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 | |
|---|---|---|---|---|---|---|
4626
iShares Cybersecurity and Tech ETF
IHAK
$1.08B
| $202K | ﹤0.01% |
8,168
-23,549
| -74% | -$606K |
|
4627
ProShares UltraShort Consumer Staples
SZK
$9.06M
| $202K | ﹤0.01% |
2,073
-576
| -22% | -$59.4K |
|
4628
Tompkins Financial
TMP
$1.44B
| $202K | ﹤0.01% |
+2,487
| New | +$199K |
|
4629
PUT
AstraZeneca
AZN
$250B
| $201K | ﹤0.01% |
+2,250
| New | +$195K |
|
4630
PUT
Copart
CPRT
$26.9B
| $201K | ﹤0.01% |
10,000
-305,600
| -97% | -$5.93M |
|
4631
Kemper
KMPR
$1.76B
| $201K | ﹤0.01% |
2,578
-95,414
| -97% | -$7.62M |
|
4632
Pacific Biosciences
PACB
$363M
| $201K | ﹤0.01% |
+38,865
| New | +$217K |
|
4633
Vanguard Morningstar Small-Cap ETF
VB
$81.3B
| $201K | ﹤0.01% |
+1,309
| New | +$203K |
|
|
ZNH
4634
DELISTED
China Southern Airlines Company Limited
ZNH
| $201K | ﹤0.01% |
6,692
-27,341
| -80% | -$861K |
|
|
ZNGA
4635
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $201K | ﹤0.01% |
+34,600
| New | +$208K |
|
|
ZCAN
4636
DELISTED
SPDR Solactive Canada ETF
ZCAN
| $201K | ﹤0.01% |
3,333
-2,305
| -41% | -$137K |
|
4637
Dr. Reddy's Laboratories
RDY
$10.1B
| $200K | ﹤0.01% |
26,445
-11,765
| -31% | -$87.5K |
|
4638
Sally Beauty Holdings
SBH
$1.51B
| $200K | ﹤0.01% |
13,472
+2,168
| +19% | +$28.4K |
|
4639
XPEL
XPEL
$1.31B
| $200K | ﹤0.01% |
+16,912
| New | +$152K |
|
4640
Denali Therapeutics
DNLI
$3.92B
| $199K | ﹤0.01% |
+12,976
| New | +$248K |
|
|
MTOR
4641
DELISTED
MERITOR, Inc.
MTOR
| $199K | ﹤0.01% |
+10,746
| New | +$218K |
|
|
ADMS
4642
DELISTED
Adamas Pharmaceuticals
ADMS
| $199K | ﹤0.01% |
+38,944
| New | +$240K |
|
4643
Tanger
SKT
$4.52B
| $198K | ﹤0.01% |
+12,820
| New | +$200K |
|
4644
PUT
Sibanye-Stillwater
SBSW
$7B
| $197K | ﹤0.01% |
36,400
-48,000
| -57% | -$245K |
|
4645
Kamada
KMDA
$412M
| $194K | ﹤0.01% |
37,881
-21,279
| -36% | -$117K |
|
4646
Ecopetrol
EC
$35.8B
| $193K | ﹤0.01% |
11,366
+512
| +5% | +$8.88K |
|
|
JPS
4647
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
| $193K | ﹤0.01% |
+19,589
| New | +$190K |
|
4648
CALL
Vale
VALE
$62.6B
| $191K | ﹤0.01% |
16,600
-36,700
| -69% | -$445K |
|
|
EMBJ
4649
Embraer S.A. ADS
EMBJ
$12.8B
| $190K | ﹤0.01% |
11,024
+1,065
| +11% | +$20.3K |
|
4650
Golar LNG
GLNG
$5.19B
| $190K | ﹤0.01% |
+14,634
| New | +$215K |
|
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.