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 | |
|---|---|---|---|---|---|---|
301
Intel
INTC
$460B
| $19.4M | 0.05% |
372,457
+123,158
| +49% | +$5.85M |
|
302
IBM
IBM
$209B
| $19.2M | 0.05% |
131,178
+96,216
| +275% | +$14.6M |
|
303
PUT
PayPal
PYPL
$49.3B
| $19.2M | 0.05% |
252,800
+141,300
| +127% | +$11.2M |
|
304
Qualcomm
QCOM
$159B
| $19.2M | 0.05% |
345,774
-424,026
| -55% | -$27M |
|
305
iShares Global Consumer Discretionary ETF
RXI
$255M
| $19.2M | 0.05% |
171,807
+140,659
| +452% | +$16.1M |
|
306
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.61B
| $19.1M | 0.05% |
401,606
+263,013
| +190% | +$12.7M |
|
307
CALL
Citigroup
C
$222B
| $19.1M | 0.05% |
282,600
-7,500
| -3% | -$564K |
|
308
CSX Corp
CSX
$93B
| $19M | 0.05% |
1,025,151
+544,839
| +113% | +$10.2M |
|
309
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
| $19M | 0.05% |
365,401
+302,588
| +482% | +$16M |
|
310
JPMorgan Diversified Return International Equity ETF
JPIN
$372M
| $18.8M | 0.05% |
317,165
+202,621
| +177% | +$12.2M |
|
311
PUT
Western Digital
WDC
$184B
| $18.8M | 0.05% |
269,098
+119,731
| +80% | +$8.06M |
|
312
VF Corp
VFC
$5.88B
| $18.7M | 0.05% |
268,425
+252,137
| +1,548% | +$18.2M |
|
313
PUT
FedEx
FDX
$73B
| $18.7M | 0.05% |
77,900
+19,600
| +34% | +$4.96M |
|
314
CALL
Gilead Sciences
GILD
$163B
| $18.7M | 0.05% |
247,500
+97,000
| +64% | +$7.71M |
|
315
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
| $18.6M | 0.05% |
793,669
-152,045
| -16% | -$17.5M |
|
316
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $18.6M | 0.05% |
+77,100
| New | +$19.4M |
|
317
iShares US Consumer Discretionary ETF
IYC
$1.16B
| $18.6M | 0.05% |
408,312
+334,904
| +456% | +$15.8M |
|
|
TWTR
318
CALL
DELISTED
Twitter, Inc.
TWTR
| $18.6M | 0.05% |
641,100
-189,200
| -23% | -$5.55M |
|
319
State Street SPDR S&P China ETF
GXC
$460M
| $18.5M | 0.05% |
166,701
+97,949
| +142% | +$11.2M |
|
320
Invesco QQQ Trust
QQQ
$450B
| $18.5M | 0.05% |
115,224
-33,076
| -22% | -$5.46M |
|
321
CALL
Cognizant
CTSH
$24.3B
| $18.4M | 0.05% |
228,600
+191,000
| +508% | +$15.1M |
|
322
iShares Core S&P 500 ETF
IVV
$872B
| $18.4M | 0.05% |
+69,176
| New | +$19M |
|
|
323
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $18.3M | 0.05% |
+75,900
| New | +$19.1M |
|
324
British American Tobacco
BTI
$133B
| $18.3M | 0.05% |
317,267
-85,285
| -21% | -$5.36M |
|
325
PUT
ProShares Ultra QQQ
QLD
$12.5B
| $18.2M | 0.05% |
1,905,600
+1,175,200
| +161% | +$12M |
|
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.