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 | |
|---|---|---|---|---|---|---|
326
CALL
Costco
COST
$422B
| $18.1M | 0.05% |
96,200
-390,500
| -80% | -$73.7M |
|
327
Henry Schein
HSIC
$9.65B
| $18.1M | 0.05% |
343,649
+286,410
| +500% | +$15.9M |
|
|
RTN
328
DELISTED
Raytheon Company
RTN
| $18M | 0.05% |
83,573
+23,496
| +39% | +$4.86M |
|
329
lululemon athletica
LULU
$13.5B
| $17.9M | 0.05% |
200,439
+188,682
| +1,605% | +$15.1M |
|
330
PUT
ProShares Ultra S&P500
SSO
$7.71B
| $17.7M | 0.05% |
1,345,600
-2,161,600
| -62% | -$30.7M |
|
331
PUT
NetEase
NTES
$84.6B
| $17.7M | 0.05% |
315,000
-250,000
| -44% | -$15.7M |
|
332
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
| $17.7M | 0.05% |
+574,614
| New | +$17.7M |
|
333
CALL
Hilton Worldwide
HLT
$72.2B
| $17.7M | 0.05% |
+224,200
| New | +$18.4M |
|
334
PUT
Chevron
CVX
$382B
| $17.3M | 0.04% |
151,900
+113,300
| +294% | +$13.5M |
|
335
CALL
3M
MMM
$90.5B
| $17.3M | 0.04% |
94,006
+87,308
| +1,303% | +$17.3M |
|
336
Chipotle Mexican Grill
CMG
$47.7B
| $17.2M | 0.04% |
2,660,000
+550,400
| +26% | +$3.47M |
|
337
Mondelez International
MDLZ
$80.3B
| $17.2M | 0.04% |
411,232
+284,363
| +224% | +$12.4M |
|
338
Medtronic
MDT
$108B
| $17.1M | 0.04% |
213,688
+153,806
| +257% | +$12.7M |
|
339
CALL
MBIA
MBI
$267M
| $17.1M | 0.04% |
1,841,600
+1,813,700
| +6,501% | +$14.6M |
|
340
CALL
Capri Holdings
CPRI
$1.82B
| $17M | 0.04% |
273,800
+252,000
| +1,156% | +$16M |
|
341
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $17M | 0.04% |
333,218
+220,123
| +195% | +$11.2M |
|
|
TWTR
342
PUT
DELISTED
Twitter, Inc.
TWTR
| $17M | 0.04% |
584,600
+287,900
| +97% | +$8.44M |
|
343
Schwab US Large- Cap ETF
SCHX
$71.1B
| $16.9M | 0.04% |
1,609,254
+1,400,910
| +672% | +$15.2M |
|
344
iShares Russell 1000 Value ETF
IWD
$81.5B
| $16.9M | 0.04% |
140,747
+27,092
| +24% | +$3.38M |
|
345
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.39B
| $16.7M | 0.04% |
414,800
+122,100
| +42% | +$5.06M |
|
346
PUT
SLB Ltd
SLB
$72B
| $16.6M | 0.04% |
257,000
+67,200
| +35% | +$4.69M |
|
347
Deere & Co
DE
$160B
| $16.6M | 0.04% |
106,757
+12,184
| +13% | +$1.98M |
|
348
VanEck Semiconductor ETF
SMH
$65.3B
| $16.4M | 0.04% |
315,376
+131,376
| +71% | +$6.92M |
|
349
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
| $16.4M | 0.04% |
+409,546
| New | +$16.5M |
|
350
ProShares UltraPro S&P 500
UPRO
$5.07B
| $16.4M | 0.04% |
751,200
-1,048,800
| -58% | -$25.8M |
|
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.