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 | |
|---|---|---|---|---|---|---|
|
CRON
3451
CALL
Cronos Group
CRON
$1.15B
| $536K | ﹤0.01% |
59,300
-64,600
| -52% | -$826K |
|
3452
MongoDB
MDB
$29.8B
| $536K | ﹤0.01% |
4,452
-20,099
| -82% | -$2.9M |
|
|
TRTN
3453
DELISTED
Triton International Limited
TRTN
| $536K | ﹤0.01% |
+15,853
| New | +$518K |
|
3454
CALL
Ally Financial
ALLY
$13.4B
| $534K | ﹤0.01% |
+16,100
| New | +$522K |
|
3455
Alexandria Real Estate Equities
ARE
$8.34B
| $534K | ﹤0.01% |
3,469
-352
| -9% | -$52K |
|
|
GRMN
3456
CALL
Garmin
GRMN
$58.2B
| $534K | ﹤0.01% |
6,300
-3,900
| -38% | -$315K |
|
3457
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$222M
| $534K | ﹤0.01% |
1,608
+710
| +79% | +$307K |
|
3458
Jabil
JBL
$36.1B
| $534K | ﹤0.01% |
14,929
-9,421
| -39% | -$284K |
|
3459
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$55.8M
| $533K | ﹤0.01% |
20,211
-1,357
| -6% | -$35.6K |
|
|
PRMW
3460
DELISTED
Primo Water Corporation
PRMW
| $533K | ﹤0.01% |
42,708
-20,513
| -32% | -$262K |
|
3461
Delek US
DK
$3.6B
| $532K | ﹤0.01% |
14,664
+6,566
| +81% | +$242K |
|
3462
PUT
Devon Energy
DVN
$49.7B
| $532K | ﹤0.01% |
22,100
+100
| +0.5% | +$2.5K |
|
3463
Essent Group
ESNT
$6.04B
| $532K | ﹤0.01% |
+11,152
| New | +$533K |
|
|
KSU
3464
CALL
DELISTED
Kansas City Southern
KSU
| $532K | ﹤0.01% |
4,000
-19,000
| -83% | -$2.37M |
|
|
CTRA
3465
CALL
DELISTED
Coterra Energy
CTRA
| $531K | ﹤0.01% |
30,200
-27,400
| -48% | -$525K |
|
3466
PUT
Vanguard Total World Stock ETF
VT
$79.1B
| $531K | ﹤0.01% |
7,100
-900
| -11% | -$67.2K |
|
3467
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
BBCB
$45.5M
| $530K | ﹤0.01% |
9,546
-5,733
| -38% | -$316K |
|
|
HUYA
3468
PUT
Huya Inc
HUYA
$554M
| $530K | ﹤0.01% |
22,400
+6,800
| +44% | +$160K |
|
3469
Franklin FTSE South Korea ETF
FLKR
$1.37B
| $529K | ﹤0.01% |
+26,978
| New | +$518K |
|
3470
State Street SPDR S&P Health Care Services ETF
XHS
$203M
| $529K | ﹤0.01% |
8,498
-280
| -3% | -$18.4K |
|
3471
Direxion Daily Retail Bull 3X ETF
RETL
$28.9M
| $528K | ﹤0.01% |
+57,658
| New | +$507K |
|
3472
Republic Services
RSG
$64.5B
| $528K | ﹤0.01% |
6,098
-16,083
| -73% | -$1.41M |
|
3473
Teleflex
TFX
$6.15B
| $528K | ﹤0.01% |
1,555
-1,072
| -41% | -$374K |
|
3474
TotalEnergies
TTE
$191B
| $528K | ﹤0.01% |
10,120
-143,671
| -93% | -$7.45M |
|
3475
AMC Entertainment Holdings
AMC
$2.29B
| $527K | ﹤0.01% |
4,924
+3,032
| +160% | +$330K |
|
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.