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 | |
|---|---|---|---|---|---|---|
651
Vanguard Dividend Appreciation ETF
VIG
$113B
| $9.55M | 0.02% |
82,976
+78,473
| +1,743% | +$8.8M |
|
652
Sanofi
SNY
$109B
| $9.54M | 0.02% |
+221,144
| New | +$9.4M |
|
653
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $9.54M | 0.02% |
160,000
-61,200
| -28% | -$3.58M |
|
654
CALL
Capital One
COF
$130B
| $9.49M | 0.02% |
104,600
+67,600
| +183% | +$6.05M |
|
|
VRNT
655
CALL
DELISTED
Verint Systems
VRNT
| $9.46M | 0.02% |
345,292
-117,191
| -25% | -$3.52M |
|
656
Brown-Forman Class B
BF.B
$13.3B
| $9.46M | 0.02% |
170,579
+165,855
| +3,511% | +$8.85M |
|
657
CALL
VanEck Biotech ETF
BBH
$409M
| $9.44M | 0.02% |
73,200
+32,700
| +81% | +$4.03M |
|
658
PUT
Texas Instruments
TXN
$253B
| $9.42M | 0.02% |
82,100
+8,700
| +12% | +$973K |
|
659
Kimberly-Clark
KMB
$37.5B
| $9.41M | 0.02% |
70,627
-8,785
| -11% | -$1.13M |
|
660
PUT
United Parcel Service
UPS
$89.7B
| $9.38M | 0.02% |
90,800
-19,900
| -18% | -$2.07M |
|
661
PUT
AvalonBay Communities
AVB
$27.2B
| $9.33M | 0.02% |
45,900
+36,300
| +378% | +$7.36M |
|
662
CALL
Lennar Class A
LEN
$21.1B
| $9.3M | 0.02% |
198,233
+118,485
| +149% | +$5.91M |
|
663
PUT
Western Digital
WDC
$160B
| $9.3M | 0.02% |
258,647
+97,902
| +61% | +$3.36M |
|
664
eBay
EBAY
$52.1B
| $9.28M | 0.02% |
235,030
-237,447
| -50% | -$8.93M |
|
665
Mercado Libre
MELI
$94.4B
| $9.28M | 0.02% |
15,164
-5,893
| -28% | -$3.28M |
|
666
CALL
Molson Coors Class B
TAP
$7.97B
| $9.27M | 0.02% |
165,500
+59,000
| +55% | +$3.44M |
|
667
CALL
Eaton
ETN
$150B
| $9.25M | 0.02% |
111,100
+33,700
| +44% | +$2.73M |
|
668
CALL
Vanguard Total Stock Market ETF
VTI
$656B
| $9.23M | 0.02% |
61,500
+35,800
| +139% | +$5.27M |
|
669
RTX Corp
RTX
$295B
| $9.17M | 0.02% |
111,872
+4,756
| +4% | +$398K |
|
670
Ross Stores
ROST
$80.5B
| $9.16M | 0.02% |
92,389
+49,975
| +118% | +$4.87M |
|
|
MDSO
671
DELISTED
Medidata Solutions, Inc.
MDSO
| $9.15M | 0.02% |
+101,151
| New | +$8.88M |
|
672
Invesco BulletShares 2028 Corporate Bond ETF
BSCS
$3.55B
| $9.14M | 0.02% |
+423,773
| New | +$8.88M |
|
673
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
| $9.13M | 0.02% |
314,264
+154,219
| +96% | +$4.34M |
|
674
iShares MSCI Emerging Markets Asia ETF
EEMA
$816M
| $9.1M | 0.02% |
+137,507
| New | +$9.1M |
|
675
iShares Russell 1000 ETF
IWB
$47.9B
| $9.09M | 0.02% |
55,808
+53,058
| +1,929% | +$8.5M |
|
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.