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 | |
|---|---|---|---|---|---|---|
426
American Tower
AMT
$81.3B
| $15.7M | 0.03% |
70,866
+58,247
| +462% | +$12.7M |
|
427
AT&T
T
$159B
| $15.4M | 0.03% |
540,544
+202,866
| +60% | +$5.37M |
|
428
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
| $15.4M | 0.03% |
4,107
-20
| -0.5% | -$76K |
|
429
CALL
Universal Display
OLED
$3.76B
| $15.4M | 0.03% |
91,900
+46,700
| +103% | +$9.34M |
|
430
Graphic Packaging
GPK
$3.24B
| $15.4M | 0.03% |
1,045,250
+1,021,708
| +4,340% | +$14.3M |
|
|
AABA
431
DELISTED
Altaba Inc
AABA
| $15.4M | 0.03% |
790,291
+661,952
| +516% | +$43.8M |
|
432
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
| $15.3M | 0.03% |
139,814
-44,628
| -24% | -$4.84M |
|
433
CALL
NovoCure
NVCR
$1.77B
| $15.3M | 0.03% |
205,100
+9,000
| +5% | +$720K |
|
434
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
| $15.3M | 0.03% |
453,400
+441,400
| +3,678% | +$14.5M |
|
435
CALL
MetLife
MET
$62.5B
| $15.2M | 0.03% |
321,900
+197,100
| +158% | +$9.4M |
|
436
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $15.1M | 0.02% |
539,652
+187,972
| +53% | +$5.19M |
|
|
DOCU
437
CALL
DocuSign
DOCU
$10.4B
| $15.1M | 0.02% |
243,700
+85,300
| +54% | +$4.47M |
|
|
RDS.B
438
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $15M | 0.02% |
251,094
+37,629
| +18% | +$2.25M |
|
439
Kroger
KR
$35.4B
| $15M | 0.02% |
582,797
+451,669
| +344% | +$10.5M |
|
440
Keurig Dr Pepper
KDP
$43B
| $15M | 0.02% |
549,163
+173,121
| +46% | +$4.83M |
|
441
PUT
Okta
OKTA
$24.4B
| $15M | 0.02% |
151,900
+63,000
| +71% | +$7.87M |
|
|
CZZ
442
PUT
DELISTED
Cosan Limited
CZZ
| $14.9M | 0.02% |
+1,000,000
| New | +$14.3M |
|
|
WPX
443
CALL
DELISTED
WPX Energy, Inc.
WPX
| $14.8M | 0.02% |
1,400,100
+1,385,400
| +9,424% | +$14.6M |
|
444
CALL
Las Vegas Sands
LVS
$32.3B
| $14.8M | 0.02% |
255,400
+117,600
| +85% | +$6.85M |
|
445
Caterpillar
CAT
$373B
| $14.7M | 0.02% |
116,164
-40,965
| -26% | -$5.2M |
|
446
CALL
Autodesk
ADSK
$49.6B
| $14.7M | 0.02% |
99,200
+69,300
| +232% | +$10.8M |
|
447
PUT
JD.com
JD
$43.6B
| $14.5M | 0.02% |
515,000
+387,500
| +304% | +$11.7M |
|
448
PUT
Starbucks
SBUX
$121B
| $14.5M | 0.02% |
163,800
-18,300
| -10% | -$1.7M |
|
449
BHP
BHP
$218B
| $14.5M | 0.02% |
328,739
+276,211
| +526% | +$12.9M |
|
450
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
| $14.4M | 0.02% |
+178,513
| New | +$14.4M |
|
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.