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 | |
|---|---|---|---|---|---|---|
401
PUT
Dominion Energy
D
$62.1B
| $18.1M | 0.03% |
233,800
+210,500
| +903% | +$16M |
|
402
CALL
Biogen
BIIB
$30.4B
| $18M | 0.03% |
77,000
-98,700
| -56% | -$22.8M |
|
|
IBDO
403
DELISTED
iShares iBonds Dec 2023 Term Corporate ETF
IBDO
| $18M | 0.03% |
707,553
+464,533
| +191% | +$11.6M |
|
404
Mastercard
MA
$497B
| $17.9M | 0.03% |
67,814
-222,331
| -77% | -$55.6M |
|
405
CALL
Tilray
TLRY
$498M
| $17.9M | 0.03% |
38,460
+8,790
| +30% | +$4.2M |
|
406
CALL
Automatic Data Processing
ADP
$106B
| $17.9M | 0.03% |
108,300
+101,000
| +1,384% | +$16.4M |
|
|
TWTR
407
CALL
DELISTED
Twitter, Inc.
TWTR
| $17.9M | 0.03% |
512,300
-283,000
| -36% | -$10.4M |
|
408
CALL
Marathon Petroleum
MPC
$89.3B
| $17.8M | 0.03% |
318,300
+191,400
| +151% | +$10.5M |
|
409
PUT
Palo Alto Networks
PANW
$260B
| $17.7M | 0.03% |
520,800
+228,000
| +78% | +$8.53M |
|
410
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.58B
| $17.6M | 0.03% |
252,417
+176,857
| +234% | +$12.3M |
|
411
PUT
Lockheed Martin
LMT
$134B
| $17.5M | 0.03% |
48,200
+18,700
| +63% | +$6.26M |
|
412
Applied Materials
AMAT
$378B
| $17.4M | 0.03% |
388,272
+144,835
| +59% | +$6.1M |
|
413
IBM
IBM
$214B
| $17.4M | 0.03% |
131,677
-37,888
| -22% | -$4.98M |
|
414
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
| $17.3M | 0.03% |
211,924
-5,093
| -2% | -$398K |
|
|
SKX
415
CALL
DELISTED
Skechers
SKX
| $17.3M | 0.03% |
548,100
-65,800
| -11% | -$2.03M |
|
416
United States Oil Fund
USO
$2B
| $17.2M | 0.03% |
178,154
-79,437
| -31% | -$7.92M |
|
|
RTN
417
PUT
DELISTED
Raytheon Company
RTN
| $17.1M | 0.03% |
98,400
+33,700
| +52% | +$6.06M |
|
|
UWT
418
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $17.1M | 0.03% |
1,160,432
-394,157
| -25% | -$6.96M |
|
419
CALL
Constellation Brands
STZ
$22.5B
| $17.1M | 0.03% |
86,800
-8,200
| -9% | -$1.6M |
|
420
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.2B
| $17M | 0.03% |
295,743
+70,089
| +31% | +$4.05M |
|
421
CALL
Intuit
INTU
$85.6B
| $17M | 0.03% |
64,900
+31,500
| +94% | +$8M |
|
422
CALL
iShares MSCI Germany ETF
EWG
$1.56B
| $16.9M | 0.03% |
602,100
+551,800
| +1,097% | +$15.4M |
|
423
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $16.9M | 0.03% |
440,900
-253,400
| -36% | -$9.55M |
|
424
CALL
Synopsys
SNPS
$73.5B
| $16.8M | 0.03% |
130,500
+69,600
| +114% | +$8.37M |
|
425
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
| $16.8M | 0.03% |
590,700
-49,500
| -8% | -$1.38M |
|
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.