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 | |
|---|---|---|---|---|---|---|
|
AGN
801
DELISTED
Allergan plc
AGN
| $6.37M | 0.02% |
37,840
-26,868
| -42% | -$4.51M |
|
|
EVHC
802
CALL
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $6.37M | 0.02% |
165,700
-69,000
| -29% | -$2.58M |
|
803
CALL
Procter & Gamble
PG
$336B
| $6.35M | 0.02% |
80,100
-76,700
| -49% | -$6.39M |
|
|
SODA
804
DELISTED
SodaStream International Ltd
SODA
| $6.35M | 0.02% |
69,115
+31,463
| +84% | +$2.55M |
|
|
GGP
805
PUT
DELISTED
GGP Inc.
GGP
| $6.34M | 0.02% |
+310,000
| New | +$6.86M |
|
806
PUT
Amgen
AMGN
$208B
| $6.34M | 0.02% |
37,200
-10,300
| -22% | -$1.89M |
|
|
VFLQ
807
DELISTED
Vanguard U.S. Liquidity Factor ETF
VFLQ
| $6.34M | 0.02% |
+82,663
| New | +$6.39M |
|
808
PUT
Sociedad Química y Minera de Chile
SQM
$19.2B
| $6.33M | 0.02% |
+128,800
| New | +$6.96M |
|
809
PUT
American Express
AXP
$227B
| $6.32M | 0.02% |
67,800
+52,300
| +337% | +$5.07M |
|
810
Vanguard International High Dividend Yield ETF
VYMI
$20.6B
| $6.3M | 0.02% |
94,810
+51,787
| +120% | +$3.53M |
|
811
CALL
NXP Semiconductors
NXPI
$57.8B
| $6.27M | 0.02% |
53,600
+50,600
| +1,687% | +$6.11M |
|
812
CALL
CME Group
CME
$96.3B
| $6.26M | 0.02% |
38,700
-25,700
| -40% | -$4.09M |
|
813
CALL
Wayfair
W
$11.2B
| $6.25M | 0.02% |
92,500
+67,500
| +270% | +$5.67M |
|
|
NBIS
814
Nebius Group N.V.
NBIS
$48.3B
| $6.24M | 0.02% |
158,240
-41,883
| -21% | -$1.64M |
|
|
SPYM
815
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
| $6.21M | 0.02% |
+200,639
| New | +$6.42M |
|
816
CALL
Dollar Tree
DLTR
$24.4B
| $6.21M | 0.02% |
65,400
+60,400
| +1,208% | +$6.33M |
|
817
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.4B
| $6.17M | 0.02% |
223,000
-15,120
| -6% | -$430K |
|
818
PUT
ProShares Short S&P500
SH
$907M
| $6.17M | 0.02% |
50,900
+45,725
| +884% | +$5.39M |
|
819
Take-Two Interactive
TTWO
$45.4B
| $6.16M | 0.02% |
63,028
+58,736
| +1,368% | +$6.58M |
|
820
CALL
Cummins
CMI
$87.5B
| $6.16M | 0.02% |
38,000
+34,200
| +900% | +$5.88M |
|
821
CALL
iShares Core S&P 500 ETF
IVV
$878B
| $6.16M | 0.02% |
+23,200
| New | +$6.38M |
|
822
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.15B
| $6.15M | 0.02% |
+87,766
| New | +$6.2M |
|
823
PENN Entertainment
PENN
$2.75B
| $6.15M | 0.02% |
+234,135
| New | +$6.76M |
|
824
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $6.14M | 0.02% |
75,491
-78,317
| -51% | -$6.67M |
|
825
Verizon
VZ
$195B
| $6.14M | 0.02% |
128,417
-13,780
| -10% | -$693K |
|
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.