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 | |
|---|---|---|---|---|---|---|
4601
Global X Alternative Income ETF
ALTY
$45.4M
| $206K | ﹤0.01% |
13,766
-7,622
| -36% | -$113K |
|
4602
BlackLine
BL
$1.76B
| $206K | ﹤0.01% |
4,308
-989
| -19% | -$49.2K |
|
4603
Bruker
BRKR
$7.8B
| $206K | ﹤0.01% |
+4,695
| New | +$210K |
|
4604
Americold
COLD
$4.11B
| $206K | ﹤0.01% |
5,556
-450,117
| -99% | -$15.8M |
|
4605
CALL
iShares US Financials ETF
IYF
$4.61B
| $206K | ﹤0.01% |
+3,200
| New | +$203K |
|
4606
Karyopharm Therapeutics
KPTI
$44.2M
| $206K | ﹤0.01% |
+1,428
| New | +$194K |
|
4607
PUT
Ovintiv
OVV
$16.6B
| $206K | ﹤0.01% |
8,960
-3,820
| -30% | -$87.5K |
|
4608
Terreno Realty
TRNO
$7.2B
| $206K | ﹤0.01% |
+4,034
| New | +$202K |
|
|
VRE
4609
DELISTED
Veris Residential
VRE
| $206K | ﹤0.01% |
+9,514
| New | +$211K |
|
|
GSH
4610
DELISTED
Guangshen Railway Co. Ltd
GSH
| $206K | ﹤0.01% |
13,002
-678
| -5% | -$11.1K |
|
|
ALLK
4611
DELISTED
Allakos
ALLK
| $205K | ﹤0.01% |
2,602
-8,186
| -76% | -$540K |
|
4612
CALL
Crown Holdings
CCK
$13.2B
| $205K | ﹤0.01% |
+3,100
| New | +$199K |
|
4613
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$44.9M
| $205K | ﹤0.01% |
6,800
-21,300
| -76% | -$592K |
|
|
TGH
4614
DELISTED
Textainer Group Holdings limited
TGH
| $205K | ﹤0.01% |
+20,655
| New | +$190K |
|
4615
Fabrinet
FN
$19.5B
| $204K | ﹤0.01% |
3,909
-5,216
| -57% | -$273K |
|
4616
Maximus
MMS
$3.06B
| $204K | ﹤0.01% |
+2,643
| New | +$201K |
|
|
CHII
4617
DELISTED
Global X MSCI China Industrials ETF
CHII
| $204K | ﹤0.01% |
16,572
+128
| +0.8% | +$1.63K |
|
|
MCRO
4618
DELISTED
IQ Hedge Macro Tracker
MCRO
| $204K | ﹤0.01% |
+7,808
| New | +$204K |
|
4619
CALL
Abercrombie & Fitch
ANF
$4.91B
| $203K | ﹤0.01% |
13,000
-8,900
| -41% | -$149K |
|
4620
COPT Defense Properties
CDP
$4.22B
| $203K | ﹤0.01% |
+6,827
| New | +$193K |
|
4621
Churchill Downs
CHDN
$6.06B
| $203K | ﹤0.01% |
3,288
-2,820
| -46% | -$170K |
|
4622
IAMGOLD
IAG
$9.27B
| $203K | ﹤0.01% |
+59,622
| New | +$214K |
|
4623
CALL
IPG Photonics
IPGP
$3.69B
| $203K | ﹤0.01% |
1,500
-5,100
| -77% | -$675K |
|
|
ATNX
4624
DELISTED
Athenex, Inc. Common Stock
ATNX
| $203K | ﹤0.01% |
+834
| New | +$273K |
|
4625
Distillate US Fundamental Stability & Value ETF
DSTL
$2.02B
| $202K | ﹤0.01% |
7,267
-20,187
| -74% | -$555K |
|
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.