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 | |
|---|---|---|---|---|---|---|
|
RARX
4451
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
| $234K | ﹤0.01% |
+9,909
| New | +$294K |
|
4452
Brady Corp
BRC
$4.63B
| $233K | ﹤0.01% |
+4,400
| New | +$222K |
|
4453
Grupo Cibest SA
CIB
$21.4B
| $233K | ﹤0.01% |
4,705
-1,108
| -19% | -$55.9K |
|
|
CLLS
4454
Cellectis
CLLS
$271M
| $233K | ﹤0.01% |
+22,672
| New | +$305K |
|
4455
PUT
Hilton Worldwide
HLT
$72.5B
| $233K | ﹤0.01% |
2,500
-10,700
| -81% | -$1.02M |
|
4456
CALL
Regions Financial
RF
$26.8B
| $233K | ﹤0.01% |
14,700
-16,900
| -53% | -$255K |
|
4457
PUT
Under Armour
UAA
$2.73B
| $233K | ﹤0.01% |
+11,700
| New | +$258K |
|
4458
CALL
Zillow
Z
$7.52B
| $233K | ﹤0.01% |
7,800
-77,600
| -91% | -$3.09M |
|
|
FLIY
4459
DELISTED
Franklin FTSE Italy ETF
FLIY
| $233K | ﹤0.01% |
+10,083
| New | +$231K |
|
|
ZEN
4460
PUT
DELISTED
ZENDESK INC
ZEN
| $233K | ﹤0.01% |
3,200
-8,100
| -72% | -$667K |
|
4461
PUT
Aon
AON
$76.5B
| $232K | ﹤0.01% |
+1,200
| New | +$232K |
|
4462
Douglas Emmett
DEI
$1.93B
| $232K | ﹤0.01% |
+5,410
| New | +$224K |
|
4463
FS Bancorp
FSBW
$321M
| $231K | ﹤0.01% |
8,804
-676
| -7% | -$16.7K |
|
4464
Sunrun
RUN
$2.26B
| $231K | ﹤0.01% |
+13,788
| New | +$241K |
|
4465
Tronox
TROX
$1.11B
| $231K | ﹤0.01% |
27,808
-9,096
| -25% | -$87.7K |
|
|
LGF.A
4466
PUT
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $231K | ﹤0.01% |
+25,000
| New | +$285K |
|
|
FTCH
4467
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $231K | ﹤0.01% |
+26,762
| New | +$384K |
|
|
FRC
4468
DELISTED
First Republic Bank
FRC
| $231K | ﹤0.01% |
2,386
-21,731
| -90% | -$2.06M |
|
|
PBCT
4469
DELISTED
People's United Financial Inc
PBCT
| $231K | ﹤0.01% |
+14,792
| New | +$231K |
|
|
BITA
4470
PUT
DELISTED
Bitauto Holdings Limited
BITA
| $231K | ﹤0.01% |
+15,400
| New | +$188K |
|
|
HTZ
4471
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $231K | ﹤0.01% |
16,723
-18,293
| -52% | -$258K |
|
|
DX
4472
Dynex Capital
DX
$3.18B
| $230K | ﹤0.01% |
+15,572
| New | +$243K |
|
4473
Medpace
MEDP
$16.3B
| $230K | ﹤0.01% |
+2,736
| New | +$207K |
|
4474
PCB Bancorp
PCB
$395M
| $230K | ﹤0.01% |
+13,959
| New | +$231K |
|
4475
PUT
Molson Coors Class B
TAP
$7.92B
| $230K | ﹤0.01% |
4,000
-6,100
| -60% | -$331K |
|
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.