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 | |
|---|---|---|---|---|---|---|
|
XMX
1626
DELISTED
WisdomTree Global ex-Mexico Equity Fund
XMX
| $2.36M | ﹤0.01% |
79,123
-6,769
| -8% | -$203K |
|
1627
PUT
KB Home
KBH
$3.37B
| $2.35M | ﹤0.01% |
69,200
+29,700
| +75% | +$831K |
|
1628
iShares MSCI Norway ETF
ENOR
$96M
| $2.35M | ﹤0.01% |
100,998
+31,369
| +45% | +$736K |
|
1629
NOV
NOV
$6.93B
| $2.35M | ﹤0.01% |
110,892
+81,578
| +278% | +$1.74M |
|
1630
Seagate
STX
$194B
| $2.35M | ﹤0.01% |
43,701
+10,450
| +31% | +$513K |
|
|
EMCG
1631
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
| $2.35M | ﹤0.01% |
109,842
+57,380
| +109% | +$1.26M |
|
1632
CALL
PagSeguro Digital
PAGS
$2.69B
| $2.34M | ﹤0.01% |
50,600
-147,700
| -74% | -$6.86M |
|
1633
Cloudflare
NET
$99B
| $2.34M | ﹤0.01% |
+125,990
| New | +$2.44M |
|
|
LINX
1634
DELISTED
Linx S.A.
LINX
| $2.34M | ﹤0.01% |
300,064
+96,326
| +47% | +$784K |
|
|
PPLI
1635
People Inc
PPLI
$3.09B
| $2.33M | ﹤0.01% |
59,944
+54,796
| +1,064% | +$2.34M |
|
|
CZR
1636
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $2.33M | ﹤0.01% |
200,000
-12,000
| -6% | -$141K |
|
1637
PUT
Novartis
NVS
$297B
| $2.33M | ﹤0.01% |
26,800
+16,400
| +158% | +$1.47M |
|
1638
CALL
LKQ Corp
LKQ
$5.68B
| $2.33M | ﹤0.01% |
+74,000
| New | +$2.02M |
|
1639
Enbridge
ENB
$119B
| $2.33M | ﹤0.01% |
66,309
-21,107
| -24% | -$730K |
|
1640
Invesco S&P SmallCap Health Care ETF
PSCH
$163M
| $2.32M | ﹤0.01% |
61,452
-25,443
| -29% | -$985K |
|
1641
CALL
Scorpio Tankers
STNG
$3.9B
| $2.32M | ﹤0.01% |
78,100
-40,000
| -34% | -$1.1M |
|
1642
First Trust Dow 30 Equal Weight ETF
EDOW
$315M
| $2.32M | ﹤0.01% |
94,641
+85,710
| +960% | +$2.09M |
|
1643
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.8M
| $2.32M | ﹤0.01% |
38,630
-4,327
| -10% | -$259K |
|
1644
C.H. Robinson
CHRW
$17.4B
| $2.32M | ﹤0.01% |
27,328
+17,596
| +181% | +$1.48M |
|
1645
State Street SPDR S&P Dividend ETF
SDY
$21.7B
| $2.32M | ﹤0.01% |
22,574
+3,562
| +19% | +$359K |
|
1646
LivePerson
LPSN
$21.8M
| $2.31M | ﹤0.01% |
4,323
+2,097
| +94% | +$1.11M |
|
1647
FirstEnergy
FE
$28B
| $2.31M | ﹤0.01% |
+47,925
| New | +$2.17M |
|
1648
PUT
Cracker Barrel
CBRL
$1.26B
| $2.31M | ﹤0.01% |
+14,200
| New | +$2.39M |
|
|
HOLD
1649
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $2.31M | ﹤0.01% |
23,165
+4,081
| +21% | +$407K |
|
|
BPMC
1650
DELISTED
Blueprint Medicines
BPMC
| $2.31M | ﹤0.01% |
31,427
-993
| -3% | -$85.8K |
|
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.