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 | |
|---|---|---|---|---|---|---|
1751
CALL
Domino's
DPZ
$11.7B
| $2.31M | ﹤0.01% |
8,300
-6,800
| -45% | -$1.86M |
|
|
DBV
1752
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
| $2.31M | ﹤0.01% |
95,060
+27,643
| +41% | +$673K |
|
1753
iShares MSCI ACWI ETF
ACWI
$32.7B
| $2.31M | ﹤0.01% |
31,278
+3,547
| +13% | +$259K |
|
1754
Innovator US Equity Ultra Buffer ETF October
UOCT
$179M
| $2.31M | ﹤0.01% |
93,107
+48,715
| +110% | +$1.19M |
|
|
B
1755
PUT
Barrick Mining
B
$63.2B
| $2.3M | ﹤0.01% |
146,000
+102,500
| +236% | +$1.36M |
|
|
MLNX
1756
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $2.3M | ﹤0.01% |
20,800
-37,800
| -65% | -$4.35M |
|
1757
CALL
PVH
PVH
$4.01B
| $2.3M | ﹤0.01% |
24,300
-53,000
| -69% | -$5.86M |
|
|
KSU
1758
DELISTED
Kansas City Southern
KSU
| $2.3M | ﹤0.01% |
18,867
-21,465
| -53% | -$2.57M |
|
1759
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
| $2.29M | ﹤0.01% |
45,701
+1,966
| +4% | +$101K |
|
|
DNKN
1760
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.29M | ﹤0.01% |
28,766
+11,680
| +68% | +$888K |
|
|
MINC
1761
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
| $2.29M | ﹤0.01% |
47,370
-8,071
| -15% | -$389K |
|
1762
PUT
Incyte
INCY
$24.9B
| $2.29M | ﹤0.01% |
+26,900
| New | +$2.16M |
|
1763
CALL
Southern Company
SO
$106B
| $2.28M | ﹤0.01% |
41,300
+34,300
| +490% | +$1.84M |
|
1764
Monster Beverage
MNST
$95.5B
| $2.28M | ﹤0.01% |
71,422
-374,110
| -84% | -$11.3M |
|
1765
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.35B
| $2.28M | ﹤0.01% |
54,132
-18,755
| -26% | -$789K |
|
1766
CALL
Marvell Technology
MRVL
$165B
| $2.28M | ﹤0.01% |
95,400
-36,500
| -28% | -$853K |
|
1767
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$104M
| $2.28M | ﹤0.01% |
101,608
+69,865
| +220% | +$1.57M |
|
1768
Fortis
FTS
$29.3B
| $2.27M | ﹤0.01% |
57,596
+28,870
| +101% | +$1.09M |
|
1769
CALL
Dollar General
DG
$28.1B
| $2.27M | ﹤0.01% |
16,800
-107,400
| -86% | -$13.6M |
|
1770
iShares Core S&P US Growth ETF
IUSG
$31.3B
| $2.27M | ﹤0.01% |
36,231
-38,001
| -51% | -$2.34M |
|
1771
PUT
Regions Financial
RF
$26.3B
| $2.27M | ﹤0.01% |
152,000
+109,100
| +254% | +$1.61M |
|
1772
First Trust Germany AlphaDEX Fund
FGM
$99.1M
| $2.25M | ﹤0.01% |
53,879
+8,751
| +19% | +$370K |
|
1773
Hartford Multifactor Small Cap ETF
ROSC
$61.7M
| $2.25M | ﹤0.01% |
77,320
-11,345
| -13% | -$332K |
|
1774
Victory Portfolios II VictoryShares Short-Term Bond ETF
USTB
$2.29B
| $2.25M | ﹤0.01% |
+44,579
| New | +$2.24M |
|
|
SAVE
1775
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.25M | ﹤0.01% |
47,156
+8,440
| +22% | +$430K |
|
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.