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 | |
|---|---|---|---|---|---|---|
876
Mercado Libre
MELI
$95.2B
| $5.94M | 0.01% |
10,782
-4,382
| -29% | -$2.66M |
|
877
Phillips 66
PSX
$84.9B
| $5.94M | 0.01% |
58,040
+50,285
| +648% | +$5.04M |
|
878
PepsiCo
PEP
$190B
| $5.93M | 0.01% |
43,262
-1,497
| -3% | -$199K |
|
879
PUT
LyondellBasell Industries
LYB
$20B
| $5.92M | 0.01% |
66,200
+19,500
| +42% | +$1.59M |
|
880
CALL
iShares MSCI Turkey ETF
TUR
$200M
| $5.92M | 0.01% |
221,500
-245,000
| -53% | -$6.19M |
|
|
AYX
881
DELISTED
Alteryx Inc
AYX
| $5.88M | 0.01% |
54,749
-16,540
| -23% | -$2.05M |
|
882
CALL
Electronic Arts
EA
$53B
| $5.88M | 0.01% |
60,100
-104,300
| -63% | -$9.8M |
|
883
Align Technology
ALGN
$12.1B
| $5.87M | 0.01% |
32,471
+16,891
| +108% | +$3.51M |
|
884
PUT
Las Vegas Sands
LVS
$31.7B
| $5.86M | 0.01% |
101,400
-13,500
| -12% | -$787K |
|
885
Coca-Cola Europacific Partners
CCEP
$48.3B
| $5.84M | 0.01% |
105,418
-41,375
| -28% | -$2.31M |
|
886
CALL
Blackrock
BLK
$169B
| $5.84M | 0.01% |
13,100
+7,300
| +126% | +$3.25M |
|
887
PUT
iShares MSCI China ETF
MCHI
$6.32B
| $5.82M | 0.01% |
103,800
+87,700
| +545% | +$5.05M |
|
888
CALL
Alcoa
AA
$11.9B
| $5.81M | 0.01% |
289,500
+32,800
| +13% | +$682K |
|
889
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
| $5.8M | 0.01% |
440,217
+304,554
| +224% | +$3.97M |
|
890
CALL
Global X Silver Miners ETF NEW
SIL
$3.98B
| $5.8M | 0.01% |
206,200
+189,400
| +1,127% | +$5.46M |
|
891
iShares MSCI Japan Small-Cap ETF
SCJ
$253M
| $5.79M | 0.01% |
80,584
-43,425
| -35% | -$3.01M |
|
892
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
| $5.78M | 0.01% |
38,300
+22,600
| +144% | +$3.41M |
|
893
Johnson Controls International
JCI
$88.8B
| $5.78M | 0.01% |
131,575
-20,999
| -14% | -$889K |
|
894
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.62B
| $5.77M | 0.01% |
151,964
-20,136
| -12% | -$753K |
|
895
CRH
CRH
$63.2B
| $5.74M | 0.01% |
167,178
-151,714
| -48% | -$5.03M |
|
896
PUT
Thermo Fisher Scientific
TMO
$213B
| $5.74M | 0.01% |
19,700
+15,400
| +358% | +$4.41M |
|
897
iShares Treasury Floating Rate Bond ETF
TFLO
$6.54B
| $5.72M | 0.01% |
113,768
+30,638
| +37% | +$1.54M |
|
898
CALL
Restaurant Brands International
QSR
$25.7B
| $5.72M | 0.01% |
80,400
+25,200
| +46% | +$1.86M |
|
899
Home Depot
HD
$331B
| $5.72M | 0.01% |
24,646
-152,502
| -86% | -$33.3M |
|
|
X
900
CALL
DELISTED
US Steel
X
| $5.71M | 0.01% |
494,800
+9,700
| +2% | +$125K |
|
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.