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 | |
|---|---|---|---|---|---|---|
401
Adobe
ADBE
$94.5B
| $15.6M | 0.04% |
63,806
+29,465
| +86% | +$6.97M |
|
402
PUT
United States Natural Gas Fund
UNG
$458M
| $15.5M | 0.04% |
163,781
+96,531
| +144% | +$8.93M |
|
403
Booking.com
BKNG
$145B
| $15.5M | 0.04% |
191,300
-85,250
| -31% | -$7.18M |
|
404
PUT
Ralph Lauren
RL
$22.6B
| $15.4M | 0.04% |
122,800
+115,000
| +1,474% | +$14M |
|
405
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $15.4M | 0.04% |
40,380
-1,460
| -3% | -$529K |
|
406
ArcelorMittal
MT
$50.9B
| $15.4M | 0.04% |
534,372
-144,551
| -21% | -$4.8M |
|
407
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$421M
| $15.4M | 0.04% |
+154,426
| New | +$16.2M |
|
408
Encompass Health
EHC
$11.3B
| $15.3M | 0.04% |
+284,571
| New | +$14.2M |
|
409
iShare MSCI Eurozone ETF
EZU
$9.45B
| $15.3M | 0.04% |
372,163
+118,517
| +47% | +$5.17M |
|
|
DGAZ
410
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
| $15.3M | 0.04% |
33,758
+31,038
| +1,141% | +$15.7M |
|
411
PUT
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$68.4M
| $15.2M | 0.04% |
252
+83
| +49% | +$5M |
|
412
PUT
JD.com
JD
$41.8B
| $15.2M | 0.04% |
390,800
+162,100
| +71% | +$6.25M |
|
413
CALL
Macy's
M
$6.57B
| $15.2M | 0.04% |
405,300
+93,000
| +30% | +$3.12M |
|
414
CALL
Northrop Grumman
NOC
$77.8B
| $15.2M | 0.04% |
49,300
+19,900
| +68% | +$6.58M |
|
415
CALL
Deckers Outdoor
DECK
$13.3B
| $15.1M | 0.04% |
803,400
+744,000
| +1,253% | +$12.9M |
|
416
CALL
State Street SPDR S&P Retail ETF
XRT
$448M
| $15.1M | 0.04% |
310,500
+247,700
| +394% | +$11.6M |
|
417
iShares MSCI Mexico ETF
EWW
$1.91B
| $15.1M | 0.04% |
+319,793
| New | +$15.4M |
|
418
World Acceptance Corp
WRLD
$909M
| $15M | 0.04% |
+135,099
| New | +$14.7M |
|
419
Mondelez International
MDLZ
$77.9B
| $14.9M | 0.04% |
364,187
-47,045
| -11% | -$1.89M |
|
420
PUT
lululemon athletica
LULU
$13.4B
| $14.9M | 0.04% |
119,500
-100,800
| -46% | -$10.7M |
|
421
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
| $14.9M | 0.04% |
184,077
-784,398
| -81% | -$63.4M |
|
422
PUT
Electronic Arts
EA
$52.4B
| $14.9M | 0.03% |
105,500
+11,300
| +12% | +$1.47M |
|
423
Fortune Brands Innovations
FBIN
$6.14B
| $14.9M | 0.03% |
323,947
+3,993
| +1% | +$194K |
|
|
RTN
424
DELISTED
Raytheon Company
RTN
| $14.8M | 0.03% |
76,616
-6,957
| -8% | -$1.46M |
|
425
PUT
Philip Morris
PM
$305B
| $14.7M | 0.03% |
182,300
+155,900
| +591% | +$13.2M |
|
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.