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 | |
|---|---|---|---|---|---|---|
|
26
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $267M | 0.63% |
6,335,228
-3,498,202
| -36% | -$158M |
|
|
27
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $251M | 0.59% |
924,700
+470,400
| +104% | +$127M |
|
28
CALL
Boeing
BA
$165B
| $249M | 0.58% |
741,600
+192,700
| +35% | +$66.3M |
|
29
Apple
AAPL
$4.89T
| $233M | 0.55% |
5,042,864
+1,634,068
| +48% | +$74.1M |
|
|
30
CALL
Alphabet (Google) Class C
GOOG
$3.9T
| $225M | 0.53% |
4,036,000
-408,000
| -9% | -$22M |
|
|
31
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $214M | 0.5% |
4,982,556
+4,947,141
| +13,969% | +$221M |
|
|
32
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $201M | 0.47% |
3,604,000
+80,000
| +2% | +$4.32M |
|
33
PUT
Invesco QQQ Trust
QQQ
$455B
| $201M | 0.47% |
1,169,900
+515,300
| +79% | +$86.4M |
|
34
PUT
NVIDIA
NVDA
$5.01T
| $191M | 0.45% |
32,276,000
-4,084,000
| -11% | -$24.8M |
|
35
CALL
Microsoft
MSFT
$2.84T
| $189M | 0.44% |
1,915,200
+920,600
| +93% | +$89.2M |
|
36
iShares MSCI Emerging Markets ETF
EEM
$28B
| $183M | 0.43% |
4,227,817
+522,832
| +14% | +$24.2M |
|
37
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $183M | 0.43% |
4,256,400
+1,800,900
| +73% | +$84.2M |
|
38
PUT
Alibaba
BABA
$269B
| $177M | 0.42% |
954,000
-51,200
| -5% | -$9.76M |
|
|
39
PUT
Boeing
BA
$165B
| $175M | 0.41% |
521,600
+143,300
| +38% | +$49.3M |
|
|
40
Alphabet (Google) Class A
GOOGL
$3.91T
| $168M | 0.39% |
2,968,440
+1,661,620
| +127% | +$90.4M |
|
41
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
| $156M | 0.37% |
1,468,695
+35,772
| +2% | +$3.84M |
|
42
CALL
Constellation Brands
STZ
$22.2B
| $143M | 0.34% |
653,000
+305,600
| +88% | +$69M |
|
43
PUT
Booking.com
BKNG
$138B
| $133M | 0.31% |
1,640,000
-827,500
| -34% | -$69.7M |
|
44
CALL
Micron Technology
MU
$1.04T
| $132M | 0.31% |
2,524,600
-1,596,300
| -39% | -$86.3M |
|
|
45
CALL
Booking.com
BKNG
$138B
| $132M | 0.31% |
1,627,500
-430,000
| -21% | -$36.2M |
|
|
46
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $124M | 0.29% |
2,886,700
+1,281,300
| +80% | +$59.9M |
|
47
Tesla
TSLA
$1.24T
| $123M | 0.29% |
5,397,705
+3,022,545
| +127% | +$61.4M |
|
48
CALL
ProShares UltraPro QQQ
TQQQ
$31.1B
| $111M | 0.26% |
15,489,600
+794,400
| +5% | +$5.36M |
|
49
iShares MSCI EAFE ETF
EFA
$76.4B
| $106M | 0.25% |
1,589,271
-143,876
| -8% | -$10.1M |
|
50
CALL
Walmart Inc
WMT
$871B
| $106M | 0.25% |
3,722,100
-1,932,900
| -34% | -$54.9M |
|
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.