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 | |
|---|---|---|---|---|---|---|
501
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $13.6M | 0.02% |
313,600
+26,100
| +9% | +$1.13M |
|
502
CALL
Duke Energy
DUK
$101B
| $13.6M | 0.02% |
153,800
+78,600
| +105% | +$6.95M |
|
|
WBA
503
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $13.5M | 0.02% |
247,300
+100,300
| +68% | +$5.33M |
|
504
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$223M
| $13.4M | 0.02% |
67,170
-118,710
| -64% | -$24.2M |
|
505
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
| $13.4M | 0.02% |
97,640
-68,060
| -41% | -$6.29M |
|
506
Qualcomm
QCOM
$172B
| $13.4M | 0.02% |
175,992
-1,614,122
| -90% | -$118M |
|
507
PUT
Boston Beer
SAM
$1.93B
| $13.4M | 0.02% |
35,400
+31,000
| +705% | +$9.82M |
|
508
Linde
LIN
$236B
| $13.3M | 0.02% |
66,178
+22,394
| +51% | +$4.19M |
|
509
CALL
eBay
EBAY
$52.1B
| $13.3M | 0.02% |
335,700
+163,000
| +94% | +$6.13M |
|
|
VMW
510
DELISTED
VMware, Inc
VMW
| $13.2M | 0.02% |
78,674
+8,711
| +12% | +$1.63M |
|
511
CALL
Thermo Fisher Scientific
TMO
$214B
| $13.1M | 0.02% |
44,700
+41,200
| +1,177% | +$11.3M |
|
512
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $13.1M | 0.02% |
141,563
-2,415
| -2% | -$217K |
|
|
513
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
| $13.1M | 0.02% |
95,620
-396,860
| -81% | -$36.7M |
|
514
CALL
Zscaler
ZS
$24.5B
| $13.1M | 0.02% |
170,800
-69,700
| -29% | -$4.97M |
|
515
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $13.1M | 0.02% |
104,081
+68,259
| +191% | +$8.44M |
|
516
PUT
Vanguard S&P 500 ETF
VOO
$971B
| $13.1M | 0.02% |
48,600
+37,000
| +319% | +$9.79M |
|
517
Marathon Petroleum
MPC
$89.3B
| $13.1M | 0.02% |
233,843
+114,194
| +95% | +$6.25M |
|
518
CALL
Accenture
ACN
$101B
| $13.1M | 0.02% |
70,700
+9,500
| +16% | +$1.71M |
|
519
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
| $13M | 0.02% |
221,159
+216,155
| +4,320% | +$12.6M |
|
520
HubSpot
HUBS
$12.2B
| $13M | 0.02% |
75,974
+48,206
| +174% | +$8.41M |
|
521
Roku
ROKU
$21.3B
| $13M | 0.02% |
142,999
-725,921
| -84% | -$58.3M |
|
522
PUT
Automatic Data Processing
ADP
$106B
| $12.9M | 0.02% |
78,300
+70,400
| +891% | +$11.4M |
|
523
CALL
Sempra
SRE
$59.2B
| $12.8M | 0.02% |
186,800
-234,600
| -56% | -$15.4M |
|
524
CALL
Workday
WDAY
$39.4B
| $12.8M | 0.02% |
62,400
-116,100
| -65% | -$23.4M |
|
|
RDS.A
525
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $12.8M | 0.02% |
196,303
-459,961
| -70% | -$29.4M |
|
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.