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 | |
|---|---|---|---|---|---|---|
1151
PUT
Cintas
CTAS
$81.9B
| $4.08M | 0.01% |
60,800
+25,600
| +73% | +$1.64M |
|
1152
PUT
Omnicom Group
OMC
$21.6B
| $4.06M | 0.01% |
+51,900
| New | +$4.12M |
|
|
GRUB
1153
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.06M | 0.01% |
36,150
+6,150
| +21% | +$817K |
|
1154
Vulcan Materials
VMC
$34.8B
| $4.04M | 0.01% |
26,707
+22,889
| +600% | +$3.23M |
|
1155
CALL
Sea Limited
SE
$65.4B
| $4.03M | 0.01% |
+130,300
| New | +$4.38M |
|
1156
PUT
Snap
SNAP
$7.89B
| $4.02M | 0.01% |
254,300
-42,000
| -14% | -$673K |
|
1157
Illumina
ILMN
$31B
| $4.01M | 0.01% |
13,569
-366
| -3% | -$108K |
|
1158
CALL
Parker-Hannifin
PH
$123B
| $4.01M | 0.01% |
22,200
+7,900
| +55% | +$1.34M |
|
1159
CALL
Genuine Parts
GPC
$17.1B
| $4M | 0.01% |
40,200
+35,800
| +814% | +$3.44M |
|
1160
iShares Core US REIT ETF
USRT
$4.62B
| $4M | 0.01% |
72,050
-87,390
| -55% | -$4.7M |
|
1161
Vanguard FTSE Europe ETF
VGK
$30.7B
| $3.99M | 0.01% |
74,478
-738,084
| -91% | -$39.5M |
|
1162
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
| $3.99M | 0.01% |
2,627
-1,822
| -41% | -$2.9M |
|
1163
CALL
Johnson Controls International
JCI
$88.8B
| $3.98M | 0.01% |
90,800
-2,500
| -3% | -$106K |
|
1164
WisdomTree International High Dividend Fund
DTH
$653M
| $3.98M | 0.01% |
102,105
+30,105
| +42% | +$1.17M |
|
1165
CALL
Sarepta Therapeutics
SRPT
$1.57B
| $3.95M | 0.01% |
52,500
+24,200
| +86% | +$2.86M |
|
1166
Invesco Solar ETF
TAN
$1.42B
| $3.95M | 0.01% |
+134,610
| New | +$4.02M |
|
1167
Thermo Fisher Scientific
TMO
$213B
| $3.94M | 0.01% |
13,543
+9,871
| +269% | +$2.83M |
|
1168
PUT
American Express
AXP
$227B
| $3.94M | 0.01% |
33,300
-4,700
| -12% | -$576K |
|
1169
Comcast
CMCSA
$85B
| $3.94M | 0.01% |
87,348
+43,895
| +101% | +$1.94M |
|
1170
CALL
CME Group
CME
$96.3B
| $3.93M | 0.01% |
18,600
+2,400
| +15% | +$501K |
|
1171
PUT
Dollar General
DG
$28B
| $3.93M | 0.01% |
24,700
-9,200
| -27% | -$1.33M |
|
1172
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.92B
| $3.92M | 0.01% |
96,576
-16,482
| -15% | -$688K |
|
1173
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.6M
| $3.92M | 0.01% |
72,471
+21,865
| +43% | +$1.16M |
|
|
JPEU
1174
DELISTED
JPMorgan Diversified Return Europe Equity ETF
JPEU
| $3.92M | 0.01% |
70,865
+31,478
| +80% | +$1.73M |
|
1175
CALL
AB InBev
BUD
$170B
| $3.91M | 0.01% |
41,000
+38,100
| +1,314% | +$3.62M |
|
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.