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 | |
|---|---|---|---|---|---|---|
|
JOYY
701
JOYY Inc
JOYY
$3.71B
| $7.46M | 0.02% |
70,963
+34,737
| +96% | +$4.38M |
|
|
TFCFA
702
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.42M | 0.02% |
202,300
+116,100
| +135% | +$4.29M |
|
703
Adobe
ADBE
$99.5B
| $7.42M | 0.02% |
34,341
-49,382
| -59% | -$10M |
|
704
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.52B
| $7.42M | 0.02% |
+187,254
| New | +$7.49M |
|
705
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.19B
| $7.4M | 0.02% |
+138,315
| New | +$7.55M |
|
706
Abbott
ABT
$183B
| $7.38M | 0.02% |
123,169
+39,230
| +47% | +$2.36M |
|
707
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
| $7.35M | 0.02% |
32
-2
| -6% | -$366K |
|
708
CALL
Dycom Industries
DY
$12B
| $7.35M | 0.02% |
68,300
+64,200
| +1,566% | +$7.29M |
|
709
CALL
Comcast
CMCSA
$85B
| $7.35M | 0.02% |
215,100
-128,400
| -37% | -$4.98M |
|
710
PUT
McKesson
MCK
$100B
| $7.34M | 0.02% |
52,100
+37,900
| +267% | +$5.91M |
|
711
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
| $7.32M | 0.02% |
215,535
+158,315
| +277% | +$5.36M |
|
712
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
| $7.3M | 0.02% |
66,735
+19,277
| +41% | +$2.17M |
|
713
CALL
American Express
AXP
$227B
| $7.28M | 0.02% |
78,000
+59,100
| +313% | +$5.72M |
|
|
SC
714
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $7.26M | 0.02% |
+445,500
| New | +$7.7M |
|
715
Invesco International Corporate Bond ETF
PICB
$355M
| $7.26M | 0.02% |
260,911
+73,054
| +39% | +$2.03M |
|
716
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| $7.23M | 0.02% |
231,000
+199,500
| +633% | +$6.44M |
|
717
CALL
Seagate
STX
$194B
| $7.21M | 0.02% |
123,200
+89,000
| +260% | +$4.73M |
|
718
PUT
General Motors
GM
$80.4B
| $7.21M | 0.02% |
198,300
-3,200
| -2% | -$130K |
|
719
PUT
Palo Alto Networks
PANW
$270B
| $7.21M | 0.02% |
238,200
+44,400
| +23% | +$1.23M |
|
720
iShares MSCI World ETF
URTH
$7.99B
| $7.2M | 0.02% |
82,586
+45,343
| +122% | +$4.06M |
|
721
PUT
Simon Property Group
SPG
$74.4B
| $7.19M | 0.02% |
46,600
-600
| -1% | -$95.4K |
|
722
CALL
iShares Select Dividend ETF
DVY
$23.5B
| $7.16M | 0.02% |
75,300
-5,400
| -7% | -$527K |
|
|
TWTR
723
DELISTED
Twitter, Inc.
TWTR
| $7.16M | 0.02% |
246,733
-218,753
| -47% | -$6.41M |
|
724
American Tower
AMT
$80.8B
| $7.13M | 0.02% |
49,047
-1,100
| -2% | -$155K |
|
725
Western Digital
WDC
$188B
| $7.12M | 0.02% |
102,137
-11,243
| -10% | -$757K |
|
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.