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 | |
|---|---|---|---|---|---|---|
|
AYX
1351
CALL
DELISTED
Alteryx Inc
AYX
| $3.48M | 0.01% |
31,900
-14,200
| -31% | -$1.29M |
|
1352
CALL
Carnival Corporation Ltd
CCL
$38.1B
| $3.47M | 0.01% |
74,600
-19,500
| -21% | -$1.02M |
|
1353
CALL
S&P Global
SPGI
$124B
| $3.46M | 0.01% |
15,200
+3,900
| +35% | +$852K |
|
|
LNW
1354
CALL
DELISTED
Light & Wonder
LNW
| $3.45M | 0.01% |
174,200
+55,300
| +47% | +$1.14M |
|
1355
Skyworks Solutions
SWKS
$9.2B
| $3.44M | 0.01% |
44,532
-40,382
| -48% | -$3.2M |
|
1356
CALL
Philip Morris
PM
$309B
| $3.44M | 0.01% |
43,800
-211,300
| -83% | -$17.5M |
|
1357
Direxion Daily Technology Bull 3x ETF
TECL
$4.39B
| $3.44M | 0.01% |
+216,900
| New | +$3.24M |
|
|
BSJL
1358
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $3.44M | 0.01% |
139,212
+47,746
| +52% | +$1.18M |
|
1359
D.R. Horton
DHI
$41.2B
| $3.44M | 0.01% |
79,663
-41,284
| -34% | -$1.83M |
|
1360
Vanguard Russell 2000 ETF
VTWO
$17.2B
| $3.43M | 0.01% |
54,948
+50,434
| +1,117% | +$3.13M |
|
1361
PUT
Cummins
CMI
$83.6B
| $3.43M | 0.01% |
20,000
+5,100
| +34% | +$835K |
|
1362
Weibo
WB
$1.97B
| $3.42M | 0.01% |
78,541
-9,226
| -11% | -$517K |
|
|
IQIN
1363
DELISTED
NYLI 500 International ETF
IQIN
| $3.42M | 0.01% |
127,364
+110,107
| +638% | +$2.97M |
|
1364
Invesco S&P SmallCap Health Care ETF
PSCH
$162M
| $3.42M | 0.01% |
86,895
-30,537
| -26% | -$1.16M |
|
1365
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
| $3.4M | 0.01% |
87,851
-143,487
| -62% | -$5.57M |
|
1366
Rockwell Automation
ROK
$51.1B
| $3.4M | 0.01% |
20,765
+18,603
| +860% | +$3.14M |
|
1367
CALL
General Mills
GIS
$20.2B
| $3.4M | 0.01% |
64,700
-16,800
| -21% | -$868K |
|
1368
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$39.1M
| $3.4M | 0.01% |
139,410
+111,798
| +405% | +$2.79M |
|
1369
PUT
Prudential Financial
PRU
$42.6B
| $3.39M | 0.01% |
33,600
+27,200
| +425% | +$2.71M |
|
1370
PUT
Delta Air Lines
DAL
$56.7B
| $3.39M | 0.01% |
59,700
-79,300
| -57% | -$4.44M |
|
1371
PUT
iShares MSCI Australia ETF
EWA
$1.38B
| $3.38M | 0.01% |
+150,000
| New | +$3.28M |
|
1372
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$255M
| $3.38M | 0.01% |
126,280
+75,110
| +147% | +$2M |
|
|
NLSN
1373
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $3.37M | 0.01% |
149,000
+58,500
| +65% | +$1.41M |
|
1374
iShares Global Timber & Forestry ETF
WOOD
$264M
| $3.37M | 0.01% |
56,133
-1,184
| -2% | -$72K |
|
1375
PUT
Kroger
KR
$36.7B
| $3.36M | 0.01% |
154,900
+7,500
| +5% | +$182K |
|
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.