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 | |
|---|---|---|---|---|---|---|
751
CALL
Five Below
FIVE
$12B
| $7.29M | 0.01% |
57,800
+25,300
| +78% | +$3.07M |
|
752
Carnival Corporation Ltd
CCL
$38.1B
| $7.28M | 0.01% |
166,504
+73,529
| +79% | +$3.39M |
|
|
VPU
753
Vanguard Utilities ETF
VPU
$8.46B
| $7.23M | 0.01% |
50,346
+18,011
| +56% | +$2.47M |
|
|
COUP
754
CALL
DELISTED
Coupa Software Incorporated
COUP
| $7.22M | 0.01% |
55,700
+6,200
| +13% | +$858K |
|
755
PUT
United Airlines
UAL
$39.4B
| $7.21M | 0.01% |
81,600
+24,700
| +43% | +$2.18M |
|
756
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.22B
| $7.14M | 0.01% |
268,057
+194,346
| +264% | +$5.32M |
|
757
CALL
Zscaler
ZS
$24.5B
| $7.13M | 0.01% |
150,900
-19,900
| -12% | -$1.43M |
|
|
TWTR
758
DELISTED
Twitter, Inc.
TWTR
| $7.13M | 0.01% |
173,043
-18,516
| -10% | -$757K |
|
759
iShares US Consumer Discretionary ETF
IYC
$1.17B
| $7.11M | 0.01% |
+130,832
| New | +$7.18M |
|
760
CALL
Southwest Airlines
LUV
$22B
| $7.11M | 0.01% |
131,600
-16,200
| -11% | -$847K |
|
761
PUT
Restaurant Brands International
QSR
$25.7B
| $7.09M | 0.01% |
+99,700
| New | +$7.35M |
|
|
VMW
762
PUT
DELISTED
VMware, Inc
VMW
| $7.08M | 0.01% |
47,200
-162,400
| -77% | -$25.6M |
|
763
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $7.08M | 0.01% |
134,995
+25,560
| +23% | +$1.36M |
|
764
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.52B
| $7.07M | 0.01% |
80,730
+57,832
| +253% | +$5.06M |
|
765
Altria Group
MO
$114B
| $7.05M | 0.01% |
172,436
-16,552
| -9% | -$761K |
|
766
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $7.03M | 0.01% |
116,400
-43,600
| -27% | -$2.63M |
|
767
PUT
Oracle
ORCL
$374B
| $7.02M | 0.01% |
127,500
+33,200
| +35% | +$1.83M |
|
768
Sun Life Financial
SLF
$46B
| $6.99M | 0.01% |
156,078
+122,790
| +369% | +$5.13M |
|
|
769
PUT
Carnival Corporation Ltd
CCL
$38.1B
| $6.98M | 0.01% |
159,600
+39,000
| +32% | +$1.8M |
|
770
CALL
Eli Lilly
LLY
$1.02T
| $6.97M | 0.01% |
62,300
-1,400
| -2% | -$156K |
|
771
CALL
Boston Scientific
BSX
$69.5B
| $6.96M | 0.01% |
171,100
-10,900
| -6% | -$462K |
|
772
PUT
iShares US Home Construction ETF
ITB
$2.26B
| $6.94M | 0.01% |
160,300
+152,900
| +2,066% | +$6.13M |
|
773
iShares Emerging Markets Equity Factor ETF
EMGF
$1.82B
| $6.94M | 0.01% |
+169,680
| New | +$6.97M |
|
774
Molson Coors Class B
TAP
$7.79B
| $6.92M | 0.01% |
+120,430
| New | +$6.53M |
|
775
CALL
Alerian MLP ETF
AMLP
$13B
| $6.92M | 0.01% |
151,460
-98,780
| -39% | -$4.67M |
|
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.