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 | |
|---|---|---|---|---|---|---|
1701
Cognizant
CTSH
$24.3B
| $2.19M | ﹤0.01% |
36,364
-70,933
| -66% | -$4.48M |
|
1702
PUT
Dollar Tree
DLTR
$24.5B
| $2.19M | ﹤0.01% |
19,200
-235,700
| -92% | -$24.7M |
|
1703
Conagra Brands
CAG
$7.08B
| $2.19M | ﹤0.01% |
71,378
-73,579
| -51% | -$2.12M |
|
1704
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$108M
| $2.19M | ﹤0.01% |
335
-137
| -29% | -$958K |
|
1705
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$54.8M
| $2.19M | ﹤0.01% |
+38,165
| New | +$2.19M |
|
1706
PUT
Factset
FDS
$9.57B
| $2.19M | ﹤0.01% |
9,000
-6,500
| -42% | -$1.8M |
|
1707
National Beverage
FIZZ
$2.92B
| $2.18M | ﹤0.01% |
98,362
-19,966
| -17% | -$431K |
|
1708
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$27.5M
| $2.18M | ﹤0.01% |
25
+14
| +127% | +$1.2M |
|
1709
WisdomTree US Efficient Core Fund
NTSX
$1.38B
| $2.17M | ﹤0.01% |
+77,988
| New | +$2.15M |
|
1710
TSMC
TSM
$2.16T
| $2.17M | ﹤0.01% |
46,747
-1,082,882
| -96% | -$46.2M |
|
1711
Fortinet
FTNT
$123B
| $2.17M | ﹤0.01% |
141,480
+57,760
| +69% | +$937K |
|
1712
Eldorado Gold
EGO
$8.65B
| $2.17M | ﹤0.01% |
279,319
+230,933
| +477% | +$1.88M |
|
1713
CALL
MGM Resorts International
MGM
$11.6B
| $2.17M | ﹤0.01% |
78,300
-39,100
| -33% | -$1.12M |
|
1714
iShares MSCI World ETF
URTH
$8.13B
| $2.17M | ﹤0.01% |
23,644
-14,820
| -39% | -$1.35M |
|
1715
iShares MSCI USA Equal Weighted ETF
EUSA
$1.85B
| $2.17M | ﹤0.01% |
36,372
+17,276
| +90% | +$1.02M |
|
1716
Global X SuperDividend REIT ETF
SRET
$231M
| $2.17M | ﹤0.01% |
48,031
+41,933
| +688% | +$1.85M |
|
1717
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.71B
| $2.17M | ﹤0.01% |
+41,300
| New | +$2.19M |
|
1718
Sherwin-Williams
SHW
$86.9B
| $2.17M | ﹤0.01% |
11,820
+8,727
| +282% | +$1.48M |
|
1719
Extra Space Storage
EXR
$31.3B
| $2.16M | ﹤0.01% |
18,481
+7,639
| +70% | +$883K |
|
|
GWPH
1720
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $2.16M | ﹤0.01% |
+18,770
| New | +$2.85M |
|
1721
Automatic Data Processing
ADP
$106B
| $2.16M | ﹤0.01% |
13,370
+11,272
| +537% | +$1.86M |
|
|
SDYL
1722
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
| $2.16M | ﹤0.01% |
23,257
+19,825
| +578% | +$1.77M |
|
1723
Fidelity Dividend ETF for Rising Rates
FDRR
$749M
| $2.15M | ﹤0.01% |
66,810
-11,255
| -14% | -$360K |
|
1724
Innoviva
INVA
$1.52B
| $2.15M | ﹤0.01% |
+204,326
| New | +$2.44M |
|
1725
CALL
EQT Corp
EQT
$32.8B
| $2.15M | ﹤0.01% |
202,300
+185,300
| +1,090% | +$2.39M |
|
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.