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 | |
|---|---|---|---|---|---|---|
1376
CALL
MGM Resorts International
MGM
$11.7B
| $3.35M | 0.01% |
117,400
+62,400
| +113% | +$1.67M |
|
1377
Hershey
HSY
$37.3B
| $3.35M | 0.01% |
25,015
+7,603
| +44% | +$966K |
|
1378
PUT
Royal Caribbean
RCL
$86.8B
| $3.35M | 0.01% |
27,600
-180,000
| -87% | -$21.9M |
|
1379
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
| $3.34M | 0.01% |
201,700
+54,100
| +37% | +$889K |
|
1380
Paycom
PAYC
$7.88B
| $3.34M | 0.01% |
14,744
+1,756
| +14% | +$361K |
|
1381
NetEase
NTES
$83B
| $3.34M | 0.01% |
65,245
-683,080
| -91% | -$36.3M |
|
|
USFR
1382
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
| $3.33M | 0.01% |
132,929
+19,799
| +18% | +$496K |
|
1383
Vanguard S&P 500 Growth ETF
VOOG
$24.7B
| $3.33M | 0.01% |
+124,056
| New | +$3.27M |
|
1384
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$155M
| $3.33M | 0.01% |
26,025
+19,132
| +278% | +$2.4M |
|
1385
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.5B
| $3.33M | 0.01% |
127,213
-67,131
| -35% | -$1.74M |
|
1386
CALL
Green Dot
GDOT
$750M
| $3.33M | 0.01% |
+68,000
| New | +$3.7M |
|
1387
Thomson Reuters
TRI
$46.4B
| $3.32M | 0.01% |
48,921
-496
| -1% | -$32.8K |
|
1388
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $3.32M | 0.01% |
44,900
+41,230
| +1,123% | +$2.87M |
|
1389
T. Rowe Price
TROW
$25.5B
| $3.32M | 0.01% |
30,238
+16,098
| +114% | +$1.69M |
|
1390
PUT
Cactus
WHD
$3.63B
| $3.31M | 0.01% |
100,000
| – | – |
|
|
DISH
1391
DELISTED
DISH Network Corp.
DISH
| $3.31M | 0.01% |
86,186
+30,628
| +55% | +$1.09M |
|
1392
CF Industries
CF
$19.6B
| $3.31M | 0.01% |
70,759
+18,379
| +35% | +$797K |
|
1393
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
| $3.3M | 0.01% |
41,388
+7,576
| +22% | +$601K |
|
1394
Procter & Gamble
PG
$340B
| $3.3M | 0.01% |
30,098
-80,233
| -73% | -$8.55M |
|
1395
Fidelity MSCI Information Technology Index ETF
FTEC
$18.9B
| $3.3M | 0.01% |
52,934
-68,202
| -56% | -$4.16M |
|
1396
Danaher
DHR
$138B
| $3.29M | 0.01% |
25,942
-44,678
| -63% | -$5.29M |
|
1397
CALL
O'Reilly Automotive
ORLY
$75.1B
| $3.29M | 0.01% |
133,500
+57,000
| +75% | +$1.44M |
|
1398
Schwab 1000 Index ETF
SCHK
$5.59B
| $3.28M | 0.01% |
227,446
+84,160
| +59% | +$1.19M |
|
1399
PUT
iShares Russell 1000 Value ETF
IWD
$81.4B
| $3.28M | 0.01% |
25,800
-70,300
| -73% | -$8.8M |
|
|
FL
1400
PUT
DELISTED
Foot Locker
FL
| $3.28M | 0.01% |
78,200
-14,100
| -15% | -$733K |
|
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.