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 | |
|---|---|---|---|---|---|---|
2126
Nuveen ESG Small-Cap ETF
NUSC
$1.31B
| $1.49M | ﹤0.01% |
+50,990
| New | +$1.49M |
|
2127
iShares MSCI Intl Quality Factor ETF
IQLT
$13.9B
| $1.49M | ﹤0.01% |
50,253
-7,832
| -13% | -$232K |
|
|
X
2128
DELISTED
US Steel
X
| $1.49M | ﹤0.01% |
129,002
-146,647
| -53% | -$1.89M |
|
2129
Boston Properties
BXP
$11.2B
| $1.49M | ﹤0.01% |
+11,481
| New | +$1.49M |
|
2130
Invesco Floating Rate Municipal Income ETF
PVI
$32.2M
| $1.49M | ﹤0.01% |
59,710
-13,358
| -18% | -$333K |
|
|
WRK
2131
CALL
DELISTED
WestRock Company
WRK
| $1.49M | ﹤0.01% |
40,800
+7,100
| +21% | +$254K |
|
2132
Edwards Lifesciences
EW
$50.9B
| $1.48M | ﹤0.01% |
20,178
-618,171
| -97% | -$43.4M |
|
2133
HubSpot
HUBS
$12.4B
| $1.48M | ﹤0.01% |
9,748
-66,226
| -87% | -$11.9M |
|
2134
Simon Property Group
SPG
$74.4B
| $1.48M | ﹤0.01% |
9,488
-12,896
| -58% | -$2.01M |
|
|
B
2135
PUT
Barrick Mining
B
$62.6B
| $1.47M | ﹤0.01% |
84,800
-61,200
| -42% | -$1.08M |
|
|
ZEN
2136
DELISTED
ZENDESK INC
ZEN
| $1.47M | ﹤0.01% |
20,167
+16,348
| +428% | +$1.35M |
|
2137
First Trust Emerging Markets Local Currency Bond ETF
FEMB
$359M
| $1.47M | ﹤0.01% |
38,601
+6,754
| +21% | +$261K |
|
2138
CALL
Guidewire Software
GWRE
$13.1B
| $1.47M | ﹤0.01% |
13,900
+10,700
| +334% | +$1.08M |
|
2139
Dollar General
DG
$28.3B
| $1.46M | ﹤0.01% |
9,208
-197
| -2% | -$28.5K |
|
2140
United Parks & Resorts
PRKS
$2.16B
| $1.46M | ﹤0.01% |
55,550
-26,426
| -32% | -$804K |
|
2141
Aon
AON
$76.2B
| $1.46M | ﹤0.01% |
7,546
+4,669
| +162% | +$901K |
|
2142
WisdomTree Japan SmallCap Dividend Fund
DFJ
$385M
| $1.46M | ﹤0.01% |
21,224
-81,977
| -79% | -$5.42M |
|
|
WW
2143
PUT
DELISTED
WW International
WW
| $1.46M | ﹤0.01% |
+38,600
| New | +$1.09M |
|
2144
Autodesk
ADSK
$49.9B
| $1.46M | ﹤0.01% |
9,868
-64,483
| -87% | -$10M |
|
2145
ProShares Ultra High Yield
UJB
$10.2M
| $1.46M | ﹤0.01% |
20,488
+808
| +4% | +$57.3K |
|
2146
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.07B
| $1.46M | ﹤0.01% |
18,984
-20,772
| -52% | -$1.61M |
|
2147
CALL
Guardant Health
GH
$21.7B
| $1.46M | ﹤0.01% |
+22,800
| New | +$2.01M |
|
2148
Fidelity Quality Factor ETF
FQAL
$1.43B
| $1.45M | ﹤0.01% |
41,428
+25,895
| +167% | +$906K |
|
2149
Elbit Systems
ESLT
$38.9B
| $1.45M | ﹤0.01% |
+8,807
| New | +$1.39M |
|
2150
CALL
Waste Management
WM
$90.6B
| $1.45M | ﹤0.01% |
12,600
-10,900
| -46% | -$1.27M |
|
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.