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 | |
|---|---|---|---|---|---|---|
51
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $106M | 0.25% |
2,772,200
+2,090,000
| +306% | +$84.9M |
|
52
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $101M | 0.24% |
1,192,431
-704,644
| -37% | -$60.4M |
|
53
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $99.4M | 0.23% |
1,933,541
+1,199,581
| +163% | +$61.5M |
|
54
CALL
Baidu
BIDU
$35.8B
| $97.7M | 0.23% |
402,100
-105,800
| -21% | -$26.3M |
|
55
PUT
Microsoft
MSFT
$2.84T
| $96.4M | 0.23% |
978,000
+370,000
| +61% | +$35.9M |
|
56
CALL
Costco
COST
$415B
| $96.3M | 0.23% |
460,700
+364,500
| +379% | +$72M |
|
|
57
British American Tobacco
BTI
$132B
| $95.6M | 0.22% |
1,895,166
+1,577,899
| +497% | +$83.1M |
|
58
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $95.1M | 0.22% |
781,400
-589,700
| -43% | -$70.5M |
|
59
PUT
ProShares UltraPro QQQ
TQQQ
$31.1B
| $94.4M | 0.22% |
13,224,800
-8,773,600
| -40% | -$59.2M |
|
60
Diageo
DEO
$46.2B
| $94.1M | 0.22% |
654,416
+123,438
| +23% | +$17.7M |
|
61
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $93.1M | 0.22% |
568,300
-386,000
| -40% | -$61.8M |
|
62
CALL
VanEck Semiconductor ETF
SMH
$67.6B
| $91.7M | 0.22% |
1,785,800
-711,000
| -28% | -$37.1M |
|
|
63
PUT
Costco
COST
$415B
| $91.6M | 0.22% |
438,200
+252,500
| +136% | +$49.9M |
|
|
64
Alphabet (Google) Class C
GOOG
$3.9T
| $87.2M | 0.2% |
1,562,980
-1,183,480
| -43% | -$63.9M |
|
65
PUT
United States Oil Fund
USO
$2.45B
| $84.5M | 0.2% |
701,000
+80,625
| +13% | +$8.85M |
|
66
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $84.3M | 0.2% |
885,200
-489,900
| -36% | -$45M |
|
67
Goldman Sachs
GS
$313B
| $79.8M | 0.19% |
361,976
+214,684
| +146% | +$51.2M |
|
68
AB InBev
BUD
$158B
| $78.3M | 0.18% |
774,335
+733,263
| +1,785% | +$72.7M |
|
69
Netflix
NFLX
$292B
| $76.1M | 0.18% |
1,944,170
-1,731,000
| -47% | -$59M |
|
|
TWTR
70
CALL
DELISTED
Twitter, Inc.
TWTR
| $75.8M | 0.18% |
1,735,800
+1,094,700
| +171% | +$38.4M |
|
|
71
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $75.3M | 0.18% |
791,500
+455,400
| +135% | +$41.9M |
|
72
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $73.6M | 0.17% |
+689,400
| New | +$75.2M |
|
73
CALL
FedEx
FDX
$74.5B
| $73.3M | 0.17% |
322,600
+152,000
| +89% | +$37.7M |
|
74
CALL
Salesforce
CRM
$134B
| $72.9M | 0.17% |
534,800
+236,100
| +79% | +$30.1M |
|
75
CALL
iShares Core S&P 500 ETF
IVV
$876B
| $72.3M | 0.17% |
264,800
+241,600
| +1,041% | +$65.7M |
|
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.