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 | |
|---|---|---|---|---|---|---|
801
Franco-Nevada
FNV
$40.6B
| $7.43M | 0.01% |
87,590
+29,300
| +50% | +$2.21M |
|
|
X
802
CALL
DELISTED
US Steel
X
| $7.43M | 0.01% |
485,100
+188,000
| +63% | +$2.9M |
|
803
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $7.41M | 0.01% |
20,900
+15,200
| +267% | +$5.31M |
|
804
Amgen
AMGN
$212B
| $7.41M | 0.01% |
40,207
-64,137
| -61% | -$11.5M |
|
805
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
| $7.4M | 0.01% |
+4,449
| New | +$7.89M |
|
806
Advanced Micro Devices
AMD
$741B
| $7.39M | 0.01% |
243,364
-1,397,468
| -85% | -$39.9M |
|
807
Progressive
PGR
$128B
| $7.37M | 0.01% |
92,189
+47,094
| +104% | +$3.64M |
|
|
B
808
Barrick Mining
B
$61.5B
| $7.36M | 0.01% |
466,832
+63,930
| +16% | +$849K |
|
809
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$223M
| $7.35M | 0.01% |
36,840
-10,900
| -23% | -$2.22M |
|
810
iShares MSCI Saudi Arabia ETF
KSA
$622M
| $7.35M | 0.01% |
222,500
-719,048
| -76% | -$24.2M |
|
811
Fidelity Corporate Bond ETF
FCOR
$354M
| $7.34M | 0.01% |
141,815
+101,001
| +247% | +$5.11M |
|
812
PUT
Union Pacific
UNP
$175B
| $7.34M | 0.01% |
43,400
-125,600
| -74% | -$21.5M |
|
|
WWE
813
DELISTED
World Wrestling Entertainment
WWE
| $7.33M | 0.01% |
101,570
+72,773
| +253% | +$5.96M |
|
814
Royal Caribbean
RCL
$86.5B
| $7.33M | 0.01% |
60,467
-18,290
| -23% | -$2.23M |
|
|
CHNGU
815
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
| $7.32M | 0.01% |
+130,000
| New | +$7.32M |
|
816
CALL
SLB Ltd
SLB
$74.2B
| $7.3M | 0.01% |
183,700
+32,800
| +22% | +$1.32M |
|
817
CALL
Skyworks Solutions
SWKS
$9.73B
| $7.28M | 0.01% |
94,200
-48,900
| -34% | -$3.88M |
|
818
Expeditors International
EXPD
$22.4B
| $7.26M | 0.01% |
95,719
+81,283
| +563% | +$6.14M |
|
|
BSJM
819
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
| $7.24M | 0.01% |
295,353
+193,188
| +189% | +$4.73M |
|
820
Analog Devices
ADI
$178B
| $7.24M | 0.01% |
64,152
-32,990
| -34% | -$3.57M |
|
821
Regeneron Pharmaceuticals
REGN
$72.9B
| $7.19M | 0.01% |
22,966
-33,804
| -60% | -$11.3M |
|
822
PUT
Verizon
VZ
$201B
| $7.19M | 0.01% |
125,800
-109,000
| -46% | -$6.28M |
|
823
CALL
Hershey
HSY
$37.2B
| $7.18M | 0.01% |
53,600
+47,800
| +824% | +$6.07M |
|
824
CALL
Bausch Health
BHC
$1.69B
| $7.18M | 0.01% |
284,600
+94,800
| +50% | +$2.25M |
|
|
QWLD
825
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$174M
| $7.15M | 0.01% |
89,998
+76,867
| +585% | +$6.01M |
|
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.