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 | |
|---|---|---|---|---|---|---|
1451
PUT
Seagate
STX
$194B
| $2.88M | ﹤0.01% |
53,500
+43,100
| +414% | +$2.11M |
|
1452
PUT
Arista Networks
ANET
$227B
| $2.87M | ﹤0.01% |
192,000
-35,200
| -15% | -$545K |
|
1453
Humana
HUM
$43.7B
| $2.87M | ﹤0.01% |
11,209
-32,292
| -74% | -$9.05M |
|
|
SKX
1454
PUT
DELISTED
Skechers
SKX
| $2.86M | ﹤0.01% |
+76,600
| New | +$2.63M |
|
1455
CALL
Trip.com Group
TCOM
$29.6B
| $2.86M | ﹤0.01% |
97,500
+76,700
| +369% | +$2.7M |
|
|
AMTD
1456
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.85M | ﹤0.01% |
61,000
+25,200
| +70% | +$1.21M |
|
1457
Wendy's
WEN
$1.4B
| $2.84M | ﹤0.01% |
+142,315
| New | +$2.84M |
|
|
IBHC
1458
DELISTED
iShares iBonds 2023 Term High Yield and Income ETF
IBHC
| $2.84M | ﹤0.01% |
114,087
+69,235
| +154% | +$1.72M |
|
|
MDCO
1459
DELISTED
Medicines Co
MDCO
| $2.83M | ﹤0.01% |
56,718
+45,124
| +389% | +$1.8M |
|
|
QHY
1460
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$237M
| $2.83M | ﹤0.01% |
54,902
+47,463
| +638% | +$2.44M |
|
|
NVTA
1461
DELISTED
Invitae Corporation
NVTA
| $2.83M | ﹤0.01% |
+146,721
| New | +$3.46M |
|
|
PARA
1462
PUT
DELISTED
Paramount Global Class B
PARA
| $2.83M | ﹤0.01% |
+70,000
| New | +$3.28M |
|
|
GREK
1463
Global X MSCI Greece ETF
GREK
$300M
| $2.82M | ﹤0.01% |
+100,886
| New | +$2.81M |
|
|
FL
1464
PUT
DELISTED
Foot Locker
FL
| $2.82M | ﹤0.01% |
65,400
-12,800
| -16% | -$515K |
|
1465
PUT
Northern Oil and Gas
NOG
$2.3B
| $2.82M | ﹤0.01% |
144,000
+13,500
| +10% | +$248K |
|
1466
Expedia Group
EXPE
$35.4B
| $2.82M | ﹤0.01% |
20,979
+10,000
| +91% | +$1.32M |
|
1467
CALL
Best Buy
BBY
$18.2B
| $2.81M | ﹤0.01% |
40,800
+24,200
| +146% | +$1.69M |
|
1468
CALL
McKesson
MCK
$100B
| $2.81M | ﹤0.01% |
20,600
+1,800
| +10% | +$255K |
|
1469
First Majestic Silver
AG
$7.41B
| $2.81M | ﹤0.01% |
309,323
+279,180
| +926% | +$2.73M |
|
1470
PUT
Ross Stores
ROST
$80.5B
| $2.81M | ﹤0.01% |
25,600
+3,200
| +14% | +$338K |
|
1471
Amcor
AMCR
$20.8B
| $2.81M | ﹤0.01% |
58,342
+48,037
| +466% | +$2.48M |
|
1472
Banco Bradesco
BBD
$39.3B
| $2.8M | ﹤0.01% |
457,148
-665,673
| -59% | -$4.4M |
|
1473
Scotiabank
BNS
$107B
| $2.79M | ﹤0.01% |
49,164
+26,679
| +119% | +$1.43M |
|
1474
Enterprise Products Partners
EPD
$82.3B
| $2.79M | ﹤0.01% |
97,789
+81,189
| +489% | +$2.36M |
|
1475
Invesco Large Cap Value ETF
PWV
$1.68B
| $2.79M | ﹤0.01% |
72,914
+17,659
| +32% | +$660K |
|
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.