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 | |
|---|---|---|---|---|---|---|
1801
CALL
Sony
SONY
$137B
| $1.99M | ﹤0.01% |
168,500
-129,500
| -43% | -$1.46M |
|
1802
PUT
Weibo
WB
$2B
| $1.99M | ﹤0.01% |
44,500
-65,200
| -59% | -$2.76M |
|
1803
CALL
Live Nation Entertainment
LYV
$40.6B
| $1.99M | ﹤0.01% |
30,000
+17,600
| +142% | +$1.23M |
|
|
GWPH
1804
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.99M | ﹤0.01% |
17,300
+7,700
| +80% | +$1.17M |
|
1805
First Trust Japan AlphaDEX Fund
FJP
$249M
| $1.99M | ﹤0.01% |
41,558
-8,743
| -17% | -$412K |
|
1806
IQVIA
IQV
$38.7B
| $1.99M | ﹤0.01% |
13,297
-36,191
| -73% | -$5.63M |
|
1807
IQ ARB Merger Arbitrage ETF
MNA
$252M
| $1.98M | ﹤0.01% |
61,681
+11,713
| +23% | +$373K |
|
1808
Direxion Daily CSI 300 China A Share Bull 2X ETF
CHAU
$89.3M
| $1.98M | ﹤0.01% |
+97,572
| New | +$2.07M |
|
|
CZR
1809
DELISTED
Caesars Entertainment Corporation
CZR
| $1.97M | ﹤0.01% |
169,320
-467,660
| -73% | -$5.48M |
|
1810
CALL
Qorvo
QRVO
$7.99B
| $1.97M | ﹤0.01% |
26,600
+6,600
| +33% | +$480K |
|
|
VQT
1811
DELISTED
iPath S&P VEQTOR ETN
VQT
| $1.97M | ﹤0.01% |
12,225
+1,573
| +15% | +$258K |
|
1812
CALL
Oneok
OKE
$57.2B
| $1.97M | ﹤0.01% |
26,700
-659,500
| -96% | -$46.7M |
|
|
CEO
1813
DELISTED
CNOOC Limited
CEO
| $1.97M | ﹤0.01% |
+12,923
| New | +$2.03M |
|
1814
CALL
Cboe Global Markets
CBOE
$32.5B
| $1.97M | ﹤0.01% |
17,100
+4,500
| +36% | +$521K |
|
1815
CALL
Hartford Financial Services
HIG
$38.9B
| $1.96M | ﹤0.01% |
32,400
+24,500
| +310% | +$1.43M |
|
|
PFPT
1816
DELISTED
Proofpoint, Inc.
PFPT
| $1.96M | ﹤0.01% |
15,200
-2,877
| -16% | -$352K |
|
1817
Franklin Short Duration US Government ETF
FTSD
$300M
| $1.96M | ﹤0.01% |
20,749
-26,134
| -56% | -$2.48M |
|
|
HTZ
1818
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.96M | ﹤0.01% |
+141,600
| New | +$1.99M |
|
1819
Ball Corp
BALL
$17.3B
| $1.96M | ﹤0.01% |
26,883
-183,242
| -87% | -$13.7M |
|
1820
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $1.95M | ﹤0.01% |
72,100
+58,800
| +442% | +$1.56M |
|
1821
PUT
Cummins
CMI
$87.5B
| $1.95M | ﹤0.01% |
12,000
-8,000
| -40% | -$1.28M |
|
1822
PUT
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
| $1.95M | ﹤0.01% |
4,050
-560
| -12% | -$269K |
|
1823
Pacer Cash Cows Fund of Funds ETF
HERD
$99.9M
| $1.95M | ﹤0.01% |
80,641
-17,291
| -18% | -$415K |
|
1824
US Commodity Index
USCI
$369M
| $1.95M | ﹤0.01% |
54,302
+36,364
| +203% | +$1.3M |
|
|
GWPH
1825
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.94M | ﹤0.01% |
16,900
-5,500
| -25% | -$835K |
|
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.