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 | |
|---|---|---|---|---|---|---|
|
TLDH
3626
DELISTED
FlexShares Currency Hedged Morningstar DM ex US Factor Tilt Index Fund
TLDH
| $464K | ﹤0.01% |
16,734
-6,785
| -29% | -$184K |
|
3627
CALL
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $463K | ﹤0.01% |
2,400
-11,600
| -83% | -$2.3M |
|
3628
VanEck Environmental Services ETF
EVX
$102M
| $462K | ﹤0.01% |
22,115
+4,395
| +25% | +$90.5K |
|
3629
CALL
Newell Brands
NWL
$2.56B
| $462K | ﹤0.01% |
24,700
-10,700
| -30% | -$173K |
|
3630
Ollie's Bargain Outlet
OLLI
$4.94B
| $462K | ﹤0.01% |
7,880
-47,567
| -86% | -$3.57M |
|
3631
Sony
SONY
$138B
| $462K | ﹤0.01% |
39,090
-262,390
| -87% | -$2.96M |
|
3632
Tortoise North American Pipeline ETF
TPYP
$848M
| $462K | ﹤0.01% |
+19,735
| New | +$464K |
|
|
CLDR
3633
DELISTED
Cloudera, Inc.
CLDR
| $462K | ﹤0.01% |
52,146
-17,571
| -25% | -$122K |
|
3634
Nokia
NOK
$52.3B
| $461K | ﹤0.01% |
91,148
-284,641
| -76% | -$1.47M |
|
3635
Invesco S&P MidCap Value with Momentum ETF
XMVM
$503M
| $461K | ﹤0.01% |
+14,255
| New | +$451K |
|
3636
Federal Agricultural Mortgage
AGM
$2.56B
| $460K | ﹤0.01% |
+5,636
| New | +$443K |
|
3637
Green Dot
GDOT
$745M
| $459K | ﹤0.01% |
+18,192
| New | +$673K |
|
|
FFSG
3638
DELISTED
FormulaFolios Smart Growth ETF
FFSG
| $457K | ﹤0.01% |
17,209
-16,850
| -49% | -$444K |
|
|
CEA
3639
DELISTED
China Eastern Airlines
CEA
| $457K | ﹤0.01% |
18,932
-23,869
| -56% | -$625K |
|
|
GDG
3640
DELISTED
Gadsden Dynamic Growth ETF
GDG
| $457K | ﹤0.01% |
18,600
-1,463
| -7% | -$35.9K |
|
3641
CNX Resources
CNX
$5.2B
| $456K | ﹤0.01% |
+62,786
| New | +$470K |
|
3642
CALL
Aptiv
APTV
$10.3B
| $455K | ﹤0.01% |
5,200
+600
| +13% | +$50.1K |
|
3643
ProShares Ultra MidCap400
MVV
$163M
| $454K | ﹤0.01% |
+11,360
| New | +$450K |
|
3644
Renaissance IPO ETF
IPO
$161M
| $453K | ﹤0.01% |
+16,085
| New | +$501K |
|
3645
Perion Network
PERI
$386M
| $453K | ﹤0.01% |
92,685
+71,750
| +343% | +$351K |
|
3646
CALL
ProShares UltraShort QQQ
QID
$247M
| $453K | ﹤0.01% |
+755
| New | +$457K |
|
|
TECD
3647
DELISTED
Tech Data Corp
TECD
| $453K | ﹤0.01% |
+4,342
| New | +$423K |
|
|
CRZO
3648
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $453K | ﹤0.01% |
52,749
+32,578
| +162% | +$298K |
|
3649
Duke Energy
DUK
$97.3B
| $452K | ﹤0.01% |
+4,714
| New | +$429K |
|
3650
Insmed
INSM
$28.6B
| $452K | ﹤0.01% |
+25,621
| New | +$495K |
|
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.