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 | |
|---|---|---|---|---|---|---|
2126
iShares US Technology ETF
IYW
$23.4B
| $1.58M | ﹤0.01% |
32,016
+492
| +2% | +$24.1K |
|
2127
Invesco S&P SmallCap Financials ETF
PSCF
$27.5M
| $1.58M | ﹤0.01% |
29,336
+19,440
| +196% | +$1.04M |
|
2128
Quanta Services
PWR
$101B
| $1.58M | ﹤0.01% |
41,411
+27,676
| +201% | +$1.05M |
|
2129
CALL
Jabil
JBL
$32.5B
| $1.58M | ﹤0.01% |
+50,000
| New | +$1.44M |
|
2130
Constellium
CSTM
$3.71B
| $1.58M | ﹤0.01% |
+157,228
| New | +$1.46M |
|
2131
PUT
iShares Select U.S. REIT ETF
ICF
$2.08B
| $1.58M | ﹤0.01% |
28,000
-9,000
| -24% | -$505K |
|
2132
IQ ARB Merger Arbitrage ETF
MNA
$252M
| $1.58M | ﹤0.01% |
49,968
+14,817
| +42% | +$470K |
|
|
CZR
2133
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $1.58M | ﹤0.01% |
133,300
+74,700
| +127% | +$708K |
|
2134
Vanguard US Momentum Factor ETF
VFMO
$1.77B
| $1.57M | ﹤0.01% |
19,092
-6,167
| -24% | -$495K |
|
2135
PUT
Corpay
CPAY
$25.2B
| $1.57M | ﹤0.01% |
5,600
+3,900
| +229% | +$1.02M |
|
|
WCHN
2136
DELISTED
WisdomTree ICBCCS S&P China 500 Fund
WCHN
| $1.57M | ﹤0.01% |
+56,051
| New | +$1.57M |
|
2137
Bank of Montreal
BMO
$125B
| $1.57M | ﹤0.01% |
20,769
-4,827
| -19% | -$369K |
|
2138
Seagate
STX
$191B
| $1.57M | ﹤0.01% |
33,251
-110,102
| -77% | -$5.12M |
|
2139
McKesson
MCK
$100B
| $1.56M | ﹤0.01% |
11,646
-14,567
| -56% | -$1.82M |
|
2140
Diamondback Energy
FANG
$56.4B
| $1.56M | ﹤0.01% |
14,335
-36,729
| -72% | -$3.83M |
|
2141
PUT
Eli Lilly
LLY
$1T
| $1.56M | ﹤0.01% |
14,100
-577,100
| -98% | -$68M |
|
2142
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$184M
| $1.56M | ﹤0.01% |
71,225
-14,185
| -17% | -$301K |
|
2143
Warner Bros
WBD
$63.9B
| $1.56M | ﹤0.01% |
50,831
+26,356
| +108% | +$766K |
|
2144
CALL
Lear
LEA
$6.93B
| $1.56M | ﹤0.01% |
+11,200
| New | +$1.57M |
|
2145
Vail Resorts
MTN
$5.39B
| $1.56M | ﹤0.01% |
6,988
-2,228
| -24% | -$495K |
|
2146
Revvity
RVTY
$12.6B
| $1.56M | ﹤0.01% |
16,149
+8,197
| +103% | +$764K |
|
2147
Direxion Daily Healthcare Bull 3X ETF
CURE
$174M
| $1.55M | ﹤0.01% |
27,654
+3,856
| +16% | +$199K |
|
|
ARRY
2148
CALL
DELISTED
Array Biopharma Inc
ARRY
| $1.55M | ﹤0.01% |
33,500
-8,800
| -21% | -$247K |
|
2149
Cadence Design Systems
CDNS
$93.1B
| $1.55M | ﹤0.01% |
21,903
-212,653
| -91% | -$14.2M |
|
2150
LendingTree
TREE
$448M
| $1.55M | ﹤0.01% |
3,692
+2,586
| +234% | +$989K |
|
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.