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 | |
|---|---|---|---|---|---|---|
1601
PUT
Royal Gold
RGLD
$16.8B
| $2.4M | ﹤0.01% |
19,500
+15,300
| +364% | +$1.86M |
|
1602
Skyworks Solutions
SWKS
$9.37B
| $2.4M | ﹤0.01% |
30,300
-14,232
| -32% | -$1.13M |
|
1603
WisdomTree International SmallCap Dividend Fund
DLS
$1.06B
| $2.4M | ﹤0.01% |
37,781
-70,163
| -65% | -$4.43M |
|
1604
CALL
Pinterest
PINS
$13.4B
| $2.4M | ﹤0.01% |
90,700
-38,800
| -30% | -$1.16M |
|
1605
CALL
New Oriental
EDU
$9.37B
| $2.39M | ﹤0.01% |
21,600
+16,100
| +293% | +$1.69M |
|
1606
PUT
Expedia Group
EXPE
$35.4B
| $2.39M | ﹤0.01% |
17,800
-3,300
| -16% | -$436K |
|
1607
PUT
Nutanix
NTNX
$16B
| $2.39M | ﹤0.01% |
91,100
+28,200
| +45% | +$665K |
|
|
BSCO
1608
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
| $2.39M | ﹤0.01% |
111,497
-185,509
| -62% | -$3.96M |
|
|
RDS.A
1609
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $2.39M | ﹤0.01% |
40,600
+30,600
| +306% | +$1.82M |
|
1610
PUT
RingCentral
RNG
$4.66B
| $2.39M | ﹤0.01% |
19,000
+8,700
| +84% | +$1.14M |
|
|
TUZ
1611
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
| $2.39M | ﹤0.01% |
46,843
+11,116
| +31% | +$566K |
|
1612
PUT
Global X Silver Miners ETF NEW
SIL
$3.98B
| $2.38M | ﹤0.01% |
84,800
+52,700
| +164% | +$1.52M |
|
|
BLUE
1613
DELISTED
bluebird bio
BLUE
| $2.38M | ﹤0.01% |
2,001
+172
| +9% | +$263K |
|
1614
First Trust Financials AlphaDEX Fund
FXO
$1.13B
| $2.38M | ﹤0.01% |
+74,692
| New | +$2.36M |
|
1615
Sysco
SYY
$40.8B
| $2.38M | ﹤0.01% |
+29,908
| New | +$2.2M |
|
1616
Fresenius Medical Care
FMS
$13.8B
| $2.37M | ﹤0.01% |
70,662
+63,459
| +881% | +$2.25M |
|
1617
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.36B
| $2.37M | ﹤0.01% |
36,911
-10,722
| -23% | -$692K |
|
|
CHA
1618
DELISTED
China Telecom Corporation, LTD
CHA
| $2.37M | ﹤0.01% |
52,093
+5,224
| +11% | +$240K |
|
1619
Omnicom Group
OMC
$21.6B
| $2.37M | ﹤0.01% |
+30,305
| New | +$2.41M |
|
1620
First Trust Technology AlphaDEX Fund
FXL
$2.53B
| $2.37M | ﹤0.01% |
36,409
+22,662
| +165% | +$1.53M |
|
1621
CALL
Teladoc Health
TDOC
$1.22B
| $2.37M | ﹤0.01% |
35,000
-22,400
| -39% | -$1.47M |
|
|
WPS
1622
DELISTED
iShares International Developed Property ETF
WPS
| $2.37M | ﹤0.01% |
61,533
+8,195
| +15% | +$312K |
|
1623
PUT
Tilray
TLRY
$618M
| $2.36M | ﹤0.01% |
9,550
+630
| +7% | +$230K |
|
1624
CALL
F5
FFIV
$22.9B
| $2.36M | ﹤0.01% |
16,800
+500
| +3% | +$69.1K |
|
1625
PUT
Etsy
ETSY
$7.75B
| $2.36M | ﹤0.01% |
41,700
+31,600
| +313% | +$1.86M |
|
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.