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 | |
|---|---|---|---|---|---|---|
1426
CALL
iShares US Healthcare ETF
IYH
$3.44B
| $3.21M | 0.01% |
90,000
-50,000
| -36% | -$1.76M |
|
1427
PUT
Vanguard Small-Cap ETF
VB
$78.9B
| $3.21M | 0.01% |
20,600
+8,200
| +66% | +$1.25M |
|
|
GLUU
1428
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $3.21M | 0.01% |
500,000
+444,400
| +799% | +$2.31M |
|
1429
PUT
Constellium
CSTM
$3.76B
| $3.2M | 0.01% |
310,300
+266,200
| +604% | +$3.09M |
|
1430
PUT
Merck
MRK
$322B
| $3.19M | 0.01% |
55,125
-44,645
| -45% | -$2.52M |
|
1431
ProShares Hedge Replication ETF
HDG
$21.8M
| $3.19M | 0.01% |
70,866
+60,804
| +604% | +$2.76M |
|
1432
CALL
Five Below
FIVE
$11.6B
| $3.19M | 0.01% |
32,600
-38,200
| -54% | -$3.07M |
|
|
ACC
1433
DELISTED
American Campus Communities, Inc.
ACC
| $3.17M | 0.01% |
+74,049
| New | +$2.96M |
|
1434
Newmont
NEM
$96.2B
| $3.17M | 0.01% |
84,175
-71,090
| -46% | -$2.8M |
|
|
BZUN
1435
CALL
Baozun
BZUN
$179M
| $3.17M | 0.01% |
58,000
-21,900
| -27% | -$1.16M |
|
1436
PUT
Dollar Tree
DLTR
$24.8B
| $3.17M | 0.01% |
37,300
-75,500
| -67% | -$6.96M |
|
1437
CALL
Cognizant
CTSH
$26.5B
| $3.17M | 0.01% |
40,100
-188,500
| -82% | -$14.8M |
|
1438
PUT
Zscaler
ZS
$24.9B
| $3.17M | 0.01% |
+88,600
| New | +$2.7M |
|
1439
Advanced Micro Devices
AMD
$700B
| $3.17M | 0.01% |
211,267
-272,989
| -56% | -$3.47M |
|
1440
Enterprise Products Partners
EPD
$83.7B
| $3.16M | 0.01% |
114,322
-73,829
| -39% | -$2.02M |
|
1441
Weyerhaeuser
WY
$17.6B
| $3.16M | 0.01% |
86,710
+53,130
| +158% | +$1.94M |
|
1442
Pacer Global Cash Cows Dividend ETF
GCOW
$3.43B
| $3.16M | 0.01% |
103,674
+58,558
| +130% | +$1.81M |
|
1443
KB Financial Group
KB
$39.5B
| $3.16M | 0.01% |
67,971
+46,260
| +213% | +$2.44M |
|
1444
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.24B
| $3.16M | 0.01% |
65,041
+60,270
| +1,263% | +$2.79M |
|
1445
PUT
AbbVie
ABBV
$465B
| $3.15M | 0.01% |
34,000
-91,900
| -73% | -$8.98M |
|
1446
PUT
ConocoPhillips
COP
$144B
| $3.15M | 0.01% |
45,200
+24,200
| +115% | +$1.61M |
|
1447
FlexShares International Quality Dividend Index Fund
IQDF
$1.12B
| $3.14M | 0.01% |
129,100
+92,187
| +250% | +$2.38M |
|
1448
ProShares Short 20+ Year Treasury ETF
TBF
$87.2M
| $3.14M | 0.01% |
138,758
-79,689
| -36% | -$1.84M |
|
1449
PUT
H&R Block
HRB
$5.98B
| $3.14M | 0.01% |
+137,800
| New | +$3.66M |
|
|
UNIT
1450
CALL
Uniti Group
UNIT
$2.52B
| $3.13M | 0.01% |
+156,500
| New | +$3.05M |
|
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.