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 | |
|---|---|---|---|---|---|---|
251
CALL
Vanguard Real Estate ETF
VNQ
$39.4B
| $23.5M | 0.06% |
311,800
+137,700
| +79% | +$10.5M |
|
252
Lockheed Martin
LMT
$132B
| $23.5M | 0.06% |
69,580
+36,821
| +112% | +$12.5M |
|
253
CALL
XPO
XPO
$23.4B
| $23.5M | 0.06% |
667,623
+361,424
| +118% | +$12.1M |
|
254
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
| $23.3M | 0.06% |
300,511
+295,629
| +6,055% | +$23.3M |
|
255
CALL
Lam Research
LRCX
$373B
| $23.1M | 0.06% |
1,139,000
-1,447,000
| -56% | -$28.7M |
|
256
CALL
TJX Companies
TJX
$176B
| $23M | 0.06% |
564,600
-34,600
| -6% | -$1.37M |
|
257
Booking.com
BKNG
$150B
| $23M | 0.06% |
276,550
-321,525
| -54% | -$25.3M |
|
|
X
258
PUT
DELISTED
US Steel
X
| $22.9M | 0.06% |
649,700
+412,400
| +174% | +$16.3M |
|
259
Applied Materials
AMAT
$398B
| $22.8M | 0.06% |
410,151
-216,529
| -35% | -$12.1M |
|
260
CALL
Invesco QQQ Trust
QQQ
$450B
| $22.8M | 0.06% |
142,400
-20,600
| -13% | -$3.4M |
|
|
XYZ
261
CALL
Block Inc
XYZ
$49.2B
| $22.8M | 0.06% |
463,400
-176,000
| -28% | -$8.08M |
|
|
UWT
262
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $22.7M | 0.06% |
748,246
+438,147
| +141% | +$12.2M |
|
263
PUT
Ulta Beauty
ULTA
$22.2B
| $22.6M | 0.06% |
110,600
-87,200
| -44% | -$18.9M |
|
264
Vanguard FTSE Pacific ETF
VPL
$8.16B
| $22.5M | 0.06% |
308,881
+204,815
| +197% | +$15.2M |
|
265
Baidu
BIDU
$36.5B
| $22.5M | 0.06% |
100,930
-19,650
| -16% | -$4.84M |
|
266
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $22.4M | 0.06% |
274,700
+76,500
| +39% | +$6.52M |
|
267
PUT
Wynn Resorts
WYNN
$10.5B
| $22.3M | 0.06% |
122,300
-24,900
| -17% | -$4.3M |
|
|
VMW
268
CALL
DELISTED
VMware, Inc
VMW
| $22.3M | 0.06% |
183,600
+160,300
| +688% | +$20.2M |
|
|
NBIS
269
CALL
Nebius Group N.V.
NBIS
$47.8B
| $22.2M | 0.06% |
561,900
+524,100
| +1,387% | +$20.6M |
|
270
iShares US Home Construction ETF
ITB
$2.29B
| $22.1M | 0.06% |
560,504
+382,704
| +215% | +$16M |
|
271
ArcelorMittal
MT
$52.3B
| $21.6M | 0.06% |
678,923
+609,052
| +872% | +$20.9M |
|
272
Northrop Grumman
NOC
$76B
| $21.3M | 0.06% |
60,979
+39,527
| +184% | +$13.2M |
|
273
PUT
iShares Russell 1000 Value ETF
IWD
$81.8B
| $21.2M | 0.05% |
177,000
+175,100
| +9,216% | +$21.8M |
|
274
WisdomTree US High Dividend Fund
DHS
$1.56B
| $21.2M | 0.05% |
311,116
+257,230
| +477% | +$18.2M |
|
275
PUT
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
| $21.2M | 0.05% |
344,200
-183,000
| -35% | -$11.4M |
|
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.