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 | |
|---|---|---|---|---|---|---|
3051
CALL
Pultegroup
PHM
$25.3B
| $709K | ﹤0.01% |
19,400
-36,800
| -65% | -$1.22M |
|
3052
CALL
JB Hunt Transport Services
JBHT
$25.6B
| $708K | ﹤0.01% |
6,400
-8,100
| -56% | -$834K |
|
3053
CALL
Warner Bros
WBD
$65.1B
| $708K | ﹤0.01% |
26,600
-88,900
| -77% | -$2.58M |
|
3054
CALL
Cadence Design Systems
CDNS
$92.8B
| $707K | ﹤0.01% |
10,700
-13,200
| -55% | -$928K |
|
3055
VanEck Preferred Securities ex Financials ETF
PFXF
$2.46B
| $706K | ﹤0.01% |
+34,758
| New | +$695K |
|
|
LM
3056
DELISTED
Legg Mason, Inc.
LM
| $706K | ﹤0.01% |
+18,483
| New | +$699K |
|
|
SBNY
3057
DELISTED
Signature Bank
SBNY
| $706K | ﹤0.01% |
+5,921
| New | +$717K |
|
3058
Haemonetics
HAE
$3.8B
| $705K | ﹤0.01% |
+5,591
| New | +$710K |
|
3059
Schwab US TIPS ETF
SCHP
$16.3B
| $705K | ﹤0.01% |
24,852
-696,670
| -97% | -$19.7M |
|
|
ITIC
3060
Investors Title Co
ITIC
$546M
| $704K | ﹤0.01% |
+4,399
| New | +$682K |
|
3061
Range Resources
RRC
$8.91B
| $703K | ﹤0.01% |
184,145
-80,874
| -31% | -$388K |
|
|
WCN
3062
Waste Connections
WCN
$41.5B
| $703K | ﹤0.01% |
7,638
-6,129
| -45% | -$567K |
|
|
CSOD
3063
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $703K | ﹤0.01% |
12,828
+528
| +4% | +$29.6K |
|
|
FLRU
3064
DELISTED
Franklin FTSE Russia ETF
FLRU
| $703K | ﹤0.01% |
26,418
-10,662
| -29% | -$284K |
|
3065
Fidelity Value Factor ETF
FVAL
$1.37B
| $702K | ﹤0.01% |
20,437
-13,963
| -41% | -$476K |
|
3066
JPMorgan US Momentum Factor ETF
JMOM
$2.6B
| $702K | ﹤0.01% |
+24,298
| New | +$709K |
|
|
DIVA
3067
DELISTED
AGFiQ Hedged Dividend Income Fund
DIVA
| $701K | ﹤0.01% |
28,924
+2,481
| +9% | +$59.3K |
|
3068
CALL
TechnipFMC
FTI
$27.2B
| $700K | ﹤0.01% |
+38,976
| New | +$727K |
|
3069
Amplify Blockchain Technology ETF
BLOK
$1.08B
| $699K | ﹤0.01% |
38,975
-1,115
| -3% | -$20.5K |
|
3070
CALL
Burlington
BURL
$23.2B
| $699K | ﹤0.01% |
3,500
-169,100
| -98% | -$31.1M |
|
3071
BlueLinx
BXC
$565M
| $699K | ﹤0.01% |
21,629
+5,908
| +38% | +$149K |
|
3072
Generac Holdings
GNRC
$12.8B
| $698K | ﹤0.01% |
+8,905
| New | +$667K |
|
|
FIT
3073
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $698K | ﹤0.01% |
183,262
-27,273
| -13% | -$101K |
|
3074
Icon
ICLR
$12.6B
| $697K | ﹤0.01% |
4,728
+2,813
| +147% | +$432K |
|
3075
PUT
Lear
LEA
$6.18B
| $696K | ﹤0.01% |
+5,900
| New | +$717K |
|
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.