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 | |
|---|---|---|---|---|---|---|
551
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
| $9.93M | 0.03% |
81,400
-8,170
| -9% | -$1.13M |
|
552
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $9.91M | 0.03% |
108,233
+77,177
| +249% | +$7.06M |
|
553
PUT
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
| $9.84M | 0.03% |
36
-26
| -42% | -$7.08M |
|
554
Global X Social Media ETF
SOCL
$90.4M
| $9.83M | 0.03% |
283,979
+222,478
| +362% | +$8.04M |
|
555
Vanguard Extended Market ETF
VXF
$30.3B
| $9.82M | 0.03% |
+88,028
| New | +$10M |
|
556
PUT
Vanguard FTSE Europe ETF
VGK
$30.7B
| $9.81M | 0.03% |
168,700
+58,400
| +53% | +$3.5M |
|
|
APC
557
PUT
DELISTED
Anadarko Petroleum
APC
| $9.77M | 0.03% |
161,700
+41,100
| +34% | +$2.41M |
|
558
PUT
Lockheed Martin
LMT
$134B
| $9.77M | 0.03% |
28,900
+22,600
| +359% | +$7.69M |
|
559
PUT
McDonald's
MCD
$192B
| $9.74M | 0.03% |
62,300
+46,600
| +297% | +$7.67M |
|
560
PUT
Fortune Brands Innovations
FBIN
$5.88B
| $9.71M | 0.03% |
+192,816
| New | +$10.7M |
|
561
CALL
iShares Russell 2000 ETF
IWM
$79.8B
| $9.7M | 0.03% |
+63,900
| New | +$9.87M |
|
562
CALL
Advanced Micro Devices
AMD
$776B
| $9.66M | 0.03% |
961,100
+728,600
| +313% | +$8.64M |
|
563
iShares MSCI Hong Kong ETF
EWH
$1.24B
| $9.66M | 0.03% |
+381,576
| New | +$9.84M |
|
564
CALL
Universal Display
OLED
$3.68B
| $9.66M | 0.03% |
95,600
+2,400
| +3% | +$361K |
|
565
Barclays
BCS
$92.7B
| $9.65M | 0.03% |
854,367
-8,041,733
| -90% | -$87.7M |
|
566
iShares US Industrials ETF
IYJ
$1.98B
| $9.65M | 0.03% |
133,054
+130,228
| +4,608% | +$9.8M |
|
567
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $9.56M | 0.02% |
238,701
+215,684
| +937% | +$8.84M |
|
568
PUT
AutoZone
AZO
$49.2B
| $9.54M | 0.02% |
14,700
-11,100
| -43% | -$7.95M |
|
569
Sony
SONY
$137B
| $9.52M | 0.02% |
984,595
+878,030
| +824% | +$8.65M |
|
570
Unilever
UL
$137B
| $9.51M | 0.02% |
152,291
-168,300
| -52% | -$10.2M |
|
571
PUT
iShares Semiconductor ETF
SOXX
$41.7B
| $9.47M | 0.02% |
157,800
+141,600
| +874% | +$8.63M |
|
572
Stanley Black & Decker
SWK
$14.3B
| $9.4M | 0.02% |
61,390
+49,334
| +409% | +$8.01M |
|
573
PepsiCo
PEP
$190B
| $9.4M | 0.02% |
86,144
-35,219
| -29% | -$4.01M |
|
574
PUT
iShares Russell 1000 Growth ETF
IWF
$121B
| $9.39M | 0.02% |
276,000
-164,400
| -37% | -$5.76M |
|
575
Eaton
ETN
$161B
| $9.38M | 0.02% |
117,426
+42,263
| +56% | +$3.47M |
|
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.