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 | |
|---|---|---|---|---|---|---|
726
Deere & Co
DE
$173B
| $8.17M | 0.02% |
58,460
-48,297
| -45% | -$7.12M |
|
727
CALL
United States Natural Gas Fund
UNG
$444M
| $8.15M | 0.02% |
86,025
-66,525
| -44% | -$6.15M |
|
728
EPAM Systems
EPAM
$5.25B
| $8.15M | 0.02% |
65,542
+61,656
| +1,587% | +$7.42M |
|
|
AGN
729
PUT
DELISTED
Allergan plc
AGN
| $8.14M | 0.02% |
48,800
-18,800
| -28% | -$3.02M |
|
730
CALL
Public Service Enterprise Group
PEG
$39.3B
| $8.13M | 0.02% |
150,200
+200
| +0.1% | +$10.3K |
|
731
CALL
First Solar
FSLR
$21.8B
| $8.12M | 0.02% |
154,200
+107,300
| +229% | +$7.02M |
|
|
VMW
732
PUT
DELISTED
VMware, Inc
VMW
| $8.11M | 0.02% |
55,200
-39,100
| -41% | -$5.39M |
|
733
Fortive
FTV
$19.5B
| $8.11M | 0.02% |
166,723
+44,951
| +37% | +$2.15M |
|
734
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.41B
| $8.09M | 0.02% |
+139,897
| New | +$8.51M |
|
735
CALL
PepsiCo
PEP
$195B
| $8.09M | 0.02% |
74,300
+34,300
| +86% | +$3.54M |
|
736
Unilever
UL
$144B
| $8.05M | 0.02% |
129,274
-23,017
| -15% | -$1.43M |
|
737
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
| $8.04M | 0.02% |
211,846
-689,978
| -77% | -$25.6M |
|
738
PUT
Equinix
EQIX
$102B
| $8.04M | 0.02% |
18,700
+10,800
| +137% | +$4.36M |
|
739
PUT
Blackrock
BLK
$170B
| $8.04M | 0.02% |
16,100
+7,600
| +89% | +$4.02M |
|
740
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $7.99M | 0.02% |
133,348
-137,139
| -51% | -$8.21M |
|
741
PUT
Voya Financial
VOYA
$9.07B
| $7.99M | 0.02% |
+170,000
| New | +$8.8M |
|
742
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
| $7.9M | 0.02% |
22,900
-52,600
| -70% | -$16.5M |
|
|
WPX
743
CALL
DELISTED
WPX Energy, Inc.
WPX
| $7.89M | 0.02% |
437,800
+398,400
| +1,011% | +$6.82M |
|
744
CALL
Petrobras
PBR
$116B
| $7.89M | 0.02% |
786,700
-141,400
| -15% | -$1.81M |
|
745
iShares MSCI Singapore ETF
EWS
$1.03B
| $7.89M | 0.02% |
+328,878
| New | +$8.72M |
|
|
TWTR
746
DELISTED
Twitter, Inc.
TWTR
| $7.89M | 0.02% |
180,615
-66,118
| -27% | -$2.32M |
|
747
Vanguard Materials ETF
VAW
$3.05B
| $7.88M | 0.02% |
59,924
+51,089
| +578% | +$6.8M |
|
748
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $7.87M | 0.02% |
171,071
+27,078
| +19% | +$1.28M |
|
749
Penumbra
PEN
$12.6B
| $7.87M | 0.02% |
+56,943
| New | +$8.11M |
|
750
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
| $7.87M | 0.02% |
162,000
+112,400
| +227% | +$5.24M |
|
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.