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 | |
|---|---|---|---|---|---|---|
151
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$875M
| $40.4M | 0.09% |
332,200
+250,800
| +308% | +$31.9M |
|
|
CELG
152
CALL
DELISTED
Celgene Corp
CELG
| $40.3M | 0.09% |
507,500
+330,400
| +187% | +$27.4M |
|
153
iShares National Muni Bond ETF
MUB
$45.1B
| $40.3M | 0.09% |
369,604
+318,899
| +629% | +$34.6M |
|
154
CALL
Autodesk
ADSK
$44.3B
| $40.3M | 0.09% |
307,300
-634,100
| -67% | -$84M |
|
|
WWE
155
CALL
DELISTED
World Wrestling Entertainment
WWE
| $39.9M | 0.09% |
+547,500
| New | +$27.7M |
|
156
PUT
Vanguard Real Estate ETF
VNQ
$39.9B
| $39.5M | 0.09% |
484,500
-604,400
| -56% | -$46.8M |
|
157
PUT
JPMorgan Chase
JPM
$939B
| $39.2M | 0.09% |
376,300
+254,100
| +208% | +$27.9M |
|
158
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $39.2M | 0.09% |
716,600
-202,800
| -22% | -$10.7M |
|
159
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $39.1M | 0.09% |
1,613,525
+1,231,949
| +323% | +$31.5M |
|
160
Schwab Fundamental International Large Company Index ETF
FNDF
$24.3B
| $39M | 0.09% |
1,320,503
+788,058
| +148% | +$24M |
|
161
TechnipFMC
FTI
$30.6B
| $38.7M | 0.09% |
1,637,610
+1,121,773
| +217% | +$26.7M |
|
162
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $38.3M | 0.09% |
628,500
-678,400
| -52% | -$42.5M |
|
163
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $38.3M | 0.09% |
1,065,900
-151,900
| -12% | -$5.68M |
|
164
CALL
iShares US Real Estate ETF
IYR
$4.59B
| $37.8M | 0.09% |
469,400
+118,400
| +34% | +$9.12M |
|
165
CALL
Dollar Tree
DLTR
$23.1B
| $37.7M | 0.09% |
443,800
+378,400
| +579% | +$34.9M |
|
166
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.31B
| $37.5M | 0.09% |
456,700
-130,200
| -22% | -$10.1M |
|
167
Canadian Natural Resources
CNQ
$96.9B
| $37.4M | 0.09% |
2,113,186
+2,017,604
| +2,111% | +$34.2M |
|
168
PUT
Caterpillar
CAT
$409B
| $37.1M | 0.09% |
273,700
-122,000
| -31% | -$18.2M |
|
169
VanEck Gold Miners ETF
GDX
$23B
| $37M | 0.09% |
1,658,626
-1,354,772
| -45% | -$30.3M |
|
170
PUT
Adobe
ADBE
$89.5B
| $36.9M | 0.09% |
151,500
+2,700
| +2% | +$639K |
|
171
PUT
ProShares UltraPro S&P 500
UPRO
$5.08B
| $36.8M | 0.09% |
1,571,000
-1,160,200
| -42% | -$26.9M |
|
172
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $35.7M | 0.08% |
325,300
-192,500
| -37% | -$20.6M |
|
173
Citigroup
C
$222B
| $35.6M | 0.08% |
532,394
-101,698
| -16% | -$7M |
|
174
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
| $35.6M | 0.08% |
753,347
+522,081
| +226% | +$25.9M |
|
175
CALL
NXP Semiconductors
NXPI
$68B
| $35M | 0.08% |
320,200
+266,600
| +497% | +$29.4M |
|
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.