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 | |
|---|---|---|---|---|---|---|
4076
State Street SPDR S&P Kensho Smart Mobility ETF
HAIL
$19.4M
| $281K | ﹤0.01% |
+9,576
| New | +$298K |
|
4077
CALL
SM Energy
SM
$6.88B
| $281K | ﹤0.01% |
15,600
-24,000
| -61% | -$519K |
|
4078
Under Armour Class C
UA
$2.67B
| $281K | ﹤0.01% |
19,608
-377,036
| -95% | -$5.31M |
|
|
BBBY
4079
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $281K | ﹤0.01% |
13,400
-124,400
| -90% | -$2.75M |
|
|
JHMI
4080
DELISTED
John Hancock Multifactor Industrials ETF
JHMI
| $281K | ﹤0.01% |
8,068
-13,447
| -63% | -$481K |
|
|
XEC
4081
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $281K | ﹤0.01% |
+3,000
| New | +$320K |
|
4082
PUT
Mattel
MAT
$4.21B
| $280K | ﹤0.01% |
21,300
-10,600
| -33% | -$165K |
|
4083
Shenandoah Telecom
SHEN
$742M
| $280K | ﹤0.01% |
+7,790
| New | +$259K |
|
4084
Cirrus Logic
CRUS
$6.23B
| $279K | ﹤0.01% |
6,857
-23,655
| -78% | -$1.1M |
|
4085
CALL
Prothena Corp
PRTA
$449M
| $279K | ﹤0.01% |
+7,600
| New | +$276K |
|
4086
PUT
Tapestry
TPR
$32.7B
| $279K | ﹤0.01% |
5,300
-111,900
| -95% | -$5.52M |
|
4087
Cactus
WHD
$5.5B
| $279K | ﹤0.01% |
+10,357
| New | +$261K |
|
4088
PUT
Archer Daniels Midland
ADM
$37.4B
| $278K | ﹤0.01% |
6,400
-800
| -11% | -$33.7K |
|
4089
Boise Cascade
BCC
$2.94B
| $278K | ﹤0.01% |
+7,203
| New | +$299K |
|
4090
Cedar Fair
FUN
$1.61B
| $278K | ﹤0.01% |
+4,354
| New | +$288K |
|
4091
PUT
Plains All American Pipeline
PAA
$16.6B
| $278K | ﹤0.01% |
+12,600
| New | +$277K |
|
4092
CALL
Sturm, Ruger & Co
RGR
$604M
| $278K | ﹤0.01% |
5,300
-2,100
| -28% | -$107K |
|
4093
SEI Investments
SEIC
$12.6B
| $277K | ﹤0.01% |
3,700
+845
| +30% | +$62.9K |
|
|
SRG
4094
Seritage Growth Properties
SRG
$136M
| $277K | ﹤0.01% |
7,794
-3,044
| -28% | -$118K |
|
4095
PUT
D.R. Horton
DHI
$40.8B
| $276K | ﹤0.01% |
6,300
-8,300
| -57% | -$387K |
|
4096
Invitation Homes
INVH
$18B
| $276K | ﹤0.01% |
12,070
-1,916
| -14% | -$42.5K |
|
4097
PUT
NOV
NOV
$7.09B
| $276K | ﹤0.01% |
7,500
+1,500
| +25% | +$55K |
|
|
AMTD
4098
DELISTED
TD Ameritrade Holding Corp
AMTD
| $276K | ﹤0.01% |
4,660
-1,612,475
| -100% | -$91.4M |
|
|
VIAB
4099
DELISTED
Viacom Inc. Class B
VIAB
| $276K | ﹤0.01% |
8,901
-158,390
| -95% | -$5.12M |
|
|
BUFF
4100
PUT
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $275K | ﹤0.01% |
+6,900
| New | +$249K |
|
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.