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 |
iShares Core MSCI EAFE ETF
IEFA
|
+$368M |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$326M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$297M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$262M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$207M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$3.29B |
| 2 |
NVIDIA
NVDA
|
+$1.05B |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$569M |
| 4 |
Apple
AAPL
|
+$271M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$254M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.53% |
| 2 | Consumer Discretionary | 1.89% |
| 3 | Healthcare | 1.42% |
| 4 | Communication Services | 1.41% |
| 5 | Financials | 1.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $14.7M | 0.03% |
294,101
+128,727
| +78% | +$6.39M |
|
477
CALL
Gilead Sciences
GILD
$165B
| $14.7M | 0.03% |
218,100
+57,500
| +36% | +$3.78M |
|
478
Ball Corp
BALL
$17.5B
| $14.7M | 0.03% |
210,125
+185,102
| +740% | +$11.5M |
|
479
CALL
Royal Bank of Canada
RY
$287B
| $14.7M | 0.03% |
185,100
-29,800
| -14% | -$2.33M |
|
480
iShares Core Universal USD Bond ETF
IUSB
$42.9B
| $14.7M | 0.03% |
284,330
+278,331
| +4,640% | +$14.1M |
|
481
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.5B
| $14.6M | 0.03% |
383,371
+230,432
| +151% | +$8.42M |
|
482
VF Corp
VFC
$5.92B
| $14.5M | 0.03% |
165,895
+74,066
| +81% | +$6.38M |
|
483
VanEck IG Floating Rate ETF
FLTR
$2.94B
| $14.4M | 0.03% |
569,645
+271,515
| +91% | +$6.84M |
|
484
CALL
RTX Corp
RTX
$290B
| $14.3M | 0.03% |
174,949
+21,928
| +14% | +$1.83M |
|
485
CALL
ServiceNow
NOW
$120B
| $14.3M | 0.03% |
261,000
+25,000
| +11% | +$1.31M |
|
486
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
| $14.3M | 0.03% |
127,413
+42,467
| +50% | +$4.7M |
|
487
CACI
CACI
$10.8B
| $14.3M | 0.03% |
69,826
+67,119
| +2,479% | +$13.3M |
|
488
CALL
ProShares Ultra S&P500
SSO
$7.52B
| $14.3M | 0.03% |
904,800
+240,800
| +36% | +$3.66M |
|
|
DHR.PRA
489
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
| $14.3M | 0.03% |
12,900
-9,904
| -43% | -$10.5M |
|
|
RTN
490
DELISTED
Raytheon Company
RTN
| $14.1M | 0.03% |
81,231
-69,993
| -46% | -$12.6M |
|
491
CALL
Tyson Foods
TSN
$21.5B
| $14.1M | 0.02% |
174,600
+123,700
| +243% | +$9.53M |
|
|
RDS.B
492
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $14M | 0.02% |
213,465
+138,550
| +185% | +$9.01M |
|
|
AABA
493
PUT
DELISTED
Altaba Inc
AABA
| $14M | 0.02% |
201,400
+165,500
| +461% | +$11.6M |
|
494
CALL
Devon Energy
DVN
$51.3B
| $13.9M | 0.02% |
489,100
+430,800
| +739% | +$12.8M |
|
495
iShares MSCI Turkey ETF
TUR
$201M
| $13.9M | 0.02% |
585,235
+414,130
| +242% | +$9.5M |
|
496
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $13.9M | 0.02% |
272,810
-1,274,307
| -82% | -$64.8M |
|
497
Digimarc Corp
DMRC
$143M
| $13.9M | 0.02% |
312,459
+301,848
| +2,845% | +$13.8M |
|
498
Logitech
LOGI
$14.8B
| $13.9M | 0.02% |
347,200
+196,737
| +131% | +$7.67M |
|
|
GTLS
499
DELISTED
Chart Industries
GTLS
| $13.8M | 0.02% |
+179,675
| New | +$14.8M |
|
500
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $13.7M | 0.02% |
135,855
+27,921
| +26% | +$2.79M |
|
Similar funds
Jane Street's Q2 2019 Portfolio in Review
As of Q2 2019, Jane Street held 6,216 positions worth $56.6B, down 7.9% from $61.4B the previous quarter. Its ten largest holdings account for 23% of the portfolio.
Jane Street withdrew a net $6.15B in Q2 2019, closing 1,157 positions and reducing 1,990 holdings. Its most notable exit was State Street SPDR Portfolio Intermediate Term Corporate Bond ETF, an estimated $35.7M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.5% of assets, down from 5.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Jane Street opened a new position in iShares Core US Aggregate Bond ETF worth $303M.
- Jane Street's largest Q2 2019 buy was iShares Core US Aggregate Bond ETF: 2,717,309 shares worth $303M.
- Jane Street added most to iShares Core MSCI EAFE ETF in Q2 2019, an estimated $368M increase.
- Jane Street's biggest Q2 2019 reduction was Amazon, cutting an estimated $3.29B.
- Jane Street fully exited State Street SPDR Portfolio Intermediate Term Corporate Bond ETF in Q2 2019, selling an estimated $35.7M.
- Jane Street's ten largest holdings make up 23% of its $56.6B portfolio in Q2 2019.
- Jane Street opened 1,283 new positions and closed 1,157 in Q2 2019.
- Jane Street's portfolio value fell 7.9% quarter-over-quarter to $56.6B.
Based on Jane Street's 13F filing for Q2 2019, filed 15 Aug 2019.