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 | |
|---|---|---|---|---|---|---|
451
Johnson & Johnson
JNJ
$617B
| $14.4M | 0.02% |
111,198
-158,166
| -59% | -$20.8M |
|
452
CALL
Coca-Cola
KO
$381B
| $14.4M | 0.02% |
263,700
-376,100
| -59% | -$20.1M |
|
453
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $14.3M | 0.02% |
126,600
+79,000
| +166% | +$8.99M |
|
454
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.4B
| $14.3M | 0.02% |
131,416
+40,518
| +45% | +$4.39M |
|
455
CALL
Lowe's Companies
LOW
$118B
| $14.3M | 0.02% |
129,800
-50,600
| -28% | -$5.34M |
|
456
PUT
Vanguard Real Estate ETF
VNQ
$39.4B
| $14.2M | 0.02% |
151,900
-136,900
| -47% | -$12.4M |
|
457
SS&C Technologies
SSNC
$18.6B
| $14.2M | 0.02% |
274,562
+127,568
| +87% | +$6.52M |
|
458
CALL
Constellation Brands
STZ
$22.3B
| $14.2M | 0.02% |
68,300
-18,500
| -21% | -$3.71M |
|
459
Elevance Health
ELV
$81.6B
| $14.1M | 0.02% |
58,860
+38,319
| +187% | +$10.5M |
|
460
Nike
NKE
$62.7B
| $14.1M | 0.02% |
150,370
+77,220
| +106% | +$6.62M |
|
461
CALL
JD.com
JD
$43.6B
| $14.1M | 0.02% |
500,100
+98,500
| +25% | +$2.98M |
|
462
CALL
PepsiCo
PEP
$191B
| $14M | 0.02% |
101,900
+16,900
| +20% | +$2.25M |
|
463
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
| $13.9M | 0.02% |
+484,867
| New | +$14M |
|
464
CALL
RTX Corp
RTX
$289B
| $13.8M | 0.02% |
160,489
-14,460
| -8% | -$1.2M |
|
465
CALL
Floor & Decor
FND
$5.98B
| $13.8M | 0.02% |
269,100
+8,100
| +3% | +$364K |
|
466
CALL
Lyft
LYFT
$5.9B
| $13.7M | 0.02% |
336,100
-11,600
| -3% | -$634K |
|
467
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$101M
| $13.7M | 0.02% |
2,095
+1,392
| +198% | +$9.74M |
|
468
Philip Morris
PM
$299B
| $13.7M | 0.02% |
180,103
+148,257
| +466% | +$11.7M |
|
469
CALL
MongoDB
MDB
$26.2B
| $13.7M | 0.02% |
113,500
+15,100
| +15% | +$2.18M |
|
470
PUT
McKesson
MCK
$101B
| $13.7M | 0.02% |
100,000
+79,300
| +383% | +$11.2M |
|
471
CALL
CVS Health
CVS
$134B
| $13.7M | 0.02% |
216,600
-126,600
| -37% | -$7.5M |
|
|
NVO
472
Novo Nordisk
NVO
$228B
| $13.6M | 0.02% |
527,602
+150,622
| +40% | +$3.81M |
|
473
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $13.6M | 0.02% |
468,200
-39,000
| -8% | -$1.12M |
|
474
CALL
Altria Group
MO
$113B
| $13.6M | 0.02% |
332,000
+262,900
| +380% | +$12.1M |
|
475
Digimarc Corp
DMRC
$146M
| $13.6M | 0.02% |
347,209
+34,750
| +11% | +$1.5M |
|
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.