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 | |
|---|---|---|---|---|---|---|
1276
CALL
Eli Lilly
LLY
$996B
| $3.44M | 0.01% |
44,400
+38,600
| +666% | +$3.11M |
|
1277
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.39B
| $3.43M | 0.01% |
97,896
+12,239
| +14% | +$441K |
|
1278
CALL
Hartford Financial Services
HIG
$39.1B
| $3.43M | 0.01% |
66,600
+62,500
| +1,524% | +$3.42M |
|
1279
Goldman Sachs Access Investment Grade Corporate Bond ETF
GIGB
$970M
| $3.43M | 0.01% |
70,276
+40,493
| +136% | +$1.99M |
|
1280
Theravance Biopharma
TBPH
$874M
| $3.43M | 0.01% |
+141,329
| New | +$3.88M |
|
1281
Amplify Mobile Payments ETF
IPAY
$182M
| $3.43M | 0.01% |
+94,290
| New | +$3.48M |
|
1282
Wells Fargo
WFC
$262B
| $3.42M | 0.01% |
65,282
-197,378
| -75% | -$11.7M |
|
1283
Vanguard Total World Stock ETF
VT
$77.8B
| $3.42M | 0.01% |
46,453
-773,461
| -94% | -$58.6M |
|
1284
PUT
Humana
HUM
$44.5B
| $3.41M | 0.01% |
12,700
+2,400
| +23% | +$650K |
|
|
ALD
1285
DELISTED
WisdomTree Asia Local Debt Fund
ALD
| $3.41M | 0.01% |
74,026
-20,619
| -22% | -$952K |
|
|
PX
1286
PUT
DELISTED
Praxair Inc
PX
| $3.4M | 0.01% |
23,600
+18,700
| +382% | +$2.91M |
|
1287
PUT
Targa Resources
TRGP
$57.1B
| $3.4M | 0.01% |
77,300
+64,100
| +486% | +$3.05M |
|
1288
CALL
Estee Lauder
EL
$30.7B
| $3.4M | 0.01% |
22,700
-9,200
| -29% | -$1.27M |
|
1289
Nike
NKE
$62.4B
| $3.39M | 0.01% |
50,970
-96,717
| -65% | -$6.38M |
|
1290
CALL
United Parks & Resorts
PRKS
$2.13B
| $3.38M | 0.01% |
228,000
-260,600
| -53% | -$3.83M |
|
1291
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6.02B
| $3.38M | 0.01% |
113,261
+42,172
| +59% | +$1.28M |
|
1292
Invesco Golden Dragon China ETF
PGJ
$98.9M
| $3.38M | 0.01% |
+73,190
| New | +$3.52M |
|
1293
CALL
Helmerich & Payne
HP
$3.41B
| $3.38M | 0.01% |
50,700
+43,000
| +558% | +$2.9M |
|
1294
CALL
Clorox
CLX
$11.9B
| $3.37M | 0.01% |
25,300
+22,200
| +716% | +$2.98M |
|
1295
Ameriprise Financial
AMP
$48.4B
| $3.36M | 0.01% |
22,711
+18,602
| +453% | +$3.03M |
|
1296
CALL
Workday
WDAY
$40.6B
| $3.36M | 0.01% |
26,400
-4,600
| -15% | -$563K |
|
1297
Microchip Technology
MCHP
$40.6B
| $3.35M | 0.01% |
73,354
+67,774
| +1,215% | +$3.12M |
|
1298
ON Semiconductor
ON
$31.9B
| $3.34M | 0.01% |
136,696
+123,715
| +953% | +$2.98M |
|
|
NLSN
1299
DELISTED
Nielsen Holdings plc
NLSN
| $3.34M | 0.01% |
105,182
+69,888
| +198% | +$2.42M |
|
1300
PUT
Genesis Energy
GEL
$1.87B
| $3.34M | 0.01% |
+169,600
| New | +$3.7M |
|
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.