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 | |
|---|---|---|---|---|---|---|
1051
CALL
Ubiquiti
UI
$33.7B
| $4.53M | 0.01% |
+65,900
| New | +$4.7M |
|
|
LLL
1052
DELISTED
L3 Technologies, Inc.
LLL
| $4.53M | 0.01% |
21,790
+15,420
| +242% | +$3.2M |
|
1053
AB InBev
BUD
$170B
| $4.52M | 0.01% |
41,072
-52,769
| -56% | -$5.85M |
|
1054
PUT
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$105M
| $4.51M | 0.01% |
2,517
+180
| +8% | +$332K |
|
1055
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$78.3M
| $4.51M | 0.01% |
60,578
+36,016
| +147% | +$2.7M |
|
|
CZR
1056
DELISTED
Caesars Entertainment Corporation
CZR
| $4.51M | 0.01% |
400,689
+323,008
| +416% | +$4.15M |
|
1057
Invesco DB Base Metals Fund
DBB
$312M
| $4.5M | 0.01% |
247,239
+235,639
| +2,031% | +$4.49M |
|
1058
CALL
Charter Communications
CHTR
$17.3B
| $4.48M | 0.01% |
14,400
+11,400
| +380% | +$4.01M |
|
1059
Cintas
CTAS
$81.9B
| $4.47M | 0.01% |
104,780
+66,892
| +177% | +$2.78M |
|
1060
CALL
Union Pacific
UNP
$174B
| $4.46M | 0.01% |
33,200
-540,700
| -94% | -$72.8M |
|
1061
PUT
APA Corp
APA
$13.2B
| $4.46M | 0.01% |
115,900
+61,900
| +115% | +$2.49M |
|
1062
CALL
Whirlpool
WHR
$2.43B
| $4.46M | 0.01% |
29,100
+26,200
| +903% | +$4.38M |
|
1063
L3Harris
LHX
$51.6B
| $4.45M | 0.01% |
27,565
+9,706
| +54% | +$1.48M |
|
1064
CALL
Prudential Financial
PRU
$42.4B
| $4.44M | 0.01% |
42,900
+38,900
| +973% | +$4.38M |
|
1065
CALL
Ashland
ASH
$3.33B
| $4.43M | 0.01% |
+63,500
| New | +$4.57M |
|
1066
CALL
Newmont
NEM
$98.7B
| $4.42M | 0.01% |
113,100
+101,200
| +850% | +$3.91M |
|
|
CZR
1067
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $4.41M | 0.01% |
391,900
+376,800
| +2,495% | +$4.84M |
|
|
JOYY
1068
PUT
JOYY Inc
JOYY
$3.71B
| $4.41M | 0.01% |
41,900
-800
| -2% | -$101K |
|
1069
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $4.41M | 0.01% |
126,822
+105,299
| +489% | +$3.75M |
|
1070
PUT
Marathon Petroleum
MPC
$92.4B
| $4.4M | 0.01% |
60,200
+41,800
| +227% | +$2.88M |
|
1071
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $4.4M | 0.01% |
49,468
+23,220
| +88% | +$2.11M |
|
1072
PUT
Cracker Barrel
CBRL
$1.26B
| $4.39M | 0.01% |
27,600
+26,000
| +1,625% | +$4.31M |
|
1073
iShares Core S&P US Value ETF
IUSV
$27.2B
| $4.39M | 0.01% |
82,585
-200,593
| -71% | -$11.1M |
|
|
ETP
1074
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $4.38M | 0.01% |
270,100
+91,700
| +51% | +$1.7M |
|
1075
CALL
PepsiCo
PEP
$190B
| $4.37M | 0.01% |
40,000
+12,300
| +44% | +$1.4M |
|
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.