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 | |
|---|---|---|---|---|---|---|
651
PUT
Signet Jewelers
SIG
$3.61B
| $8.02M | 0.02% |
208,200
+124,000
| +147% | +$6.16M |
|
652
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.34B
| $8.02M | 0.02% |
+203,281
| New | +$8.29M |
|
653
PUT
Walt Disney
DIS
$167B
| $7.96M | 0.02% |
79,300
-337,500
| -81% | -$35.9M |
|
654
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $7.96M | 0.02% |
1,678
+358
| +27% | +$1.67M |
|
655
Merck
MRK
$322B
| $7.92M | 0.02% |
152,453
-54,580
| -26% | -$2.95M |
|
656
PUT
Illumina
ILMN
$31B
| $7.92M | 0.02% |
34,438
-720
| -2% | -$165K |
|
657
PUT
Stanley Black & Decker
SWK
$14.3B
| $7.92M | 0.02% |
51,700
+50,200
| +3,347% | +$8.15M |
|
658
PUT
NCR Voyix
VYX
$1.14B
| $7.91M | 0.02% |
408,967
+370,662
| +968% | +$7.81M |
|
659
EMQQ The Emerging Markets Internet & Ecommerce ETF
EMQQ
$275M
| $7.9M | 0.02% |
+200,226
| New | +$8.19M |
|
660
CALL
Snap
SNAP
$7.89B
| $7.9M | 0.02% |
498,000
+456,900
| +1,112% | +$7.41M |
|
661
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $7.89M | 0.02% |
251,600
+187,000
| +289% | +$5.97M |
|
662
PUT
Cummins
CMI
$87.5B
| $7.88M | 0.02% |
48,600
-28,200
| -37% | -$4.85M |
|
663
PUT
American Tower
AMT
$80.8B
| $7.88M | 0.02% |
54,200
+34,600
| +177% | +$4.87M |
|
664
Berkshire Hathaway Class B
BRK.B
$1.1T
| $7.86M | 0.02% |
39,385
-38,403
| -49% | -$7.89M |
|
|
NAV
665
CALL
DELISTED
Navistar International
NAV
| $7.85M | 0.02% |
224,600
+203,500
| +964% | +$8.19M |
|
666
iShares MSCI Japan ETF
EWJ
$21.9B
| $7.85M | 0.02% |
129,304
-584,021
| -82% | -$35.8M |
|
|
SCHV
667
Schwab US Large-Cap Value ETF
SCHV
$15.7B
| $7.84M | 0.02% |
445,122
+69,438
| +18% | +$1.27M |
|
668
United Airlines
UAL
$39.4B
| $7.83M | 0.02% |
112,713
+29,577
| +36% | +$2.04M |
|
|
ILG
669
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $7.82M | 0.02% |
251,300
+206,100
| +456% | +$6.45M |
|
|
AMJ
670
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $7.81M | 0.02% |
325,500
+66,200
| +26% | +$1.81M |
|
|
XL
671
DELISTED
XL Group Ltd.
XL
| $7.8M | 0.02% |
141,218
+131,817
| +1,402% | +$5.79M |
|
672
AutoZone
AZO
$49.2B
| $7.79M | 0.02% |
12,015
+4,178
| +53% | +$2.99M |
|
673
CALL
NRG Energy
NRG
$28.3B
| $7.78M | 0.02% |
254,700
+210,100
| +471% | +$5.82M |
|
674
Electronic Arts
EA
$53B
| $7.77M | 0.02% |
64,119
-133,749
| -68% | -$16.2M |
|
|
SPLK
675
CALL
DELISTED
Splunk Inc
SPLK
| $7.77M | 0.02% |
79,000
+70,100
| +788% | +$6.69M |
|
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.