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
|
+$443M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$318M |
| 3 |
Meta Platforms (Facebook)
META
|
+$282M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$156M |
| 5 |
Amazon
AMZN
|
+$154M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.85B |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$367M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$260M |
| 4 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$138M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$120M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.36% |
| 2 | Communication Services | 2.28% |
| 3 | Industrials | 2.21% |
| 4 | Technology | 2.19% |
| 5 | Financials | 1.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Regeneron Pharmaceuticals
REGN
$77.4B
| $26M | 0.07% |
75,500
+7,200
| +11% | +$2.5M |
|
227
Wynn Resorts
WYNN
$10.5B
| $25.9M | 0.07% |
142,019
+117,108
| +470% | +$20.2M |
|
228
PUT
W.W. Grainger
GWW
$64B
| $25.8M | 0.07% |
91,300
-22,800
| -20% | -$5.97M |
|
229
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
| $25.6M | 0.07% |
398
+180
| +83% | +$11.3M |
|
230
PUT
Cigna
CI
$76.1B
| $25.6M | 0.07% |
+152,600
| New | +$29.7M |
|
|
AGN
231
CALL
DELISTED
Allergan plc
AGN
| $25.5M | 0.07% |
151,500
+127,000
| +518% | +$21.3M |
|
232
ASML
ASML
$634B
| $25.4M | 0.07% |
128,161
+123,011
| +2,389% | +$24.2M |
|
233
CALL
PayPal
PYPL
$49.3B
| $25.4M | 0.07% |
334,700
+106,000
| +46% | +$8.41M |
|
234
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.58B
| $25.2M | 0.07% |
488,462
+110,535
| +29% | +$5.76M |
|
235
PUT
Henry Schein
HSIC
$9.7B
| $25.1M | 0.06% |
+475,830
| New | +$26.4M |
|
236
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $25M | 0.06% |
+241,900
| New | +$24.9M |
|
237
KraneShares CSI China Internet ETF
KWEB
$5.55B
| $24.9M | 0.06% |
404,549
+332,532
| +462% | +$21.3M |
|
238
CALL
Johnson & Johnson
JNJ
$617B
| $24.6M | 0.06% |
191,900
+136,700
| +248% | +$18.5M |
|
239
PUT
Align Technology
ALGN
$12.4B
| $24.6M | 0.06% |
97,800
+81,400
| +496% | +$20.9M |
|
240
Walmart Inc
WMT
$884B
| $24.5M | 0.06% |
825,276
-623,043
| -43% | -$20M |
|
241
PUT
ProShares UltraShort S&P500
SDS
$420M
| $24.4M | 0.06% |
23,820
+15,336
| +181% | +$14.9M |
|
242
PUT
IBM
IBM
$209B
| $24.4M | 0.06% |
166,209
+106,378
| +178% | +$16.1M |
|
243
iShares Core MSCI Pacific ETF
IPAC
$2.68B
| $24.3M | 0.06% |
+406,382
| New | +$24.7M |
|
|
RTN
244
PUT
DELISTED
Raytheon Company
RTN
| $24.3M | 0.06% |
112,700
+60,600
| +116% | +$12.5M |
|
245
PUT
iShares MSCI Japan ETF
EWJ
$22.1B
| $24M | 0.06% |
395,300
-377,300
| -49% | -$23.2M |
|
246
iShares Russell Mid-Cap ETF
IWR
$56.1B
| $24M | 0.06% |
464,308
+236,360
| +104% | +$12.5M |
|
|
CELG
247
PUT
DELISTED
Celgene Corp
CELG
| $23.9M | 0.06% |
268,300
+213,500
| +390% | +$20.5M |
|
248
United Parcel Service
UPS
$89.5B
| $23.9M | 0.06% |
228,159
+146,777
| +180% | +$17M |
|
249
CALL
Burlington
BURL
$23.4B
| $23.9M | 0.06% |
179,200
-313,900
| -64% | -$38.8M |
|
250
CALL
iShares MSCI Mexico ETF
EWW
$1.93B
| $23.7M | 0.06% |
459,800
+440,200
| +2,246% | +$22.6M |
|
Similar funds
Jane Street's Q1 2018 Portfolio in Review
As of Q1 2018, Jane Street held 5,932 positions worth $38.7B, up 11% from $34.8B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Jane Street deployed $4.12B of net new capital in Q1 2018, opening 1,443 new positions and adding to 1,807 existing holdings. Its largest new stake was iShares MBS ETF: 1,299,616 shares worth $136M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.4% of assets, up from 1.8% a quarter earlier, followed by Communication Services and Industrials.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $1.85B trimmed.
- Jane Street's largest Q1 2018 buy was iShares MBS ETF: 1,299,616 shares worth $136M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q1 2018, an estimated $443M increase.
- Jane Street's biggest Q1 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.85B.
- Jane Street fully exited Vanguard Total International Stock ETF in Q1 2018, selling an estimated $98.2M.
- Jane Street's ten largest holdings make up 19% of its $38.7B portfolio in Q1 2018.
- Jane Street opened 1,443 new positions and closed 1,205 in Q1 2018.
- Jane Street's portfolio value rose 11% quarter-over-quarter to $38.7B.
Based on Jane Street's 13F filing for Q1 2018, filed 15 May 2018.