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 | |
|---|---|---|---|---|---|---|
526
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $12.7M | 0.02% |
+215,780
| New | +$12.6M |
|
527
Constellation Brands
STZ
$22.5B
| $12.7M | 0.02% |
64,582
-73,240
| -53% | -$14.3M |
|
528
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
| $12.7M | 0.02% |
139,248
+104,222
| +298% | +$9.37M |
|
529
PUT
United Rentals
URI
$67.9B
| $12.7M | 0.02% |
95,700
-48,300
| -34% | -$6.13M |
|
530
VanEck Intermediate Muni ETF
ITM
$2.15B
| $12.7M | 0.02% |
254,832
-410,422
| -62% | -$20.2M |
|
|
RTN
531
CALL
DELISTED
Raytheon Company
RTN
| $12.7M | 0.02% |
72,900
+22,300
| +44% | +$4.01M |
|
532
PUT
AutoZone
AZO
$50.9B
| $12.6M | 0.02% |
11,500
+300
| +3% | +$316K |
|
533
Ferrari
RACE
$68.6B
| $12.6M | 0.02% |
77,941
-30,335
| -28% | -$4.37M |
|
534
PUT
Procter & Gamble
PG
$347B
| $12.5M | 0.02% |
114,300
+31,800
| +39% | +$3.39M |
|
535
Schwab US Large-Cap Growth ETF
SCHG
$59.1B
| $12.5M | 0.02% |
+1,203,248
| New | +$12.2M |
|
536
CALL
iShares Biotechnology ETF
IBB
$9.55B
| $12.5M | 0.02% |
114,700
+37,000
| +48% | +$3.94M |
|
537
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
| $12.4M | 0.02% |
456,168
-1,016,244
| -69% | -$27.6M |
|
538
CALL
NovoCure
NVCR
$1.89B
| $12.4M | 0.02% |
196,100
+96,000
| +96% | +$4.86M |
|
539
CALL
Alerian MLP ETF
AMLP
$12.9B
| $12.3M | 0.02% |
250,240
+197,840
| +378% | +$9.79M |
|
540
Ciena
CIEN
$49.6B
| $12.3M | 0.02% |
298,953
+247,166
| +477% | +$9.51M |
|
541
CALL
JD.com
JD
$42.9B
| $12.2M | 0.02% |
401,600
-119,400
| -23% | -$3.43M |
|
542
PUT
Marathon Petroleum
MPC
$89.3B
| $12.1M | 0.02% |
217,200
+143,600
| +195% | +$7.86M |
|
543
Autodesk
ADSK
$50.1B
| $12.1M | 0.02% |
74,351
-73,229
| -50% | -$12.3M |
|
544
Cigna
CI
$79.6B
| $12.1M | 0.02% |
76,680
+12,912
| +20% | +$2.02M |
|
545
CALL
Abbott
ABT
$187B
| $12M | 0.02% |
142,300
+57,300
| +67% | +$4.51M |
|
546
Becton Dickinson
BDX
$45.8B
| $11.9M | 0.02% |
48,601
+32,029
| +193% | +$7.44M |
|
547
KraneShares CSI China Internet ETF
KWEB
$5.41B
| $11.9M | 0.02% |
271,253
-308,521
| -53% | -$13.9M |
|
548
State Street SPDR Portfolio Europe ETF
SPEU
$719M
| $11.9M | 0.02% |
348,442
+310,658
| +822% | +$10.5M |
|
|
XYZ
549
PUT
Block Inc
XYZ
$49.5B
| $11.8M | 0.02% |
162,800
-99,500
| -38% | -$6.95M |
|
550
CALL
Energy Transfer Partners
ET
$69.5B
| $11.8M | 0.02% |
838,100
+802,100
| +2,228% | +$11.9M |
|
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.