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 | |
|---|---|---|---|---|---|---|
601
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.52B
| $10.2M | 0.02% |
161,500
-80,600
| -33% | -$5.28M |
|
|
EEB
602
DELISTED
Invesco BRIC ETF
EEB
| $10.2M | 0.02% |
282,004
+221,129
| +363% | +$8.32M |
|
603
NetEase
NTES
$81.5B
| $10.2M | 0.02% |
201,200
+109,795
| +120% | +$5.61M |
|
604
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $10.2M | 0.02% |
101,991
-273,807
| -73% | -$27.3M |
|
605
PUT
Halliburton
HAL
$26.1B
| $10.2M | 0.02% |
225,400
-89,500
| -28% | -$4.46M |
|
606
CALL
Amgen
AMGN
$212B
| $10.2M | 0.02% |
55,000
-29,700
| -35% | -$5.25M |
|
607
PUT
Wells Fargo
WFC
$263B
| $10.1M | 0.02% |
182,500
+55,500
| +44% | +$2.97M |
|
608
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.72B
| $10.1M | 0.02% |
201,319
+195,348
| +3,272% | +$9.92M |
|
609
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.61B
| $10M | 0.02% |
215,360
+73,225
| +52% | +$3.42M |
|
610
CALL
AbbVie
ABBV
$465B
| $10M | 0.02% |
108,300
-213,100
| -66% | -$20.8M |
|
611
Franklin High Yield Corporate ETF
FLHY
$1.21B
| $10M | 0.02% |
+399,849
| New | +$10.1M |
|
612
CALL
Philip Morris
PM
$312B
| $10M | 0.02% |
124,000
+95,300
| +332% | +$8.09M |
|
613
CALL
3M
MMM
$94.1B
| $9.99M | 0.02% |
60,757
-33,249
| -35% | -$5.67M |
|
614
Phillips 66
PSX
$82.5B
| $9.99M | 0.02% |
88,962
+67,954
| +323% | +$7.64M |
|
615
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$384M
| $9.99M | 0.02% |
185,004
+141,551
| +326% | +$8.19M |
|
616
iShares US Real Estate ETF
IYR
$4.76B
| $9.99M | 0.02% |
+123,930
| New | +$9.55M |
|
617
KraneShares Asia Pacific High Income Bond ETF
KHYB
$15.7M
| $9.89M | 0.02% |
+247,500
| New | +$9.92M |
|
618
iShares MSCI Europe Financials ETF
EUFN
$4.05B
| $9.87M | 0.02% |
488,076
+314,723
| +182% | +$7.09M |
|
619
PUT
Vanguard S&P 500 ETF
VOO
$971B
| $9.86M | 0.02% |
39,500
+35,800
| +968% | +$8.89M |
|
620
PUT
KKR & Co
KKR
$92.2B
| $9.84M | 0.02% |
395,800
+168,200
| +74% | +$3.74M |
|
621
iShares MSCI EAFE Value ETF
EFV
$28.4B
| $9.83M | 0.02% |
191,400
-86,581
| -31% | -$4.73M |
|
622
iShares MSCI ACWI ETF
ACWI
$32.5B
| $9.82M | 0.02% |
138,064
+12,574
| +10% | +$912K |
|
623
iShares MSCI France ETF
EWQ
$329M
| $9.81M | 0.02% |
321,372
+185,523
| +137% | +$5.95M |
|
|
HES
624
DELISTED
Hess
HES
| $9.78M | 0.02% |
146,268
+129,471
| +771% | +$7.73M |
|
625
Elevance Health
ELV
$83.7B
| $9.78M | 0.02% |
41,068
+30,335
| +283% | +$7.02M |
|
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.