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 | |
|---|---|---|---|---|---|---|
|
DISH
1726
CALL
DELISTED
DISH Network Corp.
DISH
| $2.41M | 0.01% |
71,800
-10,900
| -13% | -$372K |
|
1727
Hartford Financial Services
HIG
$39.9B
| $2.41M | 0.01% |
47,098
+26,351
| +127% | +$1.38M |
|
1728
PUT
Fastenal
FAST
$54.8B
| $2.41M | 0.01% |
200,000
+154,000
| +335% | +$1.99M |
|
1729
Xtrackers Low Beta High Yield Bond ETF
HYDW
$65.1M
| $2.4M | 0.01% |
+49,126
| New | +$2.4M |
|
|
SHPG
1730
CALL
DELISTED
Shire pic
SHPG
| $2.4M | 0.01% |
14,200
-25,000
| -64% | -$4.03M |
|
1731
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $2.39M | 0.01% |
+95,700
| New | +$2.33M |
|
1732
PUT
Corning
GLW
$107B
| $2.38M | 0.01% |
86,700
+65,000
| +300% | +$1.8M |
|
1733
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$187M
| $2.38M | 0.01% |
110,020
-31,260
| -22% | -$681K |
|
1734
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$89M
| $2.38M | 0.01% |
41,215
+13,024
| +46% | +$746K |
|
|
XLNX
1735
DELISTED
Xilinx Inc
XLNX
| $2.38M | 0.01% |
36,431
+18,960
| +109% | +$1.29M |
|
1736
Cambria Global Value ETF
GVAL
$569M
| $2.37M | 0.01% |
+100,022
| New | +$2.53M |
|
1737
Ecolab
ECL
$79.8B
| $2.37M | 0.01% |
16,904
+6,542
| +63% | +$944K |
|
|
GHL
1738
DELISTED
Greenhill & Co., Inc.
GHL
| $2.37M | 0.01% |
83,391
-44,012
| -35% | -$1.08M |
|
|
DMRL
1739
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $2.36M | 0.01% |
43,531
+19,979
| +85% | +$1.08M |
|
1740
PUT
CME Group
CME
$95.4B
| $2.36M | 0.01% |
14,400
-17,500
| -55% | -$2.86M |
|
1741
Universal Display
OLED
$3.75B
| $2.36M | 0.01% |
27,430
-62,323
| -69% | -$5.94M |
|
1742
Insulet
PODD
$11.8B
| $2.36M | 0.01% |
27,525
+21,575
| +363% | +$1.94M |
|
1743
CALL
Avis
CAR
$5.47B
| $2.36M | 0.01% |
72,500
+49,100
| +210% | +$2.14M |
|
1744
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$762M
| $2.36M | 0.01% |
83,931
-281,885
| -77% | -$8.08M |
|
1745
iShares California Muni Bond ETF
CMF
$4.55B
| $2.35M | 0.01% |
40,211
+8,306
| +26% | +$484K |
|
1746
Huntington Ingalls Industries
HII
$11B
| $2.35M | 0.01% |
10,843
-497
| -4% | -$115K |
|
1747
Agnico Eagle Mines
AEM
$72.2B
| $2.35M | 0.01% |
51,267
-45,792
| -47% | -$2.01M |
|
1748
PUT
Vulcan Materials
VMC
$36.8B
| $2.35M | 0.01% |
18,200
+10,800
| +146% | +$1.33M |
|
1749
Petrobras
PBR
$120B
| $2.35M | 0.01% |
234,114
-21,261
| -8% | -$272K |
|
1750
PUT
Goodyear
GT
$2.09B
| $2.34M | 0.01% |
100,300
-456,500
| -82% | -$11.7M |
|
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.