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 | |
|---|---|---|---|---|---|---|
1851
CALL
PVH
PVH
$4B
| $1.9M | ﹤0.01% |
21,500
-2,800
| -12% | -$234K |
|
1852
Tyler Technologies
TYL
$12.7B
| $1.9M | ﹤0.01% |
7,227
+5,329
| +281% | +$1.31M |
|
1853
CALL
Wabtec
WAB
$49.1B
| $1.9M | ﹤0.01% |
+26,400
| New | +$1.88M |
|
1854
Dow Inc
DOW
$21.9B
| $1.9M | ﹤0.01% |
39,764
+31,949
| +409% | +$1.5M |
|
1855
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.23B
| $1.9M | ﹤0.01% |
+35,987
| New | +$1.88M |
|
|
FIEE
1856
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $1.9M | ﹤0.01% |
11,788
-1,567
| -12% | -$247K |
|
|
EVV
1857
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
| $1.89M | ﹤0.01% |
151,505
-177,919
| -54% | -$2.24M |
|
1858
PUT
Illinois Tool Works
ITW
$82.6B
| $1.89M | ﹤0.01% |
12,100
+8,500
| +236% | +$1.29M |
|
1859
Capital One
COF
$128B
| $1.89M | ﹤0.01% |
20,786
+5,527
| +36% | +$497K |
|
1860
First Hawaiian
FHB
$3.38B
| $1.89M | ﹤0.01% |
+70,787
| New | +$1.84M |
|
1861
PUT
Colgate-Palmolive
CL
$73.1B
| $1.89M | ﹤0.01% |
25,700
-35,100
| -58% | -$2.55M |
|
|
ZEN
1862
CALL
DELISTED
ZENDESK INC
ZEN
| $1.89M | ﹤0.01% |
25,900
+4,400
| +20% | +$363K |
|
1863
Invesco DB Base Metals Fund
DBB
$312M
| $1.89M | ﹤0.01% |
127,604
+74,999
| +143% | +$1.12M |
|
1864
iShares MSCI Turkey ETF
TUR
$200M
| $1.89M | ﹤0.01% |
70,563
-514,672
| -88% | -$13M |
|
1865
Prologis
PLD
$135B
| $1.88M | ﹤0.01% |
22,112
+18,069
| +447% | +$1.49M |
|
1866
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
| $1.88M | ﹤0.01% |
+19,781
| New | +$1.85M |
|
1867
PUT
HCA Healthcare
HCA
$87.2B
| $1.88M | ﹤0.01% |
15,600
+4,400
| +39% | +$569K |
|
|
KL
1868
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.88M | ﹤0.01% |
41,900
+22,800
| +119% | +$1.04M |
|
|
BNY
1869
Bank of New York Mellon
BNY
$106B
| $1.88M | ﹤0.01% |
41,521
+31,728
| +324% | +$1.41M |
|
1870
iShares Global Healthcare ETF
IXJ
$4.07B
| $1.87M | ﹤0.01% |
+30,672
| New | +$1.88M |
|
1871
Franklin International Aggregate Bond ETF
FLIA
$765M
| $1.87M | ﹤0.01% |
72,699
+989
| +1% | +$25.5K |
|
1872
WisdomTree US Multifactor Fund
USMF
$298M
| $1.87M | ﹤0.01% |
61,716
+45,634
| +284% | +$1.38M |
|
1873
VICI Properties
VICI
$29B
| $1.87M | ﹤0.01% |
82,660
-1,037,512
| -93% | -$22.6M |
|
1874
CALL
Consolidated Edison
ED
$40.1B
| $1.87M | ﹤0.01% |
19,800
+13,700
| +225% | +$1.22M |
|
1875
MPLX
MPLX
$59.3B
| $1.87M | ﹤0.01% |
+66,774
| New | +$1.96M |
|
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.