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 | |
|---|---|---|---|---|---|---|
176
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.4B
| $34M | 0.09% |
+400,299
| New | +$34.2M |
|
177
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
| $33.9M | 0.09% |
604,800
-640,700
| -51% | -$37.3M |
|
178
CALL
ProShares UltraPro S&P 500
UPRO
$5.12B
| $33.8M | 0.09% |
1,551,000
-1,227,600
| -44% | -$30.2M |
|
179
PUT
Oracle
ORCL
$346B
| $33.6M | 0.09% |
733,500
+655,000
| +834% | +$32.6M |
|
180
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $33.3M | 0.09% |
322,300
+307,400
| +2,063% | +$31.7M |
|
181
CALL
Chevron
CVX
$374B
| $33.1M | 0.09% |
290,500
+164,800
| +131% | +$19.7M |
|
182
General Dynamics
GD
$106B
| $32.9M | 0.09% |
148,827
+118,042
| +383% | +$25.7M |
|
183
PUT
Visa
V
$697B
| $32.7M | 0.08% |
273,300
+85,500
| +46% | +$10.4M |
|
184
PUT
Adobe
ADBE
$99B
| $32.2M | 0.08% |
148,800
+69,300
| +87% | +$14.1M |
|
185
Union Pacific
UNP
$175B
| $30.9M | 0.08% |
230,137
-305,076
| -57% | -$41.1M |
|
186
Prudential
PUK
$36.1B
| $30.5M | 0.08% |
615,328
-776,143
| -56% | -$39.3M |
|
187
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
| $30.5M | 0.08% |
738,300
+168,300
| +30% | +$7.84M |
|
188
CALL
AbbVie
ABBV
$465B
| $30.4M | 0.08% |
321,400
+180,500
| +128% | +$19.8M |
|
189
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
| $30.4M | 0.08% |
901,824
+890,148
| +7,624% | +$31.5M |
|
190
CALL
Applied Materials
AMAT
$378B
| $30.4M | 0.08% |
546,200
+406,000
| +290% | +$22.6M |
|
191
PUT
iShares MSCI China ETF
MCHI
$6.16B
| $30.3M | 0.08% |
442,300
+384,400
| +664% | +$27.3M |
|
192
CALL
NetEase
NTES
$81.5B
| $30.2M | 0.08% |
538,000
-849,500
| -61% | -$53.3M |
|
193
PUT
Walmart Inc
WMT
$900B
| $30.2M | 0.08% |
1,017,300
+855,300
| +528% | +$27.5M |
|
194
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$538M
| $30.1M | 0.08% |
18,950
+8,495
| +81% | +$15.8M |
|
195
PUT
Intel
INTC
$435B
| $30M | 0.08% |
576,900
+520,000
| +914% | +$24.7M |
|
196
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
| $29.8M | 0.08% |
+493,645
| New | +$30.6M |
|
197
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $29.8M | 0.08% |
400,800
+258,800
| +182% | +$19.9M |
|
198
CALL
McDonald's
MCD
$194B
| $29.6M | 0.08% |
189,500
+160,600
| +556% | +$26.4M |
|
199
National Grid
NGG
$81.3B
| $29.6M | 0.08% |
592,135
-431,564
| -42% | -$21.1M |
|
200
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $29.5M | 0.08% |
336,100
+42,100
| +14% | +$3.84M |
|
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.