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 | |
|---|---|---|---|---|---|---|
376
Pfizer
PFE
$144B
| $19.6M | 0.03% |
475,961
+95,252
| +25% | +$3.78M |
|
377
PUT
lululemon athletica
LULU
$13.7B
| $19.5M | 0.03% |
108,300
-190,400
| -64% | -$33.1M |
|
378
CALL
Okta
OKTA
$23.7B
| $19.5M | 0.03% |
158,000
+65,500
| +71% | +$7.11M |
|
379
PUT
ProShares UltraPro Dow 30
UDOW
$856M
| $19.4M | 0.03% |
756,400
-180,800
| -19% | -$4.42M |
|
380
CALL
Amgen
AMGN
$212B
| $19.4M | 0.03% |
105,000
-9,000
| -8% | -$1.61M |
|
381
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
| $19.3M | 0.03% |
556,734
-1,184,503
| -68% | -$39.6M |
|
382
PUT
Wynn Resorts
WYNN
$10.3B
| $19.3M | 0.03% |
155,300
+34,200
| +28% | +$4.4M |
|
|
383
Alphabet (Google) Class A
GOOGL
$4.08T
| $19.2M | 0.03% |
355,280
-4,110,840
| -92% | -$238M |
|
384
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
| $19.2M | 0.03% |
657,000
+310,000
| +89% | +$8.74M |
|
385
CALL
iShares MSCI South Korea ETF
EWY
$21.1B
| $19.2M | 0.03% |
320,900
+96,200
| +43% | +$5.71M |
|
386
CALL
Morgan Stanley
MS
$333B
| $19.1M | 0.03% |
436,200
+223,600
| +105% | +$9.97M |
|
387
Planet Fitness
PLNT
$4.43B
| $19.1M | 0.03% |
263,601
+202,778
| +333% | +$15.3M |
|
388
PUT
Intel
INTC
$435B
| $18.9M | 0.03% |
394,000
-71,300
| -15% | -$3.54M |
|
|
RSX
389
DELISTED
VanEck Russia ETF
RSX
| $18.8M | 0.03% |
794,938
+18,588
| +2% | +$407K |
|
390
SiriusXM
SIRI
$10.7B
| $18.8M | 0.03% |
336,418
+314,119
| +1,409% | +$17.9M |
|
391
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $18.7M | 0.03% |
165,400
-677,600
| -80% | -$74.7M |
|
392
PUT
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$102M
| $18.7M | 0.03% |
16,260
+7,717
| +90% | +$7.57M |
|
393
CALL
CVS Health
CVS
$139B
| $18.7M | 0.03% |
343,200
-172,100
| -33% | -$9.27M |
|
394
PUT
Bank of America
BAC
$439B
| $18.7M | 0.03% |
643,600
-524,100
| -45% | -$15.1M |
|
395
PUT
Electronic Arts
EA
$52.4B
| $18.6M | 0.03% |
183,700
+52,300
| +40% | +$4.98M |
|
396
Trade Desk
TTD
$8.89B
| $18.5M | 0.03% |
810,540
-471,060
| -37% | -$10.1M |
|
397
PUT
Constellation Brands
STZ
$22.5B
| $18.3M | 0.03% |
92,700
+2,800
| +3% | +$547K |
|
398
CALL
Lowe's Companies
LOW
$122B
| $18.2M | 0.03% |
180,400
-24,600
| -12% | -$2.59M |
|
399
ICICI Bank
IBN
$109B
| $18.2M | 0.03% |
1,442,001
+468,369
| +48% | +$5.43M |
|
400
iShares MBS ETF
MBB
$39.2B
| $18.1M | 0.03% |
168,653
-270,678
| -62% | -$28.8M |
|
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.