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 | |
|---|---|---|---|---|---|---|
|
ALXN
751
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $7.92M | 0.01% |
60,500
-8,800
| -13% | -$1.13M |
|
752
CALL
Illumina
ILMN
$29.2B
| $7.92M | 0.01% |
22,102
+13,056
| +144% | +$4.12M |
|
753
Union Pacific
UNP
$175B
| $7.91M | 0.01% |
46,794
-185,154
| -80% | -$31.7M |
|
754
CALL
Zoetis
ZTS
$32.5B
| $7.9M | 0.01% |
69,600
+42,000
| +152% | +$4.4M |
|
|
BSJN
755
DELISTED
Invesco BulletShares 2023 High Yield Corporate Bond ETF
BSJN
| $7.89M | 0.01% |
302,950
+130,513
| +76% | +$3.4M |
|
756
PUT
Take-Two Interactive
TTWO
$46.3B
| $7.89M | 0.01% |
69,500
+26,100
| +60% | +$2.69M |
|
757
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
| $7.89M | 0.01% |
25,200
+500
| +2% | +$166K |
|
758
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.1B
| $7.88M | 0.01% |
+269,664
| New | +$7.79M |
|
|
DOCU
759
CALL
DocuSign
DOCU
$10.7B
| $7.87M | 0.01% |
158,400
+89,200
| +129% | +$4.76M |
|
760
CALL
Stryker
SYK
$133B
| $7.87M | 0.01% |
38,300
+16,100
| +73% | +$3.07M |
|
761
Lam Research
LRCX
$337B
| $7.84M | 0.01% |
417,640
-993,410
| -70% | -$18.8M |
|
762
Zscaler
ZS
$24.5B
| $7.83M | 0.01% |
102,105
+19,146
| +23% | +$1.36M |
|
|
MFGP
763
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $7.83M | 0.01% |
298,610
-138,518
| -32% | -$3.66M |
|
764
CALL
Boston Scientific
BSX
$68.5B
| $7.82M | 0.01% |
182,000
-8,600
| -5% | -$331K |
|
765
PUT
Tyson Foods
TSN
$21.5B
| $7.82M | 0.01% |
96,800
+83,800
| +645% | +$6.46M |
|
766
CALL
Vanguard Dividend Appreciation ETF
VIG
$113B
| $7.81M | 0.01% |
67,800
-22,800
| -25% | -$2.56M |
|
|
WCG
767
DELISTED
Wellcare Health Plans, Inc.
WCG
| $7.8M | 0.01% |
27,379
-4,983
| -15% | -$1.37M |
|
|
IBDK
768
DELISTED
iShares iBonds Dec 2019 Term Corporate ETF
IBDK
| $7.79M | 0.01% |
313,061
+159,132
| +103% | +$3.95M |
|
|
AYX
769
DELISTED
Alteryx Inc
AYX
| $7.78M | 0.01% |
71,289
+5,775
| +9% | +$526K |
|
770
iShares Silver Trust
SLV
$27.6B
| $7.75M | 0.01% |
541,108
+309,244
| +133% | +$4.32M |
|
771
CALL
Packaging Corp of America
PKG
$22.6B
| $7.75M | 0.01% |
+81,300
| New | +$7.85M |
|
772
Deutsche Bank
DB
$67.6B
| $7.74M | 0.01% |
1,014,601
+796,802
| +366% | +$6.14M |
|
773
CALL
PagSeguro Digital
PAGS
$2.69B
| $7.73M | 0.01% |
+198,300
| New | +$6.14M |
|
774
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.73B
| $7.73M | 0.01% |
316,059
+134,479
| +74% | +$3.26M |
|
775
Nucor
NUE
$60.5B
| $7.72M | 0.01% |
140,089
+38,891
| +38% | +$2.14M |
|
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.