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 | |
|---|---|---|---|---|---|---|
1426
Invesco BulletShares 2027 Corporate Bond ETF
BSCR
$4.59B
| $2.92M | ﹤0.01% |
140,147
-229,399
| -62% | -$4.76M |
|
1427
CALL
Lumentum
LITE
$55.5B
| $2.92M | ﹤0.01% |
54,600
+17,700
| +48% | +$998K |
|
|
OPPJ
1428
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$275M
| $2.92M | ﹤0.01% |
148,318
+61,660
| +71% | +$1.16M |
|
|
AMRN
1429
CALL
Amarin Corp
AMRN
$299M
| $2.92M | ﹤0.01% |
9,620
+1,605
| +20% | +$560K |
|
1430
Icahn Enterprises
IEP
$5.24B
| $2.92M | ﹤0.01% |
+45,413
| New | +$3.23M |
|
1431
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
| $2.91M | ﹤0.01% |
97,073
+16,312
| +20% | +$489K |
|
1432
CALL
Albemarle
ALB
$13.9B
| $2.91M | ﹤0.01% |
41,900
+21,200
| +102% | +$1.44M |
|
1433
Blackstone
BX
$102B
| $2.91M | ﹤0.01% |
59,582
-577,767
| -91% | -$28.2M |
|
1434
CALL
Hasbro
HAS
$13.2B
| $2.91M | ﹤0.01% |
24,500
+10,400
| +74% | +$1.18M |
|
1435
Waste Management
WM
$90.6B
| $2.91M | ﹤0.01% |
25,285
-25,543
| -50% | -$2.98M |
|
|
DTO
1436
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $2.91M | ﹤0.01% |
48,731
-3,533
| -7% | -$196K |
|
|
PPL
1437
CALL
PPL Corp
PPL
$26.5B
| $2.9M | ﹤0.01% |
92,200
-29,700
| -24% | -$898K |
|
|
BZUN
1438
Baozun
BZUN
$167M
| $2.9M | ﹤0.01% |
67,992
+16,397
| +32% | +$779K |
|
|
CNH
1439
CNH Industrial
CNH
$12.7B
| $2.9M | ﹤0.01% |
328,582
+54,595
| +20% | +$480K |
|
1440
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
| $2.9M | ﹤0.01% |
+96,857
| New | +$2.83M |
|
1441
eBay
EBAY
$50.6B
| $2.9M | ﹤0.01% |
74,329
-160,701
| -68% | -$6.45M |
|
1442
Boston Beer
SAM
$1.91B
| $2.9M | ﹤0.01% |
7,960
+3,031
| +61% | +$1.19M |
|
1443
CALL
Public Storage
PSA
$60.5B
| $2.89M | ﹤0.01% |
11,800
-14,400
| -55% | -$3.62M |
|
1444
PUT
Cactus
WHD
$5.21B
| $2.89M | ﹤0.01% |
100,000
| – | – |
|
1445
Cencora
COR
$60.6B
| $2.89M | ﹤0.01% |
35,127
+1,519
| +5% | +$131K |
|
|
LK
1446
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $2.89M | ﹤0.01% |
152,200
-112,500
| -43% | -$2.38M |
|
1447
Walmart Inc
WMT
$885B
| $2.89M | ﹤0.01% |
73,029
-1,251,381
| -94% | -$47.2M |
|
|
OILD
1448
DELISTED
ProShares UltraPro 3x Short Crude Oil ETF
OILD
| $2.89M | ﹤0.01% |
171,980
+133,915
| +352% | +$2.59M |
|
1449
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$150M
| $2.89M | ﹤0.01% |
44,400
-54,400
| -55% | -$3.73M |
|
1450
AGF US Market Neutral Anti-Beta Fund
BTAL
$304M
| $2.88M | ﹤0.01% |
121,740
+99,035
| +436% | +$2.3M |
|
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.