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 | |
|---|---|---|---|---|---|---|
1201
CALL
Weibo
WB
$2B
| $3.78M | 0.01% |
31,600
-29,500
| -48% | -$3.77M |
|
1202
CALL
WEC Energy
WEC
$35.7B
| $3.76M | 0.01% |
+60,000
| New | +$3.72M |
|
1203
CALL
Texas Instruments
TXN
$252B
| $3.76M | 0.01% |
36,200
+25,600
| +242% | +$2.77M |
|
1204
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $3.76M | 0.01% |
100,120
+50,755
| +103% | +$1.94M |
|
|
ABMD
1205
DELISTED
Abiomed Inc
ABMD
| $3.76M | 0.01% |
12,909
+9,604
| +291% | +$2.43M |
|
1206
Invesco DB Precious Metals Fund
DBP
$237M
| $3.75M | 0.01% |
97,082
+82,297
| +557% | +$3.21M |
|
1207
CALL
Under Armour
UAA
$2.84B
| $3.75M | 0.01% |
229,300
+167,700
| +272% | +$2.62M |
|
1208
PUT
Capital One
COF
$128B
| $3.75M | 0.01% |
39,100
+23,400
| +149% | +$2.33M |
|
1209
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$222M
| $3.74M | 0.01% |
158,231
-56,435
| -26% | -$1.34M |
|
1210
C.H. Robinson
CHRW
$17.4B
| $3.73M | 0.01% |
39,861
-2,021
| -5% | -$186K |
|
|
BSJI
1211
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
| $3.72M | 0.01% |
148,228
+83,388
| +129% | +$2.09M |
|
1212
WisdomTree International Equity Fund
DWM
$679M
| $3.71M | 0.01% |
67,686
+55,738
| +467% | +$3.14M |
|
1213
Amplify Online Retail ETF
IBUY
$111M
| $3.7M | 0.01% |
82,027
+49,381
| +151% | +$2.22M |
|
1214
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
| $3.7M | 0.01% |
30,313
+13,341
| +79% | +$1.85M |
|
1215
iShares Global Tech ETF
IXN
$8.32B
| $3.69M | 0.01% |
139,716
+73,728
| +112% | +$1.99M |
|
1216
CALL
Mondelez International
MDLZ
$79.5B
| $3.69M | 0.01% |
+88,300
| New | +$3.84M |
|
|
MON
1217
PUT
DELISTED
Monsanto Co
MON
| $3.68M | 0.01% |
+31,500
| New | +$3.79M |
|
1218
ProShares Long Online/Short Stores ETF
CLIX
$7.48M
| $3.67M | 0.01% |
81,216
+45,280
| +126% | +$2.04M |
|
1219
Albemarle
ALB
$13.9B
| $3.67M | 0.01% |
39,555
+37,823
| +2,184% | +$4.17M |
|
|
BZUN
1220
CALL
Baozun
BZUN
$167M
| $3.67M | 0.01% |
79,900
-13,200
| -14% | -$519K |
|
1221
Kinross Gold
KGC
$27.4B
| $3.67M | 0.01% |
927,915
+639,344
| +222% | +$2.55M |
|
1222
CALL
Bath & Body Works
BBWI
$4.06B
| $3.66M | 0.01% |
118,628
+37,233
| +46% | +$1.41M |
|
1223
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
| $3.66M | 0.01% |
30,700
+19,700
| +179% | +$2.54M |
|
1224
PUT
Nutanix
NTNX
$16B
| $3.65M | 0.01% |
74,400
+34,800
| +88% | +$1.38M |
|
1225
CALL
Viatris
VTRS
$20.4B
| $3.65M | 0.01% |
88,700
+66,700
| +303% | +$2.84M |
|
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.