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 | |
|---|---|---|---|---|---|---|
2151
Telus
TU
$15B
| $1.45M | ﹤0.01% |
81,256
+13,800
| +20% | +$251K |
|
2152
Ovintiv
OVV
$17B
| $1.45M | ﹤0.01% |
62,885
+25,683
| +69% | +$588K |
|
2153
PUT
Targa Resources
TRGP
$56.9B
| $1.45M | ﹤0.01% |
36,000
+23,000
| +177% | +$878K |
|
|
WLL
2154
DELISTED
Whiting Petroleum Corporation
WLL
| $1.45M | ﹤0.01% |
2,401
+1,685
| +235% | +$1.43M |
|
2155
Toll Brothers
TOL
$14.1B
| $1.44M | ﹤0.01% |
35,160
+17,108
| +95% | +$631K |
|
2156
TransDigm Group
TDG
$71.6B
| $1.44M | ﹤0.01% |
2,767
+1,788
| +183% | +$917K |
|
2157
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$449M
| $1.44M | ﹤0.01% |
58,642
-40,671
| -41% | -$997K |
|
2158
Nutanix
NTNX
$16.6B
| $1.44M | ﹤0.01% |
54,845
+5,809
| +12% | +$137K |
|
|
OILU
2159
PUT
DELISTED
ProShares UltraPro 3x Crude Oil ETF
OILU
| $1.44M | ﹤0.01% |
92,200
+71,900
| +354% | +$1.37M |
|
2160
PC Connection
CNXN
$2.17B
| $1.44M | ﹤0.01% |
36,982
+21,428
| +138% | +$762K |
|
2161
Ciena
CIEN
$55.1B
| $1.44M | ﹤0.01% |
36,632
-262,321
| -88% | -$11M |
|
2162
PUT
Wabtec
WAB
$50B
| $1.44M | ﹤0.01% |
+20,000
| New | +$1.42M |
|
2163
US Bancorp
USB
$99.5B
| $1.44M | ﹤0.01% |
25,927
-8,158
| -24% | -$441K |
|
2164
CALL
PTC
PTC
$16.2B
| $1.43M | ﹤0.01% |
21,000
+18,000
| +600% | +$1.32M |
|
2165
CALL
SolarEdge
SEDG
$2.72B
| $1.43M | ﹤0.01% |
17,100
-228,200
| -93% | -$17M |
|
2166
iShares MSCI USA Momentum Factor ETF
MTUM
$25.6B
| $1.43M | ﹤0.01% |
12,002
-300,270
| -96% | -$36.2M |
|
2167
Franklin US Core Dividend Tilt Index ETF
UDIV
$143M
| $1.43M | ﹤0.01% |
49,182
-2,026
| -4% | -$58.6K |
|
|
KNOW
2168
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
| $1.43M | ﹤0.01% |
37,386
-2,361
| -6% | -$90.8K |
|
2169
CME Group
CME
$95.7B
| $1.43M | ﹤0.01% |
6,758
-2,124
| -24% | -$444K |
|
2170
Franklin US Core Bond ETF
FLCB
$3.03B
| $1.43M | ﹤0.01% |
+56,625
| New | +$1.43M |
|
2171
VictoryShares US Multi-Factor Minimum Volatility ETF
VSMV
$155M
| $1.43M | ﹤0.01% |
44,708
+16,202
| +57% | +$509K |
|
|
AMRS
2172
CALL
DELISTED
Amyris Inc.
AMRS
| $1.43M | ﹤0.01% |
300,000
| – | – |
|
2173
iShares Residential and Multisector Real Estate ETF
REZ
$874M
| $1.43M | ﹤0.01% |
17,947
-54,086
| -75% | -$4.16M |
|
|
HUYA
2174
CALL
Huya Inc
HUYA
$570M
| $1.43M | ﹤0.01% |
60,300
+37,900
| +169% | +$894K |
|
2175
First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Momentum & Dividend ETF
DDIV
$75.2M
| $1.42M | ﹤0.01% |
+54,577
| New | +$1.39M |
|
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.