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 | |
|---|---|---|---|---|---|---|
4326
CALL
GameStop
GME
$8.57B
| $258K | ﹤0.01% |
186,800
+66,400
| +55% | +$71.7K |
|
4327
CALL
Ralph Lauren
RL
$23.2B
| $258K | ﹤0.01% |
2,700
-8,200
| -75% | -$811K |
|
|
FLXN
4328
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $258K | ﹤0.01% |
18,840
+8,332
| +79% | +$98.9K |
|
|
PFPT
4329
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $258K | ﹤0.01% |
+2,000
| New | +$245K |
|
4330
CALL
NRG Energy
NRG
$25.3B
| $257K | ﹤0.01% |
+6,500
| New | +$235K |
|
|
JE
4331
DELISTED
Just Energy Group Inc
JE
| $257K | ﹤0.01% |
3,286
+2,614
| +389% | +$227K |
|
|
TLRD
4332
DELISTED
Tailored Brands, Inc.
TLRD
| $257K | ﹤0.01% |
58,345
-12,863
| -18% | -$65.2K |
|
|
MGIC
4333
DELISTED
Magic Software Enterprises
MGIC
| $256K | ﹤0.01% |
+27,819
| New | +$252K |
|
4334
CALL
ArcelorMittal
MT
$54.8B
| $256K | ﹤0.01% |
18,000
-16,700
| -48% | -$256K |
|
4335
Nuveen Short-Term REIT ETF
NURE
$35.6M
| $256K | ﹤0.01% |
+8,331
| New | +$250K |
|
4336
TransUnion
TRU
$15.6B
| $256K | ﹤0.01% |
3,156
-14,805
| -82% | -$1.19M |
|
4337
Vident US Equity Strategy ETF
VUSE
$694M
| $256K | ﹤0.01% |
+8,257
| New | +$254K |
|
|
ARQL
4338
DELISTED
Arqule Inc
ARQL
| $256K | ﹤0.01% |
35,645
+4,392
| +14% | +$41.3K |
|
4339
Aaon
AAON
$7.58B
| $255K | ﹤0.01% |
+8,318
| New | +$268K |
|
4340
abrdn Physical Palladium Shares ETF
PALL
$665M
| $255K | ﹤0.01% |
8,015
-41,405
| -84% | -$1.2M |
|
4341
PUT
AngloGold Ashanti
AU
$49B
| $254K | ﹤0.01% |
13,900
+2,200
| +19% | +$43.7K |
|
|
GES
4342
PUT
DELISTED
Guess Inc
GES
| $254K | ﹤0.01% |
+13,700
| New | +$228K |
|
4343
Phunware
PHUN
$42.5M
| $254K | ﹤0.01% |
+3,527
| New | +$308K |
|
|
TCTL
4344
DELISTED
Premise Capital Diversified Tactical ETF
TCTL
| $254K | ﹤0.01% |
8,181
-9,293
| -53% | -$286K |
|
|
BOLD
4345
DELISTED
Audentes Therapeutics, Inc
BOLD
| $254K | ﹤0.01% |
+9,038
| New | +$308K |
|
4346
PUT
APA Corp
APA
$13B
| $253K | ﹤0.01% |
9,900
-12,900
| -57% | -$309K |
|
4347
CALL
Healthpeak Properties
DOC
$14.7B
| $253K | ﹤0.01% |
7,100
-17,100
| -71% | -$577K |
|
4348
nLIGHT
LASR
$3.49B
| $253K | ﹤0.01% |
+16,151
| New | +$251K |
|
|
RWUI
4349
DELISTED
Direxion FTSE Russell US Over International ETF
RWUI
| $253K | ﹤0.01% |
+4,274
| New | +$251K |
|
4350
PUT
First Majestic Silver
AG
$9.06B
| $252K | ﹤0.01% |
+27,700
| New | +$271K |
|
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.