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 | |
|---|---|---|---|---|---|---|
1301
Global X Cloud Computing ETF
CLOU
$240M
| $3.35M | 0.01% |
229,005
+66,215
| +41% | +$1.04M |
|
1302
Intuit
INTU
$86.5B
| $3.35M | 0.01% |
12,608
+4,113
| +48% | +$1.13M |
|
1303
CALL
Domino's
DPZ
$11.5B
| $3.35M | 0.01% |
13,700
+5,400
| +65% | +$1.34M |
|
1304
Energizer
ENR
$1.44B
| $3.35M | 0.01% |
76,746
+35,370
| +85% | +$1.41M |
|
|
HOME
1305
DELISTED
At Home Group Inc.
HOME
| $3.34M | 0.01% |
347,596
+283,215
| +440% | +$1.93M |
|
1306
CALL
Papa John's
PZZA
$984M
| $3.34M | 0.01% |
63,800
+59,200
| +1,287% | +$2.79M |
|
1307
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
| $3.34M | 0.01% |
2,198
| – | – |
|
1308
CALL
Petrobras
PBR
$125B
| $3.33M | 0.01% |
230,300
+65,500
| +40% | +$962K |
|
1309
Ralph Lauren
RL
$22.6B
| $3.33M | 0.01% |
34,898
+8,849
| +34% | +$875K |
|
|
AVLR
1310
CALL
DELISTED
Avalara, Inc.
AVLR
| $3.33M | 0.01% |
+49,500
| New | +$4M |
|
1311
CALL
C.H. Robinson
CHRW
$17.4B
| $3.32M | 0.01% |
39,200
+35,700
| +1,020% | +$3M |
|
1312
Boston Scientific
BSX
$69.5B
| $3.31M | 0.01% |
81,370
+42,745
| +111% | +$1.81M |
|
1313
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.42B
| $3.3M | 0.01% |
+253,230
| New | +$3.27M |
|
1314
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
| $3.3M | 0.01% |
67,514
-43,653
| -39% | -$2.11M |
|
1315
Nutrien
NTR
$33.2B
| $3.3M | 0.01% |
66,165
+12,873
| +24% | +$657K |
|
1316
PUT
EOG Resources
EOG
$79.2B
| $3.29M | 0.01% |
44,400
-20,000
| -31% | -$1.62M |
|
1317
Vanguard Russell 3000 ETF
VTHR
$4.67B
| $3.29M | 0.01% |
24,364
+18,729
| +332% | +$2.52M |
|
1318
Ecolab
ECL
$78.1B
| $3.29M | 0.01% |
16,622
+2,026
| +14% | +$406K |
|
1319
CrowdStrike
CRWD
$194B
| $3.29M | 0.01% |
225,648
+121,908
| +118% | +$2.42M |
|
1320
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
| $3.28M | 0.01% |
53,817
+38,974
| +263% | +$2.4M |
|
1321
JPMorgan Core Plus Bond ETF
JCPB
$13.9B
| $3.27M | 0.01% |
+61,345
| New | +$3.25M |
|
1322
CALL
Arista Networks
ANET
$227B
| $3.27M | 0.01% |
219,200
-156,800
| -42% | -$2.43M |
|
1323
CALL
Global Payments
GPN
$23B
| $3.26M | 0.01% |
20,500
+17,000
| +486% | +$2.77M |
|
1324
CALL
LyondellBasell Industries
LYB
$20B
| $3.26M | 0.01% |
36,400
-37,200
| -51% | -$3.03M |
|
1325
Goldman Sachs Access High Yield Corporate Bond ETF
GHYB
$134M
| $3.25M | 0.01% |
65,925
-7,322
| -10% | -$360K |
|
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.