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 | |
|---|---|---|---|---|---|---|
1126
Canadian Natural Resources
CNQ
$96.9B
| $4.5M | 0.01% |
340,524
-59,534
| -15% | -$818K |
|
1127
JPMorgan BetaBuilders Canada ETF
BBCA
$10.9B
| $4.49M | 0.01% |
+90,192
| New | +$4.41M |
|
1128
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
| $4.49M | 0.01% |
52,400
+42,700
| +440% | +$3.65M |
|
1129
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$258M
| $4.49M | 0.01% |
192,494
+86,983
| +82% | +$2.04M |
|
1130
NYLI FTSE International Equity Currency Neutral ETF
HFXI
$1.96B
| $4.49M | 0.01% |
220,283
-971
| -0.4% | -$19.7K |
|
1131
PUT
Humana
HUM
$43.9B
| $4.48M | 0.01% |
16,900
-2,600
| -13% | -$659K |
|
|
CGC
1132
PUT
Canopy Growth
CGC
$376M
| $4.48M | 0.01% |
11,100
-11,180
| -50% | -$4.92M |
|
1133
CALL
Corning
GLW
$107B
| $4.48M | 0.01% |
134,700
+100
| +0.1% | +$3.21K |
|
|
TIF
1134
PUT
DELISTED
Tiffany & Co.
TIF
| $4.48M | 0.01% |
47,800
+12,400
| +35% | +$1.23M |
|
|
SC
1135
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $4.47M | 0.01% |
186,711
+176,312
| +1,695% | +$3.92M |
|
1136
Blackrock
BLK
$167B
| $4.46M | 0.01% |
9,515
-20,186
| -68% | -$9.13M |
|
1137
CALL
Halliburton
HAL
$26.1B
| $4.46M | 0.01% |
196,100
+86,500
| +79% | +$2.25M |
|
1138
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $4.46M | 0.01% |
176,236
+60,484
| +52% | +$1.52M |
|
1139
CALL
Tower Semiconductor
TSEM
$21.2B
| $4.46M | 0.01% |
282,500
-97,500
| -26% | -$1.63M |
|
|
1140
PUT
Tower Semiconductor
TSEM
$21.2B
| $4.46M | 0.01% |
282,500
-97,500
| -26% | -$1.63M |
|
1141
PUT
Sherwin-Williams
SHW
$84.8B
| $4.45M | 0.01% |
29,100
+9,000
| +45% | +$1.34M |
|
1142
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$590M
| $4.44M | 0.01% |
50,089
+17,010
| +51% | +$1.51M |
|
1143
PUT
Factset
FDS
$10B
| $4.44M | 0.01% |
+15,500
| New | +$4.29M |
|
1144
Franklin Short Duration US Government ETF
FTSD
$300M
| $4.44M | 0.01% |
46,883
+39,542
| +539% | +$3.74M |
|
1145
iShares Europe ETF
IEV
$1.64B
| $4.44M | 0.01% |
+100,743
| New | +$4.43M |
|
1146
GameStop
GME
$9.8B
| $4.44M | 0.01% |
3,246,192
+2,909,216
| +863% | +$5.69M |
|
1147
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
| $4.44M | 0.01% |
178,448
+159,733
| +854% | +$3.98M |
|
1148
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
$291M
| $4.44M | 0.01% |
+133,138
| New | +$4.37M |
|
1149
CALL
Rio Tinto
RIO
$152B
| $4.43M | 0.01% |
71,100
+50,500
| +245% | +$3.03M |
|
1150
PUT
Valero Energy
VLO
$89.5B
| $4.41M | 0.01% |
51,500
-2,500
| -5% | -$206K |
|
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.