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 | |
|---|---|---|---|---|---|---|
951
iShares Future Exponential Technologies ETF
XT
$3.82B
| $5.2M | 0.01% |
+143,029
| New | +$5.3M |
|
952
CALL
Blackrock
BLK
$169B
| $5.2M | 0.01% |
9,600
+700
| +8% | +$384K |
|
953
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $5.2M | 0.01% |
276,500
-243,200
| -47% | -$4.61M |
|
954
PUT
iShares MSCI ACWI ETF
ACWI
$32.5B
| $5.2M | 0.01% |
72,500
-26,500
| -27% | -$1.95M |
|
955
CALL
Five Below
FIVE
$12B
| $5.19M | 0.01% |
70,800
+37,100
| +110% | +$2.5M |
|
956
CALL
Melco Resorts & Entertainment
MLCO
$2.22B
| $5.19M | 0.01% |
179,000
+172,000
| +2,457% | +$4.82M |
|
957
PUT
Merck
MRK
$322B
| $5.19M | 0.01% |
99,770
+21,170
| +27% | +$1.14M |
|
958
NXP Semiconductors
NXPI
$57.8B
| $5.18M | 0.01% |
44,259
+824
| +2% | +$99.4K |
|
959
PUT
Thor Industries
THO
$3.9B
| $5.17M | 0.01% |
44,900
+22,900
| +104% | +$3.06M |
|
|
WBA
960
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $5.17M | 0.01% |
78,900
+49,900
| +172% | +$3.57M |
|
961
PUT
CME Group
CME
$96.3B
| $5.16M | 0.01% |
31,900
+16,700
| +110% | +$2.66M |
|
962
PUT
Incyte
INCY
$24.2B
| $5.16M | 0.01% |
+61,900
| New | +$5.58M |
|
963
Franklin FTSE Brazil ETF
FLBR
$554M
| $5.16M | 0.01% |
183,181
+84,267
| +85% | +$2.36M |
|
964
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
| $5.14M | 0.01% |
37,900
+21,100
| +126% | +$2.96M |
|
965
CALL
Delta Air Lines
DAL
$57.5B
| $5.14M | 0.01% |
93,800
+41,500
| +79% | +$2.29M |
|
966
NetEase
NTES
$85.3B
| $5.13M | 0.01% |
91,405
-76,635
| -46% | -$4.81M |
|
|
MOMO
967
CALL
Hello Group
MOMO
$885M
| $5.13M | 0.01% |
137,100
+108,900
| +386% | +$3.47M |
|
968
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$192M
| $5.12M | 0.01% |
229,344
+165,316
| +258% | +$3.79M |
|
969
iShares Currency Hedged MSCI ACWI ex US ETF
HAWX
$344M
| $5.11M | 0.01% |
+194,513
| New | +$5.21M |
|
970
Nutanix
NTNX
$16B
| $5.1M | 0.01% |
103,871
+93,678
| +919% | +$3.72M |
|
|
SHPG
971
PUT
DELISTED
Shire pic
SHPG
| $5.09M | 0.01% |
34,100
-52,200
| -60% | -$7.19M |
|
972
Masco
MAS
$14.1B
| $5.09M | 0.01% |
125,909
+75,363
| +149% | +$3.24M |
|
973
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
| $5.09M | 0.01% |
129,506
+70,506
| +120% | +$2.83M |
|
974
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
| $5.09M | 0.01% |
+109,974
| New | +$5.12M |
|
975
Fidelity MSCI Information Technology Index ETF
FTEC
$19.8B
| $5.08M | 0.01% |
97,847
+68,027
| +228% | +$3.61M |
|
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.