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 | |
|---|---|---|---|---|---|---|
101
CALL
United States Oil Fund
USO
$2.45B
| $59.7M | 0.14% |
495,113
+42,100
| +9% | +$4.62M |
|
|
AABA
102
DELISTED
Altaba Inc
AABA
| $58.4M | 0.14% |
798,023
+746,276
| +1,442% | +$55.9M |
|
103
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $58.2M | 0.14% |
337,725
-42,125
| -11% | -$6.79M |
|
104
JPMorgan Chase
JPM
$939B
| $58M | 0.14% |
557,104
+435,226
| +357% | +$47.7M |
|
105
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $57.3M | 0.13% |
350,100
+286,200
| +448% | +$45.8M |
|
106
CALL
Bank of America
BAC
$435B
| $57.2M | 0.13% |
2,029,400
+608,000
| +43% | +$18.1M |
|
107
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $57M | 0.13% |
693,800
-669,400
| -49% | -$52.1M |
|
|
WW
108
PUT
DELISTED
WW International
WW
| $56.8M | 0.13% |
561,900
+433,400
| +337% | +$34.1M |
|
109
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $56.8M | 0.13% |
667,400
-513,900
| -44% | -$44M |
|
110
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
| $56.1M | 0.13% |
1,189,400
-493,500
| -29% | -$23.8M |
|
111
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $55.7M | 0.13% |
667,000
+392,300
| +143% | +$32.5M |
|
112
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $55.4M | 0.13% |
228,200
+151,100
| +196% | +$37.1M |
|
113
CALL
Electronic Arts
EA
$52.4B
| $54.7M | 0.13% |
388,000
+224,100
| +137% | +$29.1M |
|
114
lululemon athletica
LULU
$13B
| $54.7M | 0.13% |
438,021
+237,582
| +119% | +$25.3M |
|
115
Boeing
BA
$165B
| $54.3M | 0.13% |
161,727
-70,264
| -30% | -$24.2M |
|
116
PUT
Constellation Brands
STZ
$22.2B
| $54.1M | 0.13% |
247,400
-139,400
| -36% | -$31.5M |
|
117
PUT
Goldman Sachs
GS
$313B
| $53.8M | 0.13% |
243,900
-66,000
| -21% | -$15.7M |
|
118
Wells Fargo
WFC
$261B
| $53.4M | 0.13% |
963,187
+897,905
| +1,375% | +$48.1M |
|
119
Micron Technology
MU
$1.04T
| $53.4M | 0.13% |
1,017,583
+152,786
| +18% | +$8.26M |
|
120
PUT
Baidu
BIDU
$35.8B
| $53.2M | 0.12% |
218,900
+36,400
| +20% | +$9.06M |
|
121
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $52.9M | 0.12% |
6,130,000
+530,000
| +9% | +$4.33M |
|
|
122
Constellation Brands
STZ
$22.2B
| $52.2M | 0.12% |
238,655
-84,625
| -26% | -$19.1M |
|
123
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
| $51.5M | 0.12% |
992,946
+941,296
| +1,822% | +$48.8M |
|
124
CALL
Wynn Resorts
WYNN
$10.1B
| $51.5M | 0.12% |
307,500
-814,600
| -73% | -$150M |
|
125
CALL
Marriott International
MAR
$98.7B
| $51.4M | 0.12% |
406,200
-19,700
| -5% | -$2.68M |
|
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.