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 | |
|---|---|---|---|---|---|---|
401
Deutsche Bank
DB
$69B
| $14.5M | 0.04% |
1,039,403
+578,858
| +126% | +$9.76M |
|
402
Regeneron Pharmaceuticals
REGN
$78.5B
| $14.5M | 0.04% |
42,106
+27,591
| +190% | +$9.6M |
|
403
CALL
Valero Energy
VLO
$92.9B
| $14.5M | 0.04% |
156,100
+130,400
| +507% | +$12.2M |
|
404
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $14.5M | 0.04% |
+305,127
| New | +$14.5M |
|
405
PUT
Deere & Co
DE
$160B
| $14.4M | 0.04% |
93,000
-275,000
| -75% | -$44.6M |
|
406
CALL
Amgen
AMGN
$208B
| $14.4M | 0.04% |
84,700
+19,500
| +30% | +$3.58M |
|
407
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $14.4M | 0.04% |
+517,600
| New | +$14.4M |
|
408
CALL
Biogen
BIIB
$30B
| $14.4M | 0.04% |
52,600
+24,200
| +85% | +$7.51M |
|
409
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $14.4M | 0.04% |
569,800
+473,800
| +494% | +$11.8M |
|
410
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $14.3M | 0.04% |
3,022
-1,642
| -35% | -$7.65M |
|
411
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
| $14.3M | 0.04% |
353,896
-266,346
| -43% | -$11M |
|
|
ATVI
412
CALL
DELISTED
Activision Blizzard
ATVI
| $14.2M | 0.04% |
210,800
+131,700
| +166% | +$9.3M |
|
413
Schwab US Broad Market ETF
SCHB
$43.2B
| $14.2M | 0.04% |
1,337,550
-11,160
| -0.8% | -$123K |
|
414
PUT
NRG Energy
NRG
$28.3B
| $14.2M | 0.04% |
465,500
+143,200
| +44% | +$3.97M |
|
415
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
| $14.2M | 0.04% |
154,970
+7,568
| +5% | +$697K |
|
416
American Express
AXP
$227B
| $14.2M | 0.04% |
151,703
+132,401
| +686% | +$12.8M |
|
417
Franklin FTSE Japan Hedged ETF
FLJH
$177M
| $14M | 0.04% |
565,185
+379,530
| +204% | +$9.99M |
|
|
STI
418
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $13.9M | 0.04% |
204,800
+188,000
| +1,119% | +$13M |
|
|
PF
419
PUT
DELISTED
Pinnacle Foods, Inc.
PF
| $13.9M | 0.04% |
256,500
+185,500
| +261% | +$10.7M |
|
420
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $13.9M | 0.04% |
57,465
+8,771
| +18% | +$2.2M |
|
421
Intuitive Surgical
ISRG
$127B
| $13.9M | 0.04% |
100,716
+1,086
| +1% | +$152K |
|
422
CALL
GE Aerospace
GE
$374B
| $13.8M | 0.04% |
213,670
+191,176
| +850% | +$14.2M |
|
423
CALL
United States Natural Gas Fund
UNG
$456M
| $13.8M | 0.04% |
152,550
+126,300
| +481% | +$11.8M |
|
424
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
| $13.7M | 0.04% |
267,322
+201,784
| +308% | +$10.4M |
|
425
PUT
iShares MSCI South Korea ETF
EWY
$21.9B
| $13.7M | 0.04% |
181,000
-276,100
| -60% | -$20.7M |
|
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.