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 | |
|---|---|---|---|---|---|---|
|
CS
851
DELISTED
Credit Suisse Group
CS
| $5.95M | 0.02% |
354,189
+282,541
| +394% | +$5.18M |
|
852
General Mills
GIS
$19.1B
| $5.95M | 0.02% |
131,948
-121,275
| -48% | -$6.58M |
|
853
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
| $5.94M | 0.02% |
519,000
+467,000
| +898% | +$5.95M |
|
854
Vanguard Russell 1000 Growth ETF
VONG
$42.8B
| $5.92M | 0.02% |
169,632
+153,132
| +928% | +$5.5M |
|
|
B
855
Barrick Mining
B
$61.5B
| $5.89M | 0.02% |
473,267
+253,606
| +115% | +$3.37M |
|
856
Cognizant
CTSH
$24.9B
| $5.86M | 0.02% |
72,825
+58,464
| +407% | +$4.62M |
|
857
CALL
Incyte
INCY
$24.2B
| $5.86M | 0.02% |
+70,300
| New | +$6.34M |
|
|
ATVI
858
PUT
DELISTED
Activision Blizzard
ATVI
| $5.86M | 0.02% |
86,800
-6,200
| -7% | -$438K |
|
|
SHPG
859
CALL
DELISTED
Shire pic
SHPG
| $5.86M | 0.02% |
39,200
+31,600
| +416% | +$4.35M |
|
860
PUT
American Airlines Group
AAL
$10.1B
| $5.83M | 0.02% |
112,300
-221,300
| -66% | -$11.9M |
|
861
Etsy
ETSY
$7.75B
| $5.83M | 0.02% |
207,947
-629,665
| -75% | -$14.2M |
|
862
CALL
ProShares Ultra NASDAQ Biotechnology
BIB
$81.2M
| $5.81M | 0.02% |
105,600
+88,100
| +503% | +$5.28M |
|
863
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
| $5.81M | 0.02% |
147,748
+107,226
| +265% | +$4.21M |
|
864
PUT
NXP Semiconductors
NXPI
$57.8B
| $5.79M | 0.02% |
49,500
+39,000
| +371% | +$4.71M |
|
865
iShares MSCI South Korea ETF
EWY
$21.9B
| $5.79M | 0.02% |
76,711
-504,362
| -87% | -$37.9M |
|
866
PUT
Parker-Hannifin
PH
$123B
| $5.78M | 0.02% |
33,800
-250,000
| -88% | -$47.4M |
|
867
iShares iBonds Dec 2027 Term Corporate ETF
IBDS
$3.84B
| $5.78M | 0.02% |
240,157
+186,934
| +351% | +$4.54M |
|
868
Columbia Emerging Markets Consumer ETF
ECON
$328M
| $5.78M | 0.01% |
218,117
+69,549
| +47% | +$1.95M |
|
869
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
| $5.78M | 0.01% |
+133,160
| New | +$5.84M |
|
870
Bristol-Myers Squibb
BMY
$133B
| $5.77M | 0.01% |
91,187
+48,458
| +113% | +$3.12M |
|
871
PUT
Petrobras
PBR
$125B
| $5.76M | 0.01% |
407,600
+277,300
| +213% | +$3.65M |
|
872
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
| $5.76M | 0.01% |
245,350
-215,000
| -47% | -$24.8M |
|
873
PUT
Dycom Industries
DY
$12B
| $5.76M | 0.01% |
53,500
+27,200
| +103% | +$3.09M |
|
874
PUT
3M
MMM
$90.9B
| $5.75M | 0.01% |
31,335
-285,844
| -90% | -$56.6M |
|
875
iShares Morningstar Small-Cap ETF
ISCB
$282M
| $5.74M | 0.01% |
136,112
+102,072
| +300% | +$4.44M |
|
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.