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 | |
|---|---|---|---|---|---|---|
1826
CALL
Dick's Sporting Goods
DKS
$17.5B
| $1.94M | ﹤0.01% |
+47,500
| New | +$1.71M |
|
1827
CALL
Targa Resources
TRGP
$58B
| $1.93M | ﹤0.01% |
48,100
+26,000
| +118% | +$993K |
|
1828
Ford
F
$58.5B
| $1.93M | ﹤0.01% |
210,577
-351,652
| -63% | -$3.34M |
|
1829
JPMorgan Ultra-Short Municipal Income ETF
JMST
$7.12B
| $1.93M | ﹤0.01% |
38,229
+12,444
| +48% | +$629K |
|
1830
RPC Inc
RES
$1.24B
| $1.92M | ﹤0.01% |
342,694
+175,230
| +105% | +$1.04M |
|
1831
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.18B
| $1.92M | ﹤0.01% |
47,936
+21,730
| +83% | +$860K |
|
1832
Inspire Corporate Bond ETF
IBD
$481M
| $1.92M | ﹤0.01% |
+74,868
| New | +$1.92M |
|
1833
PUT
Linde
LIN
$221B
| $1.92M | ﹤0.01% |
9,900
+1,000
| +11% | +$194K |
|
1834
HEICO Corp
HEI
$49.8B
| $1.92M | ﹤0.01% |
15,339
+2,551
| +20% | +$349K |
|
1835
CALL
Diamondback Energy
FANG
$57.1B
| $1.92M | ﹤0.01% |
21,300
-30,400
| -59% | -$3.02M |
|
|
ARTY
1836
iShares Future AI & Tech ETF
ARTY
$3.49B
| $1.91M | ﹤0.01% |
78,256
-43,874
| -36% | -$1.08M |
|
1837
CALL
Eaton
ETN
$161B
| $1.91M | ﹤0.01% |
23,000
-88,100
| -79% | -$7.14M |
|
1838
Check Point Software Technologies
CHKP
$13B
| $1.91M | ﹤0.01% |
17,443
-10,820
| -38% | -$1.21M |
|
1839
CALL
HubSpot
HUBS
$12.2B
| $1.91M | ﹤0.01% |
12,600
-300
| -2% | -$53.9K |
|
1840
VanEck Vietnam ETF
VNM
$491M
| $1.91M | ﹤0.01% |
+117,059
| New | +$1.87M |
|
1841
PUT
Trip.com Group
TCOM
$29.6B
| $1.91M | ﹤0.01% |
65,100
+34,100
| +110% | +$1.2M |
|
|
WCG
1842
DELISTED
Wellcare Health Plans, Inc.
WCG
| $1.91M | ﹤0.01% |
7,359
-20,020
| -73% | -$5.53M |
|
|
FAIL
1843
DELISTED
Cambria Global Tail Risk ETF
FAIL
| $1.91M | ﹤0.01% |
76,063
+11,350
| +18% | +$291K |
|
1844
W.W. Grainger
GWW
$65.3B
| $1.91M | ﹤0.01% |
6,412
-4,125
| -39% | -$1.15M |
|
1845
CALL
SBA Communications
SBAC
$19.2B
| $1.91M | ﹤0.01% |
7,900
+6,800
| +618% | +$1.68M |
|
1846
PUT
Best Buy
BBY
$18.2B
| $1.9M | ﹤0.01% |
27,600
+20,100
| +268% | +$1.4M |
|
|
OLD
1847
DELISTED
The Long-Term Care ETF
OLD
| $1.9M | ﹤0.01% |
61,562
+34,233
| +125% | +$1.03M |
|
1848
The 3D Printing ETF
PRNT
$59.5M
| $1.9M | ﹤0.01% |
92,184
+45,863
| +99% | +$975K |
|
|
CHAD
1849
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $1.9M | ﹤0.01% |
62,553
-5,205,375
| -99% | -$158M |
|
1850
PUT
Cognizant
CTSH
$24.9B
| $1.9M | ﹤0.01% |
31,500
+7,200
| +30% | +$455K |
|
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.