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 | |
|---|---|---|---|---|---|---|
226
CALL
Dominion Energy
D
$61.8B
| $36.8M | 0.07% |
475,300
+433,200
| +1,029% | +$33M |
|
|
AGN
227
PUT
DELISTED
Allergan plc
AGN
| $36.7M | 0.06% |
219,100
+169,700
| +344% | +$23.5M |
|
228
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $36.4M | 0.06% |
358,055
+177,252
| +98% | +$18M |
|
229
Vanguard FTSE All-World ex-US ETF
VEU
$65.9B
| $36.1M | 0.06% |
+708,107
| New | +$35.7M |
|
230
PUT
Roku
ROKU
$21.2B
| $35.7M | 0.06% |
394,300
-565,200
| -59% | -$45.4M |
|
231
PUT
AbbVie
ABBV
$454B
| $35.2M | 0.06% |
483,500
+263,300
| +120% | +$20.7M |
|
|
VMW
232
PUT
DELISTED
VMware, Inc
VMW
| $35M | 0.06% |
209,600
+181,600
| +649% | +$34M |
|
233
National Grid
NGG
$81.6B
| $35M | 0.06% |
743,515
-67,973
| -8% | -$3.19M |
|
234
PUT
FedEx
FDX
$73.5B
| $34.9M | 0.06% |
212,600
-34,300
| -14% | -$6.01M |
|
235
CALL
Intuitive Surgical
ISRG
$128B
| $34.7M | 0.06% |
198,300
+7,800
| +4% | +$1.34M |
|
236
PUT
Spotify
SPOT
$102B
| $34.4M | 0.06% |
235,100
+64,000
| +37% | +$8.81M |
|
237
CALL
lululemon athletica
LULU
$13.4B
| $34.3M | 0.06% |
190,500
-133,000
| -41% | -$23.1M |
|
238
iShares MSCI Hong Kong ETF
EWH
$1.23B
| $34.3M | 0.06% |
1,325,804
-289,134
| -18% | -$7.47M |
|
239
PUT
Advanced Micro Devices
AMD
$807B
| $33.9M | 0.06% |
1,115,400
-18,800
| -2% | -$536K |
|
240
CALL
iShares Core S&P 500 ETF
IVV
$869B
| $33.7M | 0.06% |
114,400
+83,900
| +275% | +$24.3M |
|
241
CALL
KraneShares CSI China Internet ETF
KWEB
$5.34B
| $33.6M | 0.06% |
764,400
+721,800
| +1,694% | +$32.5M |
|
242
Intel
INTC
$462B
| $33.5M | 0.06% |
700,856
+171,954
| +33% | +$8.53M |
|
243
Oracle
ORCL
$345B
| $33.4M | 0.06% |
585,732
+177,633
| +44% | +$9.61M |
|
244
CALL
Rapid7
RPD
$643M
| $33.2M | 0.06% |
574,500
+4,500
| +0.8% | +$237K |
|
245
Goldman Sachs
GS
$309B
| $33.2M | 0.06% |
162,125
-52,557
| -24% | -$10.4M |
|
246
PUT
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $33.1M | 0.06% |
3,345,000
+1,755,000
| +110% | +$17.5M |
|
247
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.8B
| $33M | 0.06% |
1,035,000
-682,800
| -40% | -$21.9M |
|
248
CALL
Coca-Cola
KO
$362B
| $32.6M | 0.06% |
639,800
+82,500
| +15% | +$4.04M |
|
249
PUT
Visa
V
$689B
| $32.6M | 0.06% |
187,700
-160,900
| -46% | -$26.3M |
|
250
ExxonMobil
XOM
$642B
| $32.5M | 0.06% |
423,846
-167,777
| -28% | -$13M |
|
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.