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 | |
|---|---|---|---|---|---|---|
1526
Nutrien
NTR
$33.9B
| $2.85M | 0.01% |
53,292
+5,498
| +12% | +$287K |
|
1527
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
| $2.85M | 0.01% |
46,338
+13,238
| +40% | +$803K |
|
1528
Kroger
KR
$36.7B
| $2.85M | 0.01% |
131,128
-102,572
| -44% | -$2.49M |
|
1529
FlexShares Credit-Scored US Long Corporate Bond Index Fund
LKOR
$30.1M
| $2.85M | 0.01% |
53,109
-97,185
| -65% | -$5.06M |
|
1530
CALL
T. Rowe Price
TROW
$25.5B
| $2.84M | 0.01% |
25,900
-31,400
| -55% | -$3.3M |
|
1531
Invesco DB Energy Fund
DBE
$90.9M
| $2.83M | 0.01% |
+200,030
| New | +$2.93M |
|
1532
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.07B
| $2.83M | 0.01% |
112,350
+73,295
| +188% | +$1.8M |
|
|
BZUN
1533
CALL
Baozun
BZUN
$179M
| $2.83M | 0.01% |
56,700
-29,900
| -35% | -$1.29M |
|
1534
W.W. Grainger
GWW
$64.2B
| $2.83M | 0.01% |
10,537
+2,651
| +34% | +$744K |
|
1535
PUT
Vertex Pharmaceuticals
VRTX
$123B
| $2.82M | 0.01% |
15,400
-3,800
| -20% | -$664K |
|
|
DFS
1536
DELISTED
Discover Financial Services
DFS
| $2.81M | 0.01% |
36,246
+14,107
| +64% | +$1.09M |
|
1537
PUT
Darden Restaurants
DRI
$24.3B
| $2.81M | 0.01% |
23,100
-700
| -3% | -$83.3K |
|
1538
CALL
iShares Russell 2000 Growth ETF
IWO
$14.1B
| $2.81M | 0.01% |
14,000
-91,200
| -87% | -$18M |
|
1539
PUT
Addus HomeCare
ADUS
$2.22B
| $2.81M | 0.01% |
37,500
| – | – |
|
1540
PUT
Expedia Group
EXPE
$36.5B
| $2.81M | 0.01% |
21,100
-64,900
| -75% | -$8M |
|
|
BNY
1541
CALL
Bank of New York Mellon
BNY
$103B
| $2.8M | 0.01% |
63,500
+33,600
| +112% | +$1.58M |
|
1542
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.26B
| $2.8M | 0.01% |
+39,866
| New | +$2.72M |
|
1543
PUT
Pinduoduo
PDD
$126B
| $2.8M | 0.01% |
135,900
-19,000
| -12% | -$411K |
|
|
KSU
1544
CALL
DELISTED
Kansas City Southern
KSU
| $2.8M | 0.01% |
23,000
+18,100
| +369% | +$2.17M |
|
1545
ALPS Dynamic Core Income ETF
RFCI
$15.4M
| $2.8M | 0.01% |
112,265
-11,033
| -9% | -$271K |
|
|
PXD
1546
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.8M | 0.01% |
18,200
-85,900
| -83% | -$13.2M |
|
|
MXIM
1547
DELISTED
Maxim Integrated Products
MXIM
| $2.79M | ﹤0.01% |
46,726
-56,597
| -55% | -$3.23M |
|
|
SPYM
1548
State Street SPDR Portfolio S&P 500 ETF
SPYM
$157B
| $2.79M | ﹤0.01% |
+80,897
| New | +$2.74M |
|
1549
Santander
BSBR
$38.2B
| $2.79M | ﹤0.01% |
245,648
+75,659
| +45% | +$822K |
|
1550
PUT
Newmont
NEM
$96.2B
| $2.79M | ﹤0.01% |
72,600
-42,300
| -37% | -$1.43M |
|
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.