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 | |
|---|---|---|---|---|---|---|
476
iShares MSCI ACWI ex US ETF
ACWX
$11.7B
| $11.5M | 0.03% |
231,266
+119,281
| +107% | +$6.07M |
|
477
CALL
United Airlines
UAL
$42.8B
| $11.4M | 0.03% |
164,700
-24,100
| -13% | -$1.66M |
|
|
VMW
478
PUT
DELISTED
VMware, Inc
VMW
| $11.4M | 0.03% |
94,300
+54,800
| +139% | +$6.9M |
|
479
PUT
Electronic Arts
EA
$53B
| $11.4M | 0.03% |
94,200
-210,600
| -69% | -$25.5M |
|
|
ERUS
480
DELISTED
iShares MSCI Russia ETF
ERUS
| $11.4M | 0.03% |
+313,071
| New | +$11.5M |
|
|
ALXN
481
DELISTED
Alexion Pharmaceuticals
ALXN
| $11.4M | 0.03% |
102,224
+22,467
| +28% | +$2.69M |
|
|
AGN
482
PUT
DELISTED
Allergan plc
AGN
| $11.4M | 0.03% |
67,600
-15,300
| -18% | -$2.57M |
|
483
PUT
Williams-Sonoma
WSM
$29B
| $11.3M | 0.03% |
429,800
+331,000
| +335% | +$8.75M |
|
484
State Street SPDR S&P Biotech ETF
XBI
$9.74B
| $11.3M | 0.03% |
129,150
-138,086
| -52% | -$12.6M |
|
485
TechnipFMC
FTI
$27.2B
| $11.3M | 0.03% |
515,837
+362,031
| +235% | +$8.38M |
|
486
iShares Government/Credit Bond ETF
GBF
$128M
| $11.3M | 0.03% |
100,954
+55,688
| +123% | +$6.23M |
|
487
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.6B
| $11.3M | 0.03% |
501,750
+449,435
| +859% | +$10.4M |
|
488
PUT
Delta Air Lines
DAL
$61.2B
| $11.3M | 0.03% |
205,300
+90,400
| +79% | +$4.99M |
|
|
SCHW
489
CALL
Charles Schwab
SCHW
$184B
| $11.2M | 0.03% |
215,300
+150,900
| +234% | +$8.09M |
|
490
PUT
Cognizant
CTSH
$24.3B
| $11.2M | 0.03% |
139,300
+69,600
| +100% | +$5.5M |
|
491
PUT
Intuitive Surgical
ISRG
$130B
| $11.2M | 0.03% |
81,300
-127,500
| -61% | -$17.8M |
|
492
iShares MSCI Taiwan ETF
EWT
$10.5B
| $11.2M | 0.03% |
291,304
+215,673
| +285% | +$8.13M |
|
493
CALL
Shopify
SHOP
$154B
| $11.2M | 0.03% |
896,000
+760,000
| +559% | +$9.84M |
|
|
VMW
494
DELISTED
VMware, Inc
VMW
| $11.2M | 0.03% |
91,970
+4,741
| +5% | +$597K |
|
495
CALL
iShares Russell Mid-Cap Growth ETF
IWP
$20.4B
| $11.1M | 0.03% |
180,600
-484,600
| -73% | -$30.3M |
|
496
iShares Global Financials ETF
IXG
$683M
| $11.1M | 0.03% |
+160,300
| New | +$11.5M |
|
497
iShares TIPS Bond ETF
TIP
$14.5B
| $11.1M | 0.03% |
+97,968
| New | +$11M |
|
498
PUT
United Parcel Service
UPS
$90.9B
| $11.1M | 0.03% |
105,800
+69,000
| +188% | +$7.98M |
|
499
iShares Core S&P Total US Stock Market ETF
ITOT
$96.4B
| $11.1M | 0.03% |
182,975
-18,870
| -9% | -$1.18M |
|
500
iShare MSCI Eurozone ETF
EZU
$9.81B
| $11M | 0.03% |
253,646
-215,400
| -46% | -$9.58M |
|
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.