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 | |
|---|---|---|---|---|---|---|
|
X
426
DELISTED
US Steel
X
| $13.6M | 0.04% |
385,655
+349,174
| +957% | +$13.8M |
|
427
PUT
JPMorgan Chase
JPM
$939B
| $13.4M | 0.03% |
122,200
+49,700
| +69% | +$5.63M |
|
|
428
JPMorgan Chase
JPM
$939B
| $13.4M | 0.03% |
121,878
-132,767
| -52% | -$15M |
|
|
ALXN
429
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $13.4M | 0.03% |
120,200
+83,500
| +228% | +$9.98M |
|
430
CALL
United Parcel Service
UPS
$88.6B
| $13.4M | 0.03% |
128,000
-4,800
| -4% | -$555K |
|
|
SNP
431
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $13.4M | 0.03% |
152,297
+133,724
| +720% | +$11M |
|
432
CALL
Automatic Data Processing
ADP
$106B
| $13.3M | 0.03% |
117,500
+112,700
| +2,348% | +$13.1M |
|
433
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
| $13.3M | 0.03% |
+133,354
| New | +$13.4M |
|
434
Domino's
DPZ
$11.6B
| $13.3M | 0.03% |
56,893
-39,233
| -41% | -$8.54M |
|
435
PUT
Best Buy
BBY
$18.3B
| $13.2M | 0.03% |
189,200
-78,000
| -29% | -$5.61M |
|
436
PUT
Cisco
CSCO
$457B
| $13.2M | 0.03% |
307,600
+215,200
| +233% | +$9.13M |
|
437
CALL
iShares Biotechnology ETF
IBB
$9.34B
| $13.2M | 0.03% |
123,500
-234,500
| -66% | -$26M |
|
|
OIL
438
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $13.1M | 0.03% |
1,797,196
-10,674,297
| -86% | -$74.5M |
|
439
CALL
Petrobras
PBR
$125B
| $13.1M | 0.03% |
928,100
+630,500
| +212% | +$8.3M |
|
440
CALL
Cheniere Energy
LNG
$55.3B
| $13.1M | 0.03% |
245,100
+229,100
| +1,432% | +$12.6M |
|
441
Halliburton
HAL
$26.9B
| $13.1M | 0.03% |
279,000
+111,093
| +66% | +$5.48M |
|
442
CALL
Wells Fargo
WFC
$261B
| $13.1M | 0.03% |
249,800
-206,000
| -45% | -$12.2M |
|
443
CALL
AT&T
T
$159B
| $13M | 0.03% |
483,392
-74,277
| -13% | -$2.07M |
|
444
Delta Air Lines
DAL
$57.9B
| $13M | 0.03% |
236,901
+43,747
| +23% | +$2.41M |
|
445
Starbucks
SBUX
$121B
| $12.9M | 0.03% |
223,588
+179,895
| +412% | +$10.4M |
|
446
CALL
State Street SPDR S&P Bank ETF
KBE
$1.64B
| $12.9M | 0.03% |
269,300
+218,200
| +427% | +$10.8M |
|
447
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $12.9M | 0.03% |
91,528
+6,334
| +7% | +$907K |
|
448
Schwab Fundamental International Small Company Index ETF
FNDC
$3.05B
| $12.8M | 0.03% |
358,281
+207,470
| +138% | +$7.55M |
|
449
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.7B
| $12.8M | 0.03% |
310,800
-48,400
| -13% | -$2.26M |
|
450
PUT
Johnson & Johnson
JNJ
$622B
| $12.8M | 0.03% |
99,700
+75,100
| +305% | +$10.2M |
|
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.