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 | |
|---|---|---|---|---|---|---|
1526
PUT
AB InBev
BUD
$170B
| $2.63M | ﹤0.01% |
27,600
+24,700
| +852% | +$2.34M |
|
1527
WisdomTree True Developed International Fund
DOL
$830M
| $2.63M | ﹤0.01% |
57,198
+45,281
| +380% | +$2.07M |
|
1528
Vanguard Morningstar Growth ETF
VUG
$220B
| $2.62M | ﹤0.01% |
94,674
-481,758
| -84% | -$13.4M |
|
1529
CALL
Boston Beer
SAM
$1.91B
| $2.62M | ﹤0.01% |
+7,200
| New | +$2.83M |
|
1530
Algonquin Power & Utilities
AQN
$4.49B
| $2.62M | ﹤0.01% |
191,226
+14,531
| +8% | +$188K |
|
1531
iShares MSCI Canada ETF
EWC
$6.13B
| $2.62M | ﹤0.01% |
+90,519
| New | +$2.58M |
|
1532
PUT
Darden Restaurants
DRI
$23.3B
| $2.61M | ﹤0.01% |
22,100
-1,000
| -4% | -$122K |
|
1533
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$110M
| $2.6M | ﹤0.01% |
108,894
+64,031
| +143% | +$1.53M |
|
1534
Stellantis
STLA
$21.7B
| $2.6M | ﹤0.01% |
200,958
-242,872
| -55% | -$3.25M |
|
1535
ALPS Strategic Income Fund
RIGS
$60.1M
| $2.6M | ﹤0.01% |
104,646
+38,206
| +58% | +$949K |
|
1536
ALPS Equal Sector Weight ETF
EQL
$757M
| $2.6M | ﹤0.01% |
103,053
+57,654
| +127% | +$1.44M |
|
1537
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$98.4M
| $2.59M | ﹤0.01% |
396
+52
| +15% | +$364K |
|
1538
iShares International Dividend Growth ETF
IGRO
$1.3B
| $2.59M | ﹤0.01% |
+46,816
| New | +$2.56M |
|
1539
CALL
General Mills
GIS
$19.1B
| $2.59M | ﹤0.01% |
47,000
-17,700
| -27% | -$954K |
|
1540
PUT
Franco-Nevada
FNV
$41.1B
| $2.59M | ﹤0.01% |
+28,400
| New | +$2.6M |
|
1541
PPG Industries
PPG
$24.6B
| $2.59M | ﹤0.01% |
21,823
+16,492
| +309% | +$1.9M |
|
1542
CALL
Incyte
INCY
$24.2B
| $2.58M | ﹤0.01% |
34,800
+21,200
| +156% | +$1.71M |
|
1543
FlexShares STOXX Global ESG Select Index Fund
ESGG
$111M
| $2.58M | ﹤0.01% |
+25,988
| New | +$2.56M |
|
1544
Royal Caribbean
RCL
$85.1B
| $2.58M | ﹤0.01% |
23,839
-36,628
| -61% | -$4.03M |
|
1545
PUT
Phillips 66
PSX
$84.9B
| $2.58M | ﹤0.01% |
25,200
+200
| +0.8% | +$20K |
|
1546
Fastenal
FAST
$54.7B
| $2.58M | ﹤0.01% |
157,844
+121,336
| +332% | +$1.89M |
|
1547
PUT
Shake Shack
SHAK
$2.53B
| $2.58M | ﹤0.01% |
+26,300
| New | +$2.32M |
|
|
CGC
1548
PUT
Canopy Growth
CGC
$387M
| $2.58M | ﹤0.01% |
11,240
+140
| +1% | +$42.8K |
|
1549
AdvisorShares Dorsey Wright ADR ETF
AADR
$39.4M
| $2.56M | ﹤0.01% |
53,756
+41,355
| +333% | +$2.06M |
|
1550
Applied Materials
AMAT
$403B
| $2.56M | ﹤0.01% |
51,370
-336,902
| -87% | -$16.3M |
|
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.