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 | |
|---|---|---|---|---|---|---|
1251
PUT
Southwest Airlines
LUV
$21.7B
| $3.88M | 0.01% |
76,300
-166,100
| -69% | -$8.61M |
|
|
DISH
1252
CALL
DELISTED
DISH Network Corp.
DISH
| $3.87M | 0.01% |
100,700
-11,800
| -10% | -$419K |
|
1253
CALL
Allstate
ALL
$70.6B
| $3.86M | 0.01% |
38,000
+9,700
| +34% | +$948K |
|
1254
Charter Communications
CHTR
$17.3B
| $3.86M | 0.01% |
9,775
+1,192
| +14% | +$447K |
|
1255
PUT
JD.com
JD
$43.5B
| $3.86M | 0.01% |
127,500
-102,500
| -45% | -$2.95M |
|
|
GWPH
1256
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $3.86M | 0.01% |
22,400
+19,100
| +579% | +$3.3M |
|
1257
Pultegroup
PHM
$25.2B
| $3.86M | 0.01% |
122,010
+68,083
| +126% | +$2.12M |
|
1258
CALL
Johnson Controls International
JCI
$85.1B
| $3.85M | 0.01% |
93,300
-23,700
| -20% | -$912K |
|
1259
Howmet Aerospace
HWM
$109B
| $3.85M | 0.01% |
194,512
+39,191
| +25% | +$661K |
|
1260
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.14B
| $3.85M | 0.01% |
143,341
-8,308
| -5% | -$221K |
|
|
X
1261
PUT
DELISTED
US Steel
X
| $3.85M | 0.01% |
251,600
-166,400
| -40% | -$2.56M |
|
1262
ProShares Trust Short MSCI Emerging Markets
EUM
$10.1M
| $3.85M | 0.01% |
105,274
+98,858
| +1,541% | +$3.7M |
|
1263
iShares Core MSCI International Developed Markets ETF
IDEV
$31.1B
| $3.85M | 0.01% |
70,189
-641,884
| -90% | -$35.1M |
|
|
BBBY
1264
CALL
Bed Bath & Beyond
BBBY
$479M
| $3.85M | 0.01% |
376,407
+344,197
| +1,069% | +$3.22M |
|
1265
S&P Global
SPGI
$124B
| $3.85M | 0.01% |
16,884
-8,391
| -33% | -$1.83M |
|
1266
Conagra Brands
CAG
$7.42B
| $3.85M | 0.01% |
144,957
+56,211
| +63% | +$1.63M |
|
1267
Sinclair Inc
SBGI
$1.02B
| $3.85M | 0.01% |
71,689
+49,344
| +221% | +$2.5M |
|
1268
CALL
Restaurant Brands International
QSR
$26.2B
| $3.84M | 0.01% |
55,200
+49,500
| +868% | +$3.31M |
|
1269
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $3.83M | 0.01% |
20,900
-7,600
| -27% | -$1.33M |
|
1270
Albemarle
ALB
$13.4B
| $3.83M | 0.01% |
54,417
+3,351
| +7% | +$247K |
|
|
ABMD
1271
CALL
DELISTED
Abiomed Inc
ABMD
| $3.83M | 0.01% |
14,700
-10,400
| -41% | -$2.76M |
|
|
1272
Southwest Airlines
LUV
$21.7B
| $3.83M | 0.01% |
75,326
-440,279
| -85% | -$22.8M |
|
1273
Tenaris
TS
$28.2B
| $3.82M | 0.01% |
145,905
+130,313
| +836% | +$3.48M |
|
|
RFAP
1274
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $3.82M | 0.01% |
75,765
+51,822
| +216% | +$2.61M |
|
1275
CALL
Teladoc Health
TDOC
$1.66B
| $3.81M | 0.01% |
57,400
+42,000
| +273% | +$2.45M |
|
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.