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 | |
|---|---|---|---|---|---|---|
651
Vanguard Russell 1000 Growth ETF
VONG
$42.1B
| $9.19M | 0.02% |
250,024
+80,392
| +47% | +$2.91M |
|
652
AdvisorShares Dorsey Wright ADR ETF
AADR
$38.6M
| $9.16M | 0.02% |
+172,069
| New | +$9.99M |
|
653
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$330M
| $9.15M | 0.02% |
169,835
+33,477
| +25% | +$1.95M |
|
654
CALL
Enbridge
ENB
$121B
| $9.14M | 0.02% |
+256,200
| New | +$8.11M |
|
655
iShares MSCI South Korea ETF
EWY
$21.1B
| $9.12M | 0.02% |
134,677
+57,966
| +76% | +$4.23M |
|
656
PUT
Ollie's Bargain Outlet
OLLI
$4.17B
| $9.09M | 0.02% |
+125,400
| New | +$8.47M |
|
|
MFGP
657
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $9.08M | 0.02% |
+434,712
| New | +$9.17M |
|
658
CALL
Twilio
TWLO
$29.5B
| $9.08M | 0.02% |
162,100
-14,100
| -8% | -$698K |
|
659
Illumina
ILMN
$29.2B
| $9.06M | 0.02% |
33,334
+26,207
| +368% | +$6.67M |
|
660
PUT
Cisco
CSCO
$456B
| $9.05M | 0.02% |
210,300
-97,300
| -32% | -$4.25M |
|
661
PUT
Advance Auto Parts
AAP
$3.54B
| $9.02M | 0.02% |
66,500
+51,100
| +332% | +$6.21M |
|
662
CALL
General Motors
GM
$81.7B
| $9.02M | 0.02% |
229,000
+78,500
| +52% | +$3.09M |
|
|
CTLT
663
DELISTED
CATALENT, INC.
CTLT
| $9.02M | 0.02% |
+215,343
| New | +$8.7M |
|
664
DuPont de Nemours
DD
$19B
| $9.02M | 0.02% |
54,021
+18,903
| +54% | +$3.16M |
|
665
PUT
Northrop Grumman
NOC
$78B
| $9.02M | 0.02% |
29,300
-71,700
| -71% | -$23.7M |
|
|
666
PUT
General Motors
GM
$81.7B
| $9.01M | 0.02% |
228,700
+30,400
| +15% | +$1.2M |
|
667
CALL
Ralph Lauren
RL
$22.5B
| $8.98M | 0.02% |
71,400
+67,700
| +1,830% | +$8.22M |
|
668
Okta
OKTA
$23.7B
| $8.97M | 0.02% |
178,095
+146,306
| +460% | +$6.96M |
|
669
CALL
PENN Entertainment
PENN
$2.82B
| $8.89M | 0.02% |
264,800
+209,800
| +381% | +$6.55M |
|
670
CALL
CVS Health
CVS
$140B
| $8.84M | 0.02% |
137,300
+69,000
| +101% | +$4.55M |
|
|
ABMD
671
DELISTED
Abiomed Inc
ABMD
| $8.83M | 0.02% |
21,581
+8,672
| +67% | +$3.14M |
|
672
CALL
Corpay
CPAY
$25.1B
| $8.83M | 0.02% |
41,900
+39,400
| +1,576% | +$8.09M |
|
673
CALL
Texas Instruments
TXN
$253B
| $8.79M | 0.02% |
79,700
+43,500
| +120% | +$4.71M |
|
|
CPE
674
CALL
DELISTED
Callon Petroleum Company
CPE
| $8.76M | 0.02% |
81,540
+56,540
| +226% | +$7.01M |
|
675
Chubb
CB
$141B
| $8.74M | 0.02% |
68,813
+52,662
| +326% | +$7M |
|
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.