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 | |
|---|---|---|---|---|---|---|
1901
DB Gold Short ETN due Feb 15 2038
DGZ
$1.89M
| $2.06M | ﹤0.01% |
143,203
+18,680
| +15% | +$257K |
|
1902
CALL
Colgate-Palmolive
CL
$74.8B
| $2.05M | ﹤0.01% |
31,700
-23,200
| -42% | -$1.52M |
|
1903
FlexShares Credit-Scored US Long Corporate Bond Index Fund
LKOR
$30.1M
| $2.05M | ﹤0.01% |
+41,144
| New | +$2.07M |
|
|
IDLB
1904
DELISTED
Invesco FTSE International Low Beta Equal Weight ETF
IDLB
| $2.04M | ﹤0.01% |
69,209
+7,138
| +11% | +$217K |
|
1905
PUT
BP
BP
$112B
| $2.04M | ﹤0.01% |
47,492
-31,718
| -40% | -$1.33M |
|
1906
PUT
Papa John's
PZZA
$1.01B
| $2.04M | ﹤0.01% |
40,200
+31,600
| +367% | +$1.77M |
|
1907
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
| $2.04M | ﹤0.01% |
77,442
-585
| -0.7% | -$15.5K |
|
1908
CALL
eBay
EBAY
$51.2B
| $2.03M | ﹤0.01% |
56,100
-23,200
| -29% | -$903K |
|
1909
Pacer Trendpilot 100 ETF
PTNQ
$1.16B
| $2.03M | ﹤0.01% |
61,063
-3,845
| -6% | -$125K |
|
1910
CALL
Exelon
EXC
$48.1B
| $2.03M | ﹤0.01% |
66,875
-671,138
| -91% | -$19.2M |
|
1911
Assurant
AIZ
$13.9B
| $2.03M | ﹤0.01% |
+19,626
| New | +$1.85M |
|
1912
Ford
F
$60.9B
| $2.03M | ﹤0.01% |
183,493
-48,746
| -21% | -$558K |
|
1913
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $2.03M | ﹤0.01% |
24,351
-11,500
| -32% | -$958K |
|
1914
iShares Global Infrastructure ETF
IGF
$10.9B
| $2.03M | ﹤0.01% |
47,251
+18,829
| +66% | +$812K |
|
1915
CALL
TripAdvisor
TRIP
$1.7B
| $2.03M | ﹤0.01% |
36,400
+22,000
| +153% | +$1.05M |
|
1916
CALL
RadNet
RDNT
$4.98B
| $2.02M | ﹤0.01% |
135,000
| – | – |
|
1917
PUT
ProShares Ultra Technology
ROM
$1.01B
| $2.02M | ﹤0.01% |
157,600
+104,800
| +198% | +$1.33M |
|
|
TAO
1918
DELISTED
Invesco China Real Estate ETF
TAO
| $2.02M | ﹤0.01% |
71,631
-27,428
| -28% | -$833K |
|
|
CZR
1919
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $2.02M | ﹤0.01% |
188,400
-231,600
| -55% | -$2.71M |
|
1920
Global X MSCI Argentina ETF
ARGT
$837M
| $2.01M | ﹤0.01% |
74,636
-35,490
| -32% | -$1.14M |
|
1921
PUT
Motorola Solutions
MSI
$72.1B
| $2.01M | ﹤0.01% |
+17,300
| New | +$1.91M |
|
1922
CALL
Packaging Corp of America
PKG
$22.2B
| $2.01M | ﹤0.01% |
18,000
-17,000
| -49% | -$1.99M |
|
1923
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.07B
| $2.01M | ﹤0.01% |
87,545
-51,750
| -37% | -$1.22M |
|
1924
CALL
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$98.6M
| $2.01M | ﹤0.01% |
3,220
+3,009
| +1,426% | +$3.45M |
|
1925
Nuveen ESG International Developed Markets Equity ETF
NUDM
$689M
| $2M | ﹤0.01% |
78,009
+12,770
| +20% | +$340K |
|
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.