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 | |
|---|---|---|---|---|---|---|
2201
Tencent Music
TME
$15.6B
| $1.39M | ﹤0.01% |
109,146
-6,314
| -5% | -$88.9K |
|
2202
First Trust Nasdaq Semiconductor ETF
FTXL
$1.34B
| $1.39M | ﹤0.01% |
40,147
+156
| +0.4% | +$5.28K |
|
2203
CALL
Chewy
CHWY
$9.4B
| $1.39M | ﹤0.01% |
+56,600
| New | +$1.78M |
|
2204
ProShares Short High Yield
SJB
$47.8M
| $1.39M | ﹤0.01% |
65,814
-284,748
| -81% | -$6.08M |
|
2205
Xtrackers High Beta High Yield Bond ETF
HYUP
$45.4M
| $1.39M | ﹤0.01% |
28,661
-8,774
| -23% | -$425K |
|
2206
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
| $1.39M | ﹤0.01% |
25,323
+8,845
| +54% | +$480K |
|
|
FLEU
2207
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN Series B
FLEU
| $1.39M | ﹤0.01% |
+10,121
| New | +$1.36M |
|
2208
Expeditors International
EXPD
$22.3B
| $1.39M | ﹤0.01% |
18,654
-77,065
| -81% | -$5.65M |
|
2209
State Street SPDR Portfolio Europe ETF
SPEU
$732M
| $1.39M | ﹤0.01% |
41,696
-306,746
| -88% | -$10.2M |
|
2210
CALL
Fortive
FTV
$18B
| $1.39M | ﹤0.01% |
+32,032
| New | +$1.48M |
|
2211
Viatris
VTRS
$20.5B
| $1.39M | ﹤0.01% |
70,035
-87,404
| -56% | -$1.71M |
|
2212
PUT
Sony
SONY
$133B
| $1.38M | ﹤0.01% |
117,000
+64,000
| +121% | +$723K |
|
|
MXIM
2213
CALL
DELISTED
Maxim Integrated Products
MXIM
| $1.38M | ﹤0.01% |
+23,900
| New | +$1.38M |
|
|
LK
2214
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $1.38M | ﹤0.01% |
72,800
+20,200
| +38% | +$428K |
|
|
AMRN
2215
PUT
Amarin Corp
AMRN
$297M
| $1.38M | ﹤0.01% |
4,545
+1,295
| +40% | +$452K |
|
|
DRD
2216
DRDGold
DRD
$1.81B
| $1.38M | ﹤0.01% |
324,244
+204,821
| +172% | +$769K |
|
2217
PUT
Oneok
OKE
$55.6B
| $1.38M | ﹤0.01% |
18,700
+600
| +3% | +$42.5K |
|
|
SAIL
2218
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $1.38M | ﹤0.01% |
73,738
+57,503
| +354% | +$1.22M |
|
2219
PUT
Advance Auto Parts
AAP
$3.36B
| $1.37M | ﹤0.01% |
8,300
+3,900
| +89% | +$586K |
|
2220
Carlisle Companies
CSL
$14.8B
| $1.37M | ﹤0.01% |
+9,433
| New | +$1.33M |
|
|
RTL
2221
DELISTED
Pacer Benchmark Retail Real Estate SCTR ETF
RTL
| $1.37M | ﹤0.01% |
48,332
+3,307
| +7% | +$90.2K |
|
|
ETFC
2222
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $1.37M | ﹤0.01% |
31,400
-15,200
| -33% | -$673K |
|
|
UN
2223
DELISTED
Unilever NV New York Registry Shares
UN
| $1.37M | ﹤0.01% |
22,829
-51,976
| -69% | -$3.12M |
|
2224
Xerox
XRX
$411M
| $1.37M | ﹤0.01% |
45,844
+8,892
| +24% | +$279K |
|
2225
Sixth Street Specialty
TSLX
$1.68B
| $1.37M | ﹤0.01% |
65,302
-28,756
| -31% | -$584K |
|
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.