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 | |
|---|---|---|---|---|---|---|
|
CXO
1901
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.82M | ﹤0.01% |
26,800
-27,000
| -50% | -$2.2M |
|
|
VER
1902
DELISTED
VEREIT, Inc.
VER
| $1.82M | ﹤0.01% |
37,197
+33,295
| +853% | +$1.57M |
|
1903
Nuveen ESG Emerging Markets Equity ETF
NUEM
$368M
| $1.82M | ﹤0.01% |
72,971
+17,557
| +32% | +$444K |
|
1904
CALL
L3Harris
LHX
$51.6B
| $1.81M | ﹤0.01% |
8,700
-1,400
| -14% | -$287K |
|
|
GMAN
1905
DELISTED
Goldman Sachs Manufacturing Revolution ETF
GMAN
| $1.81M | ﹤0.01% |
36,324
+3,712
| +11% | +$183K |
|
1906
CALL
Ollie's Bargain Outlet
OLLI
$4.44B
| $1.81M | ﹤0.01% |
30,900
+9,200
| +42% | +$690K |
|
1907
PUT
Motorola Solutions
MSI
$72.3B
| $1.81M | ﹤0.01% |
10,600
+7,600
| +253% | +$1.3M |
|
1908
Williams Companies
WMB
$87.5B
| $1.81M | ﹤0.01% |
75,033
+61,143
| +440% | +$1.54M |
|
1909
CALL
Cracker Barrel
CBRL
$1.26B
| $1.8M | ﹤0.01% |
11,100
+4,900
| +79% | +$825K |
|
1910
Vanguard Russell 1000 Value ETF
VONV
$20.7B
| $1.8M | ﹤0.01% |
32,068
+958
| +3% | +$53.3K |
|
1911
CALL
iShares S&P 500 Growth ETF
IVW
$73.8B
| $1.8M | ﹤0.01% |
40,000
+33,200
| +488% | +$1.5M |
|
1912
Franklin FTSE Japan Hedged ETF
FLJH
$177M
| $1.8M | ﹤0.01% |
75,444
-3,500
| -4% | -$79.8K |
|
1913
NYLI FTSE International Equity Currency Neutral ETF
HFXI
$2.01B
| $1.8M | ﹤0.01% |
88,388
-131,895
| -60% | -$2.65M |
|
1914
Imperial Oil
IMO
$62.7B
| $1.8M | ﹤0.01% |
+69,072
| New | +$1.82M |
|
1915
PagSeguro Digital
PAGS
$2.69B
| $1.79M | ﹤0.01% |
38,758
+7,052
| +22% | +$328K |
|
1916
PUT
JB Hunt Transport Services
JBHT
$25.5B
| $1.79M | ﹤0.01% |
16,200
+2,800
| +21% | +$288K |
|
1917
State Street SPDR S&P Kensho New Economies Composite ETF
KOMP
$2.6B
| $1.79M | ﹤0.01% |
54,070
+25,954
| +92% | +$869K |
|
1918
CALL
Amplify Alternative Harvest ETF
MJ
$101M
| $1.79M | ﹤0.01% |
7,192
-1,225
| -15% | -$395K |
|
1919
CALL
iShares US Energy ETF
IYE
$1.74B
| $1.79M | ﹤0.01% |
+56,400
| New | +$1.83M |
|
1920
Idexx Laboratories
IDXX
$44.1B
| $1.79M | ﹤0.01% |
6,584
-645
| -9% | -$179K |
|
1921
CALL
Analog Devices
ADI
$179B
| $1.79M | ﹤0.01% |
16,000
-22,200
| -58% | -$2.51M |
|
1922
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.11B
| $1.79M | ﹤0.01% |
35,417
-11,673
| -25% | -$588K |
|
1923
CALL
iShares US Transportation ETF
IYT
$2.26B
| $1.79M | ﹤0.01% |
38,400
-97,200
| -72% | -$4.54M |
|
1924
CALL
TJX Companies
TJX
$174B
| $1.78M | ﹤0.01% |
32,000
-46,400
| -59% | -$2.53M |
|
1925
PUT
Carvana
CVNA
$68.6B
| $1.78M | ﹤0.01% |
135,000
-537,000
| -80% | -$7.72M |
|
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.