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 | |
|---|---|---|---|---|---|---|
3001
State Street SPDR S&P Capital Markets ETF
KCE
$472M
| $734K | ﹤0.01% |
13,408
-10,864
| -45% | -$601K |
|
3002
KRONOS Worldwide
KRO
$702M
| $734K | ﹤0.01% |
59,363
+11,149
| +23% | +$138K |
|
3003
CALL
Alaska Air
ALK
$5.82B
| $733K | ﹤0.01% |
11,300
-6,300
| -36% | -$397K |
|
3004
First Trust Multi Cap Value AlphaDEX Fund
FAB
$171M
| $733K | ﹤0.01% |
13,719
-5,160
| -27% | -$271K |
|
3005
CALL
Motorola Solutions
MSI
$73B
| $733K | ﹤0.01% |
4,300
-32,600
| -88% | -$5.6M |
|
|
IHYD
3006
DELISTED
Invesco Corporate Income Defensive ETF
IHYD
| $733K | ﹤0.01% |
+28,331
| New | +$731K |
|
3007
Arrow Reserve Capital Management ETF
ARCM
$51.1M
| $732K | ﹤0.01% |
7,309
+925
| +14% | +$92.7K |
|
3008
Cboe Global Markets
CBOE
$30B
| $732K | ﹤0.01% |
6,368
-22,386
| -78% | -$2.59M |
|
3009
Suzano
SUZ
$10.4B
| $732K | ﹤0.01% |
90,387
-4,123
| -4% | -$32.7K |
|
3010
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.88B
| $731K | ﹤0.01% |
+25,078
| New | +$700K |
|
3011
Box
BOX
$4.44B
| $729K | ﹤0.01% |
44,021
+2,229
| +5% | +$35.8K |
|
3012
PUT
Fortinet
FTNT
$122B
| $729K | ﹤0.01% |
47,500
-119,000
| -71% | -$1.93M |
|
3013
Innovator US Equity Ultra Buffer ETF January
UJAN
$272M
| $729K | ﹤0.01% |
+26,616
| New | +$725K |
|
3014
Vanguard US Multifactor ETF
VFMF
$735M
| $729K | ﹤0.01% |
9,643
+1,641
| +21% | +$124K |
|
|
DWAQ
3015
DELISTED
Invesco DWA NASDAQ Momentum ETF
DWAQ
| $729K | ﹤0.01% |
6,763
+3,187
| +89% | +$375K |
|
3016
Alcoa
AA
$12.6B
| $728K | ﹤0.01% |
36,276
-11,004
| -23% | -$229K |
|
3017
CALL
FMC
FMC
$1.37B
| $728K | ﹤0.01% |
8,300
+4,600
| +124% | +$395K |
|
3018
Freedom 100 Emerging Markets ETF
FRDM
$3.4B
| $728K | ﹤0.01% |
28,608
+2,319
| +9% | +$59.1K |
|
3019
PUT
NIO
NIO
$11.7B
| $728K | ﹤0.01% |
466,900
+49,800
| +12% | +$152K |
|
3020
YPF
YPF
$19.1B
| $728K | ﹤0.01% |
78,714
+14,884
| +23% | +$192K |
|
3021
Invesco S&P International Developed Momentum ETF
IDMO
$4.21B
| $727K | ﹤0.01% |
27,567
-3,368
| -11% | -$88.6K |
|
|
HA
3022
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $725K | ﹤0.01% |
+27,600
| New | +$725K |
|
|
COHR
3023
DELISTED
Coherent Inc
COHR
| $725K | ﹤0.01% |
4,718
-8,853
| -65% | -$1.28M |
|
3024
PUT
International Flavors & Fragrances
IFF
$22.5B
| $724K | ﹤0.01% |
5,900
+4,100
| +228% | +$523K |
|
3025
Omega Healthcare
OHI
$14.5B
| $724K | ﹤0.01% |
+17,317
| New | +$674K |
|
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.