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 | |
|---|---|---|---|---|---|---|
|
RSXJ
2451
DELISTED
VanEck Russia Small-Cap ETF
RSXJ
| $1.14M | ﹤0.01% |
33,494
+18,396
| +122% | +$630K |
|
2452
VictoryShares US 500 Volatility Wtd ETF
CFA
$543M
| $1.14M | ﹤0.01% |
21,516
+9,615
| +81% | +$505K |
|
2453
PACCAR
PCAR
$69.5B
| $1.14M | ﹤0.01% |
24,369
+14,446
| +146% | +$659K |
|
2454
Zimmer Biomet
ZBH
$18.8B
| $1.14M | ﹤0.01% |
8,523
-36,229
| -81% | -$4.68M |
|
|
MNDT
2455
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.14M | ﹤0.01% |
85,126
+66,971
| +369% | +$951K |
|
2456
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$539M
| $1.14M | ﹤0.01% |
21,284
+5,506
| +35% | +$281K |
|
2457
Franklin FTSE Brazil ETF
FLBR
$559M
| $1.13M | ﹤0.01% |
43,408
-694
| -2% | -$18.6K |
|
2458
ArcelorMittal
MT
$54.2B
| $1.13M | ﹤0.01% |
79,570
+38,582
| +94% | +$593K |
|
2459
Park Hotels & Resorts
PK
$3.04B
| $1.13M | ﹤0.01% |
45,358
+24,401
| +116% | +$619K |
|
2460
PUT
RTX Corp
RTX
$292B
| $1.13M | ﹤0.01% |
13,189
-95,975
| -88% | -$7.97M |
|
|
INFO
2461
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.13M | ﹤0.01% |
16,948
-21,167
| -56% | -$1.38M |
|
2462
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$565M
| $1.13M | ﹤0.01% |
+22,200
| New | +$1.15M |
|
2463
iShares International Small Cap Equity Factor ETF
ISCF
$664M
| $1.13M | ﹤0.01% |
39,616
+27,929
| +239% | +$798K |
|
2464
PUT
Paycom
PAYC
$7.86B
| $1.13M | ﹤0.01% |
5,400
-3,900
| -42% | -$911K |
|
2465
NNN REIT
NNN
$9.03B
| $1.13M | ﹤0.01% |
+20,044
| New | +$1.09M |
|
2466
Global X DAX Germany ETF
DAX
$233M
| $1.13M | ﹤0.01% |
44,095
-4,221
| -9% | -$108K |
|
2467
CALL
Mohawk Industries
MHK
$9.01B
| $1.13M | ﹤0.01% |
9,100
+1,300
| +17% | +$167K |
|
|
GUDB
2468
DELISTED
Sage ESG Intermediate Credit ETF
GUDB
| $1.13M | ﹤0.01% |
22,057
-24,664
| -53% | -$1.26M |
|
2469
Fidelity MSCI Materials Index ETF
FMAT
$584M
| $1.13M | ﹤0.01% |
+34,877
| New | +$1.12M |
|
2470
iShares Micro-Cap ETF
IWC
$1.48B
| $1.13M | ﹤0.01% |
12,792
-10,185
| -44% | -$915K |
|
|
IBHA
2471
DELISTED
iShares iBonds 2021 Term High Yield and Income ETF
IBHA
| $1.13M | ﹤0.01% |
44,970
-41,454
| -48% | -$1.04M |
|
2472
CALL
Martin Marietta Materials
MLM
$32.6B
| $1.12M | ﹤0.01% |
4,100
-4,300
| -51% | -$1.06M |
|
|
DISH
2473
DELISTED
DISH Network Corp.
DISH
| $1.12M | ﹤0.01% |
33,004
-53,182
| -62% | -$1.9M |
|
2474
PUT
Bausch Health
BHC
$2.62B
| $1.12M | ﹤0.01% |
51,400
+8,500
| +20% | +$194K |
|
2475
WisdomTree Global High Dividend Fund
DEW
$155M
| $1.12M | ﹤0.01% |
24,315
-10,012
| -29% | -$458K |
|
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.