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 | |
|---|---|---|---|---|---|---|
1076
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.22B
| $4.8M | 0.01% |
44,547
+24,008
| +117% | +$2.5M |
|
1077
iShares JPMorgan EM Corporate Bond ETF
CEMB
$398M
| $4.79M | 0.01% |
94,141
+75,648
| +409% | +$3.78M |
|
1078
United Rentals
URI
$65.7B
| $4.79M | 0.01% |
36,111
-30,355
| -46% | -$3.85M |
|
1079
PUT
Weibo
WB
$1.97B
| $4.78M | 0.01% |
109,700
+18,400
| +20% | +$1.03M |
|
1080
PUT
Philip Morris
PM
$309B
| $4.76M | 0.01% |
60,600
-28,800
| -32% | -$2.38M |
|
1081
CALL
Darden Restaurants
DRI
$24.3B
| $4.75M | 0.01% |
39,000
+30,800
| +376% | +$3.67M |
|
1082
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
| $4.75M | 0.01% |
139,319
-47,654
| -25% | -$1.58M |
|
1083
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.88B
| $4.74M | 0.01% |
+113,058
| New | +$4.56M |
|
1084
Carvana
CVNA
$47.5B
| $4.73M | 0.01% |
377,735
-255,930
| -40% | -$3.29M |
|
1085
Colgate-Palmolive
CL
$74.8B
| $4.72M | 0.01% |
65,858
-1,857
| -3% | -$132K |
|
1086
HP
HPQ
$26B
| $4.72M | 0.01% |
226,907
+146,089
| +181% | +$2.89M |
|
1087
Honeywell
HON
$76.4B
| $4.71M | 0.01% |
28,620
-34,546
| -55% | -$5.5M |
|
|
BLUE
1088
CALL
DELISTED
bluebird bio
BLUE
| $4.71M | 0.01% |
2,856
-116
| -4% | -$201K |
|
1089
iShares Government/Credit Bond ETF
GBF
$133M
| $4.71M | 0.01% |
40,359
-6,081
| -13% | -$694K |
|
1090
Arbor Realty Trust
ABR
$977M
| $4.7M | 0.01% |
+387,963
| New | +$5.04M |
|
1091
PUT
American Express
AXP
$224B
| $4.69M | 0.01% |
38,000
+200
| +0.5% | +$23.5K |
|
|
GRUB
1092
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.68M | 0.01% |
30,000
-4,350
| -13% | -$593K |
|
1093
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
| $4.68M | 0.01% |
189,443
-40,372
| -18% | -$987K |
|
1094
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.1M
| $4.68M | 0.01% |
94,170
+45,870
| +95% | +$2.22M |
|
1095
Bristol-Myers Squibb
BMY
$129B
| $4.67M | 0.01% |
103,037
-514,034
| -83% | -$23.9M |
|
1096
CALL
iShares MSCI ACWI ETF
ACWI
$32B
| $4.67M | 0.01% |
+63,300
| New | +$4.62M |
|
1097
PUT
Conagra Brands
CAG
$7.42B
| $4.66M | 0.01% |
175,700
+108,500
| +161% | +$3.15M |
|
1098
CALL
Match Group
MTCH
$9.19B
| $4.66M | 0.01% |
69,200
+27,300
| +65% | +$1.79M |
|
1099
RELX
RELX
$66.8B
| $4.65M | 0.01% |
190,566
+106,071
| +126% | +$2.44M |
|
1100
CALL
EOG Resources
EOG
$77.7B
| $4.65M | 0.01% |
49,900
+8,800
| +21% | +$818K |
|
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.