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 |
Amazon
AMZN
|
+$2.91B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.05B |
| 3 |
NVIDIA
NVDA
|
+$1.05B |
| 4 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$618M |
| 5 |
Apple
AAPL
|
+$399M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$185M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$166M |
| 3 |
Vanguard Total International Bond ETF
BNDX
|
+$165M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$103M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$102M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 8.16% |
| 2 | Technology | 5.54% |
| 3 | Communication Services | 3.08% |
| 4 | Healthcare | 1.43% |
| 5 | Financials | 1.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Amazon
AMZN
$2.5T
| $3.36B | 5.47% |
37,755,600
+34,919,300
| +1,231% | +$2.91B |
|
|
2
CALL
Amazon
AMZN
$2.5T
| $2.61B | 4.24% |
29,286,000
-24,270,000
| -45% | -$2.02B |
|
|
3
PUT
Amazon
AMZN
$2.5T
| $2.46B | 4.01% |
27,658,000
-4,090,000
| -13% | -$340M |
|
|
4
NVIDIA
NVDA
$5.01T
| $1.28B | 2.08% |
284,485,960
+270,141,080
| +1,883% | +$1.05B |
|
5
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $1.18B | 1.93% |
13,679,100
-904,600
| -6% | -$76.8M |
|
|
6
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $1.11B | 1.8% |
3,915,839
+3,867,922
| +8,072% | +$1.05B |
|
7
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $963M | 1.57% |
22,439,200
+5,763,100
| +35% | +$243M |
|
|
8
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $897M | 1.46% |
3,176,100
-2,331,800
| -42% | -$633M |
|
|
9
CALL
Apple
AAPL
$4.89T
| $888M | 1.45% |
18,694,000
-344,400
| -2% | -$14.6M |
|
|
10
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
| $810M | 1.32% |
15,667,631
+12,196,772
| +351% | +$618M |
|
|
11
PUT
Apple
AAPL
$4.89T
| $741M | 1.21% |
15,595,200
+6,249,200
| +67% | +$265M |
|
|
12
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $663M | 1.08% |
15,458,800
+7,441,500
| +93% | +$313M |
|
|
13
PUT
Invesco QQQ Trust
QQQ
$455B
| $660M | 1.07% |
3,673,400
+1,708,300
| +87% | +$290M |
|
|
14
CALL
Invesco QQQ Trust
QQQ
$455B
| $620M | 1.01% |
3,448,800
+2,420,700
| +235% | +$411M |
|
15
CALL
Boeing
BA
$165B
| $618M | 1.01% |
1,620,200
+754,700
| +87% | +$291M |
|
16
PUT
Tesla
TSLA
$1.24T
| $618M | 1.01% |
33,106,500
-20,124,000
| -38% | -$404M |
|
17
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $615M | 1% |
4,864,600
+3,707,700
| +320% | +$451M |
|
18
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $582M | 0.95% |
8,978,700
+202,200
| +2% | +$12.7M |
|
19
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $537M | 0.87% |
3,505,900
+3,258,900
| +1,319% | +$490M |
|
|
20
PUT
Boeing
BA
$165B
| $514M | 0.84% |
1,348,900
+1,100,100
| +442% | +$423M |
|
|
21
Apple
AAPL
$4.89T
| $482M | 0.79% |
10,159,400
+9,395,828
| +1,231% | +$399M |
|
22
CALL
Netflix
NFLX
$292B
| $470M | 0.77% |
13,180,000
-3,094,000
| -19% | -$107M |
|
|
23
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $462M | 0.75% |
1,636,800
-1,700,200
| -51% | -$462M |
|
|
24
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $459M | 0.75% |
10,374,300
+4,389,200
| +73% | +$187M |
|
25
Alphabet (Google) Class C
GOOG
$3.9T
| $444M | 0.72% |
7,576,040
+5,967,320
| +371% | +$335M |
|
Similar funds
Jane Street's Q1 2019 Portfolio in Review
As of Q1 2019, Jane Street held 6,171 positions worth $61.4B, up 29% from $47.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Jane Street deployed $7.17B of net new capital in Q1 2019, opening 1,324 new positions and adding to 1,843 existing holdings. Its largest new stake was iShares National Muni Bond ETF: 725,581 shares worth $80.7M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 8.2% of assets, up from 1.6% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was Vanguard FTSE Emerging Markets ETF, an estimated $185M trimmed.
- Jane Street's largest Q1 2019 buy was iShares National Muni Bond ETF: 725,581 shares worth $80.7M.
- Jane Street added most to Amazon in Q1 2019, an estimated $2.91B increase.
- Jane Street's biggest Q1 2019 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $185M.
- Jane Street fully exited Vanguard FTSE Developed Markets ETF in Q1 2019, selling an estimated $103M.
- Jane Street's ten largest holdings make up 25% of its $61.4B portfolio in Q1 2019.
- Jane Street opened 1,324 new positions and closed 1,246 in Q1 2019.
- Jane Street's portfolio value rose 29% quarter-over-quarter to $61.4B.
Based on Jane Street's 13F filing for Q1 2019, filed 16 May 2019.