93M |
|
1517
CALL
Dropbox
DBX
$7.6B
| $2.65M | ﹤0.01% |
131,600
+34,700
| +36% | +$739K |
|
1518
WPP
WPP
$4.36B
| $2.65M | ﹤0.01% |
+42,329
| New | +$2.53M |
|
|
EWEM
1519
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
| $2.65M | ﹤0.01% |
88,075
+20,760
| +31% | +$639K |
|
|
WBII
1520
DELISTED
WBI BullBear Global Income ETF
WBII
| $2.65M | ﹤0.01% |
103,487
+79,382
| +329% | +$2.01M |
|
|
INAU
1521
DELISTED
Innovation United States ETF
INAU
| $2.64M | ﹤0.01% |
96,086
-2,891
| -3% | -$78.9K |
|
1522
CALL
LendingTree
TREE
$447M
| $2.64M | ﹤0.01% |
8,500
+6,700
| +372% | +$2.28M |
|
1523
McCormick & Company Non-Voting
MKC
$13.7B
| $2.64M | ﹤0.01% |
33,754
+21,242
| +170% | +$1.71M |
|
|
BZUN
1524
CALL
Baozun
BZUN
$167M
| $2.63M | ﹤0.01% |
61,700
+5,000
| +9% | +$238K |
|
1525
PUT
Waste Management
WM
$90.6B
| $2.63M | ﹤0.01% |
22,900
+6,000
| +36% | +$701K |
|
Similar funds
Jane Street's Q3 2019 Portfolio in Review
As of Q3 2019, Jane Street held 6,276 positions worth $60.6B, up 7.1% from $56.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Jane Street deployed $4.81B of net new capital in Q3 2019, opening 1,218 new positions and adding to 1,833 existing holdings. Its largest new stake was Restaurant Brands International: 1,228,839 shares worth $87.4M.
By sector, the portfolio is most concentrated in Financials at 1.4% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was iShares Core MSCI EAFE ETF, an estimated $378M trimmed.
- Jane Street's largest Q3 2019 buy was Restaurant Brands International: 1,228,839 shares worth $87.4M.
- Jane Street added most to Vanguard FTSE Emerging Markets ETF in Q3 2019, an estimated $333M increase.
- Jane Street's biggest Q3 2019 reduction was iShares Core MSCI EAFE ETF, cutting an estimated $378M.
- Jane Street fully exited Invesco Senior Loan ETF in Q3 2019, selling an estimated $95M.
- Jane Street's ten largest holdings make up 26% of its $60.6B portfolio in Q3 2019.
- Jane Street opened 1,218 new positions and closed 1,283 in Q3 2019.
- Jane Street's portfolio value rose 7.1% quarter-over-quarter to $60.6B.
Based on Jane Street's 13F filing for Q3 2019, filed 14 Nov 2019.