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 | |
|---|---|---|---|---|---|---|
2851
Herc Holdings
HRI
$5.61B
| $859K | ﹤0.01% |
13,222
+8,282
| +168% | +$540K |
|
2852
CALL
Newell Brands
NWL
$2.56B
| $859K | ﹤0.01% |
33,700
+26,600
| +375% | +$752K |
|
2853
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$223M
| $859K | ﹤0.01% |
27,986
+13,530
| +94% | +$404K |
|
2854
PUT
Ross Stores
ROST
$81.9B
| $858K | ﹤0.01% |
11,000
+6,400
| +139% | +$508K |
|
2855
FlexShares Disciplined Duration MBS Index Fund
MBSD
$88.9M
| $857K | ﹤0.01% |
36,614
-38,990
| -52% | -$911K |
|
2856
PUT
Whirlpool
WHR
$2.82B
| $857K | ﹤0.01% |
5,600
+700
| +14% | +$117K |
|
2857
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.43B
| $856K | ﹤0.01% |
38,476
+26,838
| +231% | +$617K |
|
2858
Northern Trust
NTRS
$33.9B
| $853K | ﹤0.01% |
8,275
-1,940
| -19% | -$203K |
|
2859
CALL
Steel Dynamics
STLD
$37.6B
| $853K | ﹤0.01% |
19,300
-50,100
| -72% | -$2.31M |
|
|
PZI
2860
DELISTED
Invesco Zacks Micro Cap ETF
PZI
| $853K | ﹤0.01% |
44,962
+26,304
| +141% | +$503K |
|
|
EGPT
2861
DELISTED
VanEck Egypt Index ETF
EGPT
| $853K | ﹤0.01% |
21,869
+10,874
| +99% | +$378K |
|
|
GRMN
2862
Garmin
GRMN
$60B
| $852K | ﹤0.01% |
14,466
-37,256
| -72% | -$2.28M |
|
2863
HubSpot
HUBS
$10.5B
| $852K | ﹤0.01% |
+7,865
| New | +$820K |
|
2864
iShares US Small Cap Equity Factor ETF
SMLF
$4.27B
| $852K | ﹤0.01% |
21,776
+8,142
| +60% | +$324K |
|
|
GBT
2865
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $851K | ﹤0.01% |
17,622
+7,132
| +68% | +$398K |
|
|
HES
2866
DELISTED
Hess
HES
| $850K | ﹤0.01% |
16,797
-189,513
| -92% | -$9.29M |
|
|
CSF
2867
DELISTED
VictoryShares US Discovery Enhanced Volatility Wtd ETF
CSF
| $849K | ﹤0.01% |
+19,166
| New | +$865K |
|
|
PWY
2868
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
| $847K | ﹤0.01% |
28,954
-2,298
| -7% | -$67.2K |
|
2869
CALL
Sony
SONY
$138B
| $846K | ﹤0.01% |
+87,500
| New | +$862K |
|
2870
ProShares Ultra Materials
UYM
$40.9M
| $846K | ﹤0.01% |
52,420
-1,548
| -3% | -$28.6K |
|
2871
PUT
Vulcan Materials
VMC
$36.9B
| $845K | ﹤0.01% |
7,400
-5,100
| -41% | -$642K |
|
2872
PUT
Cboe Global Markets
CBOE
$29.9B
| $844K | ﹤0.01% |
7,400
-6,700
| -48% | -$814K |
|
2873
CALL
Centene
CNC
$32.5B
| $844K | ﹤0.01% |
15,800
-5,000
| -24% | -$261K |
|
2874
Eastman Chemical
EMN
$8.42B
| $844K | ﹤0.01% |
7,998
+4,263
| +114% | +$431K |
|
2875
Ionis Pharmaceuticals
IONS
$9.4B
| $844K | ﹤0.01% |
19,143
+8,689
| +83% | +$441K |
|
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.