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 | |
|---|---|---|---|---|---|---|
851
CALL
American Tower
AMT
$82.4B
| $6.83M | 0.01% |
33,400
+18,100
| +118% | +$3.64M |
|
852
WisdomTree Japan SmallCap Dividend Fund
DFJ
$374M
| $6.82M | 0.01% |
+103,201
| New | +$6.92M |
|
853
CALL
Chubb
CB
$141B
| $6.82M | 0.01% |
46,300
+29,000
| +168% | +$4.19M |
|
854
CALL
Expedia Group
EXPE
$35.6B
| $6.81M | 0.01% |
51,200
-77,800
| -60% | -$9.58M |
|
855
iShares US Pharmaceuticals ETF
IHE
$1.5B
| $6.81M | 0.01% |
135,417
+97,746
| +259% | +$4.83M |
|
856
Invesco International Corporate Bond ETF
PICB
$352M
| $6.81M | 0.01% |
255,608
+194,454
| +318% | +$5.07M |
|
857
PUT
Equifax
EFX
$22B
| $6.8M | 0.01% |
50,300
-4,500
| -8% | -$564K |
|
858
Cognizant
CTSH
$24.8B
| $6.8M | 0.01% |
107,297
+77,685
| +262% | +$5.1M |
|
859
PUT
Las Vegas Sands
LVS
$32B
| $6.79M | 0.01% |
114,900
+88,600
| +337% | +$5.49M |
|
860
PUT
Northrop Grumman
NOC
$77.4B
| $6.75M | 0.01% |
20,900
-16,500
| -44% | -$4.92M |
|
861
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$98.1B
| $6.75M | 0.01% |
62,600
-87,200
| -58% | -$9.23M |
|
862
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$505M
| $6.73M | 0.01% |
127,821
+56,306
| +79% | +$2.93M |
|
|
BSCN
863
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
| $6.72M | 0.01% |
317,724
+271,094
| +581% | +$5.66M |
|
864
iShares Global Consumer Discretionary ETF
RXI
$253M
| $6.72M | 0.01% |
56,698
+8,044
| +17% | +$939K |
|
865
Wynn Resorts
WYNN
$10.3B
| $6.72M | 0.01% |
54,168
-268,113
| -83% | -$34.5M |
|
866
International Flavors & Fragrances
IFF
$20.1B
| $6.7M | 0.01% |
46,198
-7,561
| -14% | -$1.05M |
|
867
Lowe's Companies
LOW
$121B
| $6.69M | 0.01% |
66,282
-103,653
| -61% | -$10.9M |
|
|
TWTR
868
DELISTED
Twitter, Inc.
TWTR
| $6.68M | 0.01% |
191,559
-1,309,309
| -87% | -$48M |
|
869
PUT
Charter Communications
CHTR
$16.4B
| $6.68M | 0.01% |
16,900
-4,100
| -20% | -$1.54M |
|
870
Steel Dynamics
STLD
$37.8B
| $6.67M | 0.01% |
220,665
+162,864
| +282% | +$4.98M |
|
871
FlexShares International Quality Dividend Index Fund
IQDF
$1.13B
| $6.66M | 0.01% |
289,113
+197,737
| +216% | +$4.56M |
|
872
ENI
E
$77.7B
| $6.64M | 0.01% |
199,838
+66,298
| +50% | +$2.19M |
|
873
PUT
Synopsys
SNPS
$73.5B
| $6.62M | 0.01% |
+51,400
| New | +$6.18M |
|
874
Valero Energy
VLO
$91.4B
| $6.61M | 0.01% |
77,218
-57,433
| -43% | -$4.74M |
|
875
iShares Russell 3000 ETF
IWV
$19.5B
| $6.59M | 0.01% |
38,238
+3,498
| +10% | +$593K |
|
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.