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 | |
|---|---|---|---|---|---|---|
1976
IPG Photonics
IPGP
$3.6B
| $1.83M | ﹤0.01% |
11,893
+5,326
| +81% | +$805K |
|
1977
PUT
Ford
F
$59.3B
| $1.83M | ﹤0.01% |
179,000
-756,300
| -81% | -$7.45M |
|
|
DFRG
1978
CALL
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $1.83M | ﹤0.01% |
230,000
+180,000
| +360% | +$1.19M |
|
|
TPIC
1979
CALL
DELISTED
TPI Composites
TPIC
| $1.83M | ﹤0.01% |
+74,000
| New | +$1.89M |
|
1980
Televisa
TV
$1.52B
| $1.83M | ﹤0.01% |
+216,568
| New | +$2.11M |
|
1981
Chubb
CB
$135B
| $1.83M | ﹤0.01% |
12,401
-38,150
| -75% | -$5.51M |
|
1982
Xtrackers High Beta High Yield Bond ETF
HYUP
$45.6M
| $1.83M | ﹤0.01% |
37,435
-2,211
| -6% | -$107K |
|
1983
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
| $1.82M | ﹤0.01% |
73,068
-11,906
| -14% | -$296K |
|
1984
CALL
BP
BP
$114B
| $1.82M | ﹤0.01% |
44,335
-23,795
| -35% | -$998K |
|
|
TUZ
1985
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
| $1.82M | ﹤0.01% |
35,727
-37,043
| -51% | -$1.87M |
|
1986
CALL
Equinix
EQIX
$103B
| $1.81M | ﹤0.01% |
3,600
+1,300
| +57% | +$624K |
|
1987
JPMorgan Diversified Return US Mid Cap Equity ETF
JPME
$467M
| $1.81M | ﹤0.01% |
+27,263
| New | +$1.79M |
|
1988
Mohawk Industries
MHK
$7.29B
| $1.81M | ﹤0.01% |
12,287
+5,749
| +88% | +$796K |
|
1989
Williams-Sonoma
WSM
$27.5B
| $1.81M | ﹤0.01% |
55,704
-5,238
| -9% | -$150K |
|
1990
State Street SPDR S&P International Small Cap ETF
GWX
$862M
| $1.8M | ﹤0.01% |
+60,109
| New | +$1.81M |
|
1991
CALL
Crown Castle
CCI
$33.4B
| $1.8M | ﹤0.01% |
13,800
-50,200
| -78% | -$6.46M |
|
1992
Franklin FTSE Japan Hedged ETF
FLJH
$179M
| $1.8M | ﹤0.01% |
78,944
-475,692
| -86% | -$10.9M |
|
|
HES
1993
CALL
DELISTED
Hess
HES
| $1.79M | ﹤0.01% |
28,200
-63,600
| -69% | -$3.93M |
|
1994
Bath & Body Works
BBWI
$4.02B
| $1.79M | ﹤0.01% |
84,878
-31,769
| -27% | -$628K |
|
1995
CALL
Mondelez International
MDLZ
$80.5B
| $1.79M | ﹤0.01% |
33,200
+9,600
| +41% | +$498K |
|
1996
PUT
Linde
LIN
$235B
| $1.79M | ﹤0.01% |
+8,900
| New | +$1.67M |
|
|
AMTD
1997
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.79M | ﹤0.01% |
35,800
+14,100
| +65% | +$731K |
|
1998
US Bancorp
USB
$98B
| $1.79M | ﹤0.01% |
34,085
-189,719
| -85% | -$9.78M |
|
1999
iShares ESG Aware USD Corporate Bond ETF
SUSC
$1.29B
| $1.78M | ﹤0.01% |
69,044
-61
| -0.1% | -$1.53K |
|
2000
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
| $1.78M | ﹤0.01% |
57,398
-87,509
| -60% | -$2.68M |
|
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.