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 Emerging Markets ETF
IEMG
|
+$277M |
| 2 |
Amazon
AMZN
|
+$252M |
| 3 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$221M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$90.4M |
| 5 |
British American Tobacco
BTI
|
+$83.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$381M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$158M |
| 3 |
iShares MBS ETF
MBB
|
+$136M |
| 4 |
iShares Core US Aggregate Bond ETF
AGG
|
+$133M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$79.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 3.27% |
| 2 | Technology | 2.76% |
| 3 | Financials | 1.86% |
| 4 | Healthcare | 1.62% |
| 5 | Communication Services | 1.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RTN
226
CALL
DELISTED
Raytheon Company
RTN
| $27.3M | 0.06% |
141,100
+71,500
| +103% | +$15M |
|
227
Vanguard Total Stock Market ETF
VTI
$655B
| $27.1M | 0.06% |
192,981
-279,600
| -59% | -$39M |
|
228
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $26.9M | 0.06% |
376,150
-122,683
| -25% | -$9.1M |
|
229
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $26.9M | 0.06% |
221,209
+190,896
| +630% | +$24.2M |
|
230
PUT
iShares MSCI South Korea ETF
EWY
$22.5B
| $26.6M | 0.06% |
392,900
+211,900
| +117% | +$15.5M |
|
231
PUT
RTX Corp
RTX
$294B
| $26.5M | 0.06% |
337,345
+184,324
| +120% | +$14.4M |
|
232
CALL
Vanguard Real Estate ETF
VNQ
$39.8B
| $26.5M | 0.06% |
325,600
+13,800
| +4% | +$1.07M |
|
233
CALL
Western Digital
WDC
$172B
| $26.5M | 0.06% |
452,995
-216,840
| -32% | -$13.8M |
|
|
QEP
234
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $26.4M | 0.06% |
2,156,100
+1,067,500
| +98% | +$12.7M |
|
235
GE Aerospace
GE
$375B
| $26.3M | 0.06% |
403,792
-272,370
| -40% | -$18.2M |
|
236
Lam Research
LRCX
$365B
| $26.3M | 0.06% |
1,519,220
+1,109,260
| +271% | +$21.4M |
|
237
PUT
iShares Russell 1000 Value ETF
IWD
$81.5B
| $26.2M | 0.06% |
215,700
+38,700
| +22% | +$4.71M |
|
238
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $26.1M | 0.06% |
506,200
-633,300
| -56% | -$32.2M |
|
239
iShares MSCI EAFE Growth ETF
EFG
$16.4B
| $26M | 0.06% |
+330,065
| New | +$26.7M |
|
240
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $25.9M | 0.06% |
675,905
+322,009
| +91% | +$13.1M |
|
241
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $25.9M | 0.06% |
820,066
+191,004
| +30% | +$6.23M |
|
|
CELG
242
DELISTED
Celgene Corp
CELG
| $25.8M | 0.06% |
324,972
+150,989
| +87% | +$12.5M |
|
|
VXX
243
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $25.8M | 0.06% |
696,400
-741,725
| -52% | -$28.7M |
|
|
VXX
244
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $25.8M | 0.06% |
696,200
-2,613,800
| -79% | -$101M |
|
245
PUT
ProShares UltraShort S&P500
SDS
$424M
| $25.7M | 0.06% |
26,908
+3,088
| +13% | +$3M |
|
246
PUT
Campbell Soup
CPB
$6.67B
| $25.6M | 0.06% |
631,300
+607,900
| +2,598% | +$23.7M |
|
247
PUT
Hilton Worldwide
HLT
$75.3B
| $25.4M | 0.06% |
320,700
+311,200
| +3,276% | +$25.3M |
|
248
Prudential
PUK
$36.6B
| $25.3M | 0.06% |
570,578
-44,750
| -7% | -$2.18M |
|
249
PUT
ProShares Ultra S&P500
SSO
$7.72B
| $25.2M | 0.06% |
1,814,400
+468,800
| +35% | +$6.46M |
|
250
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $25.2M | 0.06% |
47,925
-24,405
| -34% | -$13.1M |
|
Similar funds
Jane Street's Q2 2018 Portfolio in Review
As of Q2 2018, Jane Street held 6,155 positions worth $42.6B, up 10% from $38.7B the previous quarter. Its ten largest holdings account for 22% of the portfolio.
Jane Street deployed $2.21B of net new capital in Q2 2018, opening 1,425 new positions and adding to 1,766 existing holdings. Its largest new stake was iShares MSCI EAFE Growth ETF: 330,065 shares worth $26M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3.3% of assets, up from 2.4% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Meta Platforms (Facebook), an estimated $381M trimmed.
- Jane Street's largest Q2 2018 buy was iShares MSCI EAFE Growth ETF: 330,065 shares worth $26M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q2 2018, an estimated $277M increase.
- Jane Street's biggest Q2 2018 reduction was Meta Platforms (Facebook), cutting an estimated $381M.
- Jane Street fully exited iShares MBS ETF in Q2 2018, selling an estimated $136M.
- Jane Street's ten largest holdings make up 22% of its $42.6B portfolio in Q2 2018.
- Jane Street opened 1,425 new positions and closed 1,261 in Q2 2018.
- Jane Street's portfolio value rose 10% quarter-over-quarter to $42.6B.
Based on Jane Street's 13F filing for Q2 2018, filed 15 Aug 2018.