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 | |
|---|---|---|---|---|---|---|
1576
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
| $2.48M | ﹤0.01% |
58,500
-75,000
| -56% | -$3.28M |
|
1577
CALL
DexCom
DXCM
$31.5B
| $2.48M | ﹤0.01% |
66,400
+25,200
| +61% | +$979K |
|
1578
PUT
DXC Technology
DXC
$1.82B
| $2.48M | ﹤0.01% |
+83,900
| New | +$3.57M |
|
1579
Match Group
MTCH
$9.19B
| $2.47M | ﹤0.01% |
34,542
-19,083
| -36% | -$1.49M |
|
1580
iShares Global REIT ETF
REET
$5.09B
| $2.47M | ﹤0.01% |
87,866
-156,652
| -64% | -$4.29M |
|
1581
State Street SPDR Global Dow ETF
DGT
$615M
| $2.46M | ﹤0.01% |
29,505
+2,124
| +8% | +$178K |
|
1582
Bilibili
BILI
$7.99B
| $2.46M | ﹤0.01% |
173,985
+60,229
| +53% | +$904K |
|
1583
Fortive
FTV
$17.9B
| $2.46M | ﹤0.01% |
56,799
-21,406
| -27% | -$987K |
|
|
WORK
1584
DELISTED
Slack Technologies, Inc.
WORK
| $2.46M | ﹤0.01% |
103,460
-84,569
| -45% | -$2.56M |
|
1585
CALL
Weibo
WB
$2B
| $2.45M | ﹤0.01% |
54,800
+38,800
| +243% | +$1.64M |
|
|
MOMO
1586
PUT
Hello Group
MOMO
$885M
| $2.45M | ﹤0.01% |
79,100
+51,700
| +189% | +$1.75M |
|
1587
Stryker
SYK
$125B
| $2.44M | ﹤0.01% |
11,290
+9,945
| +739% | +$2.13M |
|
1588
AudioCodes
AUDC
$244M
| $2.44M | ﹤0.01% |
128,962
+113,009
| +708% | +$2.03M |
|
1589
CALL
Phillips 66
PSX
$84.9B
| $2.44M | ﹤0.01% |
23,800
-79,100
| -77% | -$7.93M |
|
1590
CALL
Illumina
ILMN
$31B
| $2.43M | ﹤0.01% |
8,224
-13,878
| -63% | -$4.09M |
|
1591
PUT
Delta Air Lines
DAL
$57.5B
| $2.43M | ﹤0.01% |
42,200
-17,500
| -29% | -$1.04M |
|
1592
Gen Digital
GEN
$16.4B
| $2.43M | ﹤0.01% |
102,674
+48,731
| +90% | +$1.14M |
|
1593
PUT
Duke Energy
DUK
$97.8B
| $2.42M | ﹤0.01% |
25,300
+900
| +4% | +$81.9K |
|
|
CIL
1594
DELISTED
VictoryShares International Volatility Wtd ETF
CIL
| $2.42M | ﹤0.01% |
64,911
+9,523
| +17% | +$355K |
|
1595
CALL
Agnico Eagle Mines
AEM
$73.6B
| $2.42M | ﹤0.01% |
45,100
-76,700
| -63% | -$4.34M |
|
1596
Cintas
CTAS
$81.9B
| $2.42M | ﹤0.01% |
36,076
+32,564
| +927% | +$2.08M |
|
|
WBIN
1597
DELISTED
WBI BullBear Trend Switch US Total Return ETF
WBIN
| $2.42M | ﹤0.01% |
+118,517
| New | +$2.41M |
|
1598
KraneShares Asia Pacific High Income Bond ETF
KHYB
$15.6M
| $2.41M | ﹤0.01% |
59,338
-2,763
| -4% | -$113K |
|
1599
Vertex Pharmaceuticals
VRTX
$121B
| $2.41M | ﹤0.01% |
14,218
+3,697
| +35% | +$654K |
|
|
SLIM
1600
DELISTED
The Obesity ETF
SLIM
| $2.4M | ﹤0.01% |
71,290
+1,486
| +2% | +$50.6K |
|
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.