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 | |
|---|---|---|---|---|---|---|
201
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.33B
| $29M | 0.08% |
+346,538
| New | +$29.3M |
|
202
PUT
iShares MSCI Australia ETF
EWA
$1.39B
| $28.7M | 0.07% |
1,302,900
+425,900
| +49% | +$9.82M |
|
203
State Street Technology Select Sector SPDR ETF
XLK
$112B
| $28.7M | 0.07% |
876,506
-1,680,244
| -66% | -$56.4M |
|
204
CALL
ExxonMobil
XOM
$634B
| $28.5M | 0.07% |
381,700
+241,200
| +172% | +$19.3M |
|
|
205
PUT
ExxonMobil
XOM
$634B
| $28.5M | 0.07% |
381,400
+328,600
| +622% | +$26.3M |
|
206
Stellantis
STLA
$16.7B
| $28.4M | 0.07% |
1,384,777
+626,085
| +83% | +$13.7M |
|
207
CALL
Cisco
CSCO
$456B
| $28.4M | 0.07% |
662,100
+143,000
| +28% | +$6.06M |
|
208
iShares MSCI India ETF
INDA
$6.84B
| $28.4M | 0.07% |
831,700
+269,794
| +48% | +$9.57M |
|
209
PUT
Shopify
SHOP
$169B
| $28.4M | 0.07% |
2,276,000
+1,519,000
| +201% | +$19.7M |
|
210
Alibaba
BABA
$276B
| $28.3M | 0.07% |
154,060
-132,739
| -46% | -$25M |
|
211
iShares US Treasury Bond ETF
GOVT
$43.9B
| $28M | 0.07% |
+1,135,558
| New | +$28M |
|
212
CALL
Morgan Stanley
MS
$333B
| $27.9M | 0.07% |
517,400
+60,100
| +13% | +$3.33M |
|
213
FedEx
FDX
$74B
| $27.8M | 0.07% |
115,600
+71,278
| +161% | +$18M |
|
214
CALL
AutoZone
AZO
$50.9B
| $27.7M | 0.07% |
42,700
-3,600
| -8% | -$2.58M |
|
215
CALL
Hasbro
HAS
$13.6B
| $27.6M | 0.07% |
327,800
+322,300
| +5,860% | +$29.9M |
|
216
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $27.5M | 0.07% |
682,200
+302,700
| +80% | +$12.6M |
|
217
CALL
VanEck Oil Services ETF
OIH
$1.99B
| $27.4M | 0.07% |
57,465
+19,580
| +52% | +$10.1M |
|
|
XYZ
218
PUT
Block Inc
XYZ
$49.5B
| $27.3M | 0.07% |
555,500
-419,900
| -43% | -$19.3M |
|
219
CALL
Lockheed Martin
LMT
$134B
| $27.3M | 0.07% |
80,700
+59,100
| +274% | +$20.1M |
|
220
PUT
Salesforce
CRM
$149B
| $27.3M | 0.07% |
234,400
+214,900
| +1,102% | +$24.7M |
|
221
PUT
Applied Materials
AMAT
$378B
| $26.9M | 0.07% |
483,700
+150,700
| +45% | +$8.39M |
|
222
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
| $26.5M | 0.07% |
420,768
-1,471,045
| -78% | -$94.6M |
|
223
CALL
iShares US Real Estate ETF
IYR
$4.76B
| $26.5M | 0.07% |
351,000
-1,013,800
| -74% | -$76.9M |
|
224
RTX Corp
RTX
$295B
| $26.4M | 0.07% |
332,919
+164,771
| +98% | +$13.6M |
|
225
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $26.3M | 0.07% |
+519,600
| New | +$27.1M |
|
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.