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 | |
|---|---|---|---|---|---|---|
1026
Janus Henderson Short Duration Income ETF
VNLA
$3.34B
| $5.16M | 0.01% |
103,257
+12,985
| +14% | +$645K |
|
1027
WisdomTree Europe SmallCap Dividend Fund
DFE
$165M
| $5.15M | 0.01% |
88,342
-59,601
| -40% | -$3.53M |
|
1028
Halliburton
HAL
$26.1B
| $5.14M | 0.01% |
226,187
+82,324
| +57% | +$2.14M |
|
|
CYBR
1029
CALL
DELISTED
CyberArk
CYBR
| $5.14M | 0.01% |
40,200
+400
| +1% | +$50.6K |
|
1030
United Airlines
UAL
$39.2B
| $5.12M | 0.01% |
58,514
-43,064
| -42% | -$3.64M |
|
1031
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $5.12M | 0.01% |
171,798
-367,034
| -68% | -$10.8M |
|
1032
Zimmer Biomet
ZBH
$18.7B
| $5.12M | 0.01% |
44,752
+34,248
| +326% | +$4.01M |
|
1033
Vanguard Mega Cap 300 Index ETF
MGC
$9.81B
| $5.1M | 0.01% |
50,345
+34,870
| +225% | +$3.47M |
|
1034
CALL
iShares MSCI Japan ETF
EWJ
$21.4B
| $5.09M | 0.01% |
93,300
-77,000
| -45% | -$4.19M |
|
1035
ConocoPhillips
COP
$144B
| $5.08M | 0.01% |
83,346
+13,639
| +20% | +$849K |
|
1036
Sensata Technologies
ST
$6.7B
| $5.08M | 0.01% |
103,699
+97,948
| +1,703% | +$4.66M |
|
1037
CALL
Kraft Heinz
KHC
$32.7B
| $5.08M | 0.01% |
163,600
-206,500
| -56% | -$6.51M |
|
1038
GE Aerospace
GE
$367B
| $5.08M | 0.01% |
97,013
-364,866
| -79% | -$18M |
|
1039
PUT
Morgan Stanley
MS
$323B
| $5.07M | 0.01% |
115,800
-44,500
| -28% | -$1.98M |
|
1040
Microchip Technology
MCHP
$40B
| $5.07M | 0.01% |
116,990
+9,184
| +9% | +$408K |
|
1041
PUT
Altria Group
MO
$125B
| $5.06M | 0.01% |
106,900
-14,200
| -12% | -$744K |
|
1042
Akamai
AKAM
$15.9B
| $5.06M | 0.01% |
63,125
+23,162
| +58% | +$1.79M |
|
1043
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
| $5.05M | 0.01% |
148,281
+12,359
| +9% | +$416K |
|
1044
HCA Healthcare
HCA
$90.5B
| $5.01M | 0.01% |
37,085
-3,449
| -9% | -$436K |
|
1045
Illumina
ILMN
$29.4B
| $4.99M | 0.01% |
13,935
-137
| -1% | -$43.3K |
|
1046
Melco Resorts & Entertainment
MLCO
$2.21B
| $4.98M | 0.01% |
229,479
+199,247
| +659% | +$4.52M |
|
|
1047
PUT
United Airlines
UAL
$39.2B
| $4.98M | 0.01% |
56,900
-70,000
| -55% | -$5.92M |
|
1048
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$325M
| $4.98M | 0.01% |
96,066
+57,969
| +152% | +$3.01M |
|
1049
Live Nation Entertainment
LYV
$42.6B
| $4.97M | 0.01% |
75,015
+66,215
| +752% | +$4.25M |
|
1050
Medtronic
MDT
$111B
| $4.96M | 0.01% |
50,959
-112,976
| -69% | -$10.3M |
|
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.