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 | |
|---|---|---|---|---|---|---|
501
Goldman Sachs JUST US Large Cap Equity ETF
JUST
$553M
| $12.3M | 0.03% |
+313,427
| New | +$12.5M |
|
502
CALL
Simon Property Group
SPG
$76.5B
| $12.3M | 0.03% |
72,100
+55,600
| +337% | +$8.85M |
|
503
Honeywell
HON
$78.7B
| $12.2M | 0.03% |
93,970
-260,659
| -74% | -$34.7M |
|
504
TSMC
TSM
$2.03T
| $12.2M | 0.03% |
334,276
-121,970
| -27% | -$4.82M |
|
505
Vanguard Small-Cap ETF
VB
$80.2B
| $12.2M | 0.03% |
78,467
-28,289
| -26% | -$4.33M |
|
506
PUT
Walmart Inc
WMT
$907B
| $12.2M | 0.03% |
427,800
-589,500
| -58% | -$16.8M |
|
507
PUT
Morgan Stanley
MS
$334B
| $12.2M | 0.03% |
257,500
+154,800
| +151% | +$8.09M |
|
508
iShares MSCI Italy ETF
EWI
$994M
| $12.2M | 0.03% |
421,878
+396,485
| +1,561% | +$12.6M |
|
509
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.15B
| $12.2M | 0.03% |
338
+254
| +302% | +$10M |
|
510
Rio Tinto
RIO
$149B
| $12.1M | 0.03% |
218,774
+136,904
| +167% | +$7.67M |
|
511
CALL
Kroger
KR
$36.7B
| $12.1M | 0.03% |
425,800
+301,100
| +241% | +$7.57M |
|
512
Littelfuse
LFUS
$9.81B
| $12.1M | 0.03% |
52,942
+40,814
| +337% | +$8.76M |
|
|
JPMV
513
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
| $12.1M | 0.03% |
177,615
+99,011
| +126% | +$6.9M |
|
514
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.61B
| $12M | 0.03% |
268,700
-469,600
| -64% | -$20.6M |
|
|
ATVI
515
CALL
DELISTED
Activision Blizzard
ATVI
| $12M | 0.03% |
156,800
-54,000
| -26% | -$3.82M |
|
516
Costco
COST
$432B
| $11.9M | 0.03% |
56,903
-29,275
| -34% | -$5.78M |
|
517
PUT
Union Pacific
UNP
$178B
| $11.9M | 0.03% |
83,900
+3,100
| +4% | +$432K |
|
518
AvalonBay Communities
AVB
$27.2B
| $11.9M | 0.03% |
69,053
+67,466
| +4,251% | +$11.1M |
|
519
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $11.9M | 0.03% |
33,400
-27,600
| -45% | -$9.7M |
|
520
Halliburton
HAL
$26.4B
| $11.8M | 0.03% |
261,583
-17,417
| -6% | -$867K |
|
521
CALL
Galicia Financial Group
GGAL
$7.79B
| $11.7M | 0.03% |
+354,000
| New | +$18.2M |
|
522
CALL
Bread Financial
BFH
$4.26B
| $11.7M | 0.03% |
62,650
+59,267
| +1,752% | +$10.1M |
|
|
MASI
523
DELISTED
Masimo
MASI
| $11.7M | 0.03% |
119,384
+115,447
| +2,932% | +$11M |
|
524
Vanguard International Dividend Appreciation ETF
VIGI
$9.06B
| $11.6M | 0.03% |
179,853
+145,750
| +427% | +$9.58M |
|
525
Accenture
ACN
$101B
| $11.6M | 0.03% |
71,186
+62,092
| +683% | +$9.66M |
|
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.