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 | |
|---|---|---|---|---|---|---|
4351
Axsome Therapeutics
AXSM
$10.8B
| $252K | ﹤0.01% |
12,450
+392
| +3% | +$10.1K |
|
4352
PUT
The Mosaic Company
MOS
$7.46B
| $252K | ﹤0.01% |
12,300
-6,000
| -33% | -$131K |
|
|
PCH
4353
DELISTED
PotlatchDeltic
PCH
| $252K | ﹤0.01% |
+6,142
| New | +$238K |
|
4354
PUT
Deckers Outdoor
DECK
$13.3B
| $251K | ﹤0.01% |
10,200
-72,600
| -88% | -$1.86M |
|
4355
CALL
Domo
DOMO
$179M
| $251K | ﹤0.01% |
+15,700
| New | +$379K |
|
4356
First Trust Ultra Short Duration Municipal ETF
FUMB
$247M
| $251K | ﹤0.01% |
+12,482
| New | +$251K |
|
4357
PUT
Lennar Class A
LEN
$20.4B
| $251K | ﹤0.01% |
4,649
-120,861
| -96% | -$5.89M |
|
4358
National Health Investors
NHI
$3.65B
| $251K | ﹤0.01% |
+3,043
| New | +$248K |
|
4359
Global X US Infrastructure Development ETF
PAVE
$15.1B
| $251K | ﹤0.01% |
+15,493
| New | +$246K |
|
|
UMPQ
4360
DELISTED
Umpqua Holdings Corp
UMPQ
| $251K | ﹤0.01% |
15,275
-451
| -3% | -$7.41K |
|
|
CALA
4361
DELISTED
Calithera Biosciences, Inc
CALA
| $251K | ﹤0.01% |
+4,059
| New | +$325K |
|
4362
Rush Enterprises Class A
RUSHA
$6.2B
| $250K | ﹤0.01% |
14,594
-5,755
| -28% | -$95.8K |
|
4363
Unifirst Corp
UNF
$5.22B
| $250K | ﹤0.01% |
+1,279
| New | +$248K |
|
|
RWW
4364
DELISTED
Invesco S&P Financials Revenue ETF
RWW
| $250K | ﹤0.01% |
3,668
-4,662
| -56% | -$313K |
|
4365
CALL
Dover
DOV
$28.4B
| $249K | ﹤0.01% |
2,500
-4,200
| -63% | -$403K |
|
4366
Nasdaq
NDAQ
$52.9B
| $249K | ﹤0.01% |
7,530
-9,096
| -55% | -$302K |
|
4367
Palomar
PLMR
$3.6B
| $249K | ﹤0.01% |
6,321
-6,667
| -51% | -$208K |
|
4368
Revvity
RVTY
$12.7B
| $249K | ﹤0.01% |
2,921
-13,228
| -82% | -$1.16M |
|
4369
PUT
Synchrony
SYF
$25.6B
| $249K | ﹤0.01% |
+7,300
| New | +$250K |
|
4370
UDR
UDR
$12.3B
| $249K | ﹤0.01% |
+5,145
| New | +$242K |
|
|
THCX
4371
DELISTED
AXS Cannabis ETF
THCX
| $249K | ﹤0.01% |
+1,507
| New | +$320K |
|
|
XEC
4372
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $249K | ﹤0.01% |
5,200
-3,700
| -42% | -$175K |
|
|
NAV
4373
DELISTED
Navistar International
NAV
| $249K | ﹤0.01% |
+8,844
| New | +$251K |
|
|
HONR
4374
DELISTED
InsightShares Patriotic Employers ETF
HONR
| $249K | ﹤0.01% |
9,471
+395
| +4% | +$10.3K |
|
4375
iShares US Regional Banks ETF
IAT
$681M
| $248K | ﹤0.01% |
5,334
-32,680
| -86% | -$1.49M |
|
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.