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 | |
|---|---|---|---|---|---|---|
|
CISN
3426
DELISTED
Cision Ltd. Ordinary Share
CISN
| $518K | ﹤0.01% |
+44,755
| New | +$532K |
|
|
AJRD
3427
CALL
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $517K | ﹤0.01% |
+18,500
| New | +$521K |
|
|
PBCT
3428
DELISTED
People's United Financial Inc
PBCT
| $517K | ﹤0.01% |
+27,691
| New | +$538K |
|
|
CALY
3429
Callaway Golf Company
CALY
$3.14B
| $516K | ﹤0.01% |
+31,523
| New | +$480K |
|
3430
Invesco Dividend Achievers ETF
PFM
$808M
| $516K | ﹤0.01% |
20,311
+5,104
| +34% | +$134K |
|
3431
Insulet
PODD
$9.79B
| $516K | ﹤0.01% |
5,950
-3,229
| -35% | -$251K |
|
3432
Peabody Energy
BTU
$2.9B
| $514K | ﹤0.01% |
14,073
-1,252
| -8% | -$49.8K |
|
3433
Burlington
BURL
$23.2B
| $514K | ﹤0.01% |
3,864
+658
| +21% | +$81.3K |
|
3434
Rexford Industrial Realty
REXR
$8.19B
| $514K | ﹤0.01% |
+17,850
| New | +$505K |
|
3435
ProShares UltraShort S&P500
SDS
$390M
| $514K | ﹤0.01% |
502
-778
| -61% | -$758K |
|
3436
Host Hotels & Resorts
HST
$16B
| $513K | ﹤0.01% |
27,526
+5,759
| +26% | +$113K |
|
|
NVRO
3437
DELISTED
NEVRO CORP.
NVRO
| $513K | ﹤0.01% |
+5,923
| New | +$478K |
|
3438
CALL
Allstate
ALL
$67.5B
| $512K | ﹤0.01% |
+5,400
| New | +$523K |
|
3439
Infosys
INFY
$50.7B
| $512K | ﹤0.01% |
57,384
-357,232
| -86% | -$3.16M |
|
3440
iShares MSCI UAE ETF
UAE
$321M
| $512K | ﹤0.01% |
+30,582
| New | +$524K |
|
3441
First Trust Dow 30 Equal Weight ETF
EDOW
$323M
| $511K | ﹤0.01% |
+23,886
| New | +$532K |
|
3442
CALL
Tapestry
TPR
$32.8B
| $510K | ﹤0.01% |
9,700
+4,700
| +94% | +$232K |
|
3443
Coty
COTY
$2.48B
| $508K | ﹤0.01% |
27,756
-29,328
| -51% | -$576K |
|
3444
Direxion Daily Industrials Bull 3X ETF
DUSL
$61.4M
| $507K | ﹤0.01% |
+15,007
| New | +$571K |
|
3445
CALL
International Flavors & Fragrances
IFF
$21.9B
| $507K | ﹤0.01% |
3,700
-700
| -16% | -$101K |
|
3446
Century Aluminum
CENX
$5.07B
| $506K | ﹤0.01% |
30,611
+16,092
| +111% | +$336K |
|
3447
Fossil Group
FOSL
$318M
| $506K | ﹤0.01% |
+39,842
| New | +$440K |
|
3448
PUT
Viatris
VTRS
$19.1B
| $506K | ﹤0.01% |
12,300
-39,700
| -76% | -$1.69M |
|
3449
CALL
Corpay
CPAY
$25.7B
| $506K | ﹤0.01% |
+2,500
| New | +$507K |
|
|
TAST
3450
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $506K | ﹤0.01% |
+45,199
| New | +$568K |
|
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.