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 | |
|---|---|---|---|---|---|---|
451
CALL
Target
TGT
$65.6B
| $12.7M | 0.03% |
182,600
-401,500
| -69% | -$29.2M |
|
452
PUT
Mastercard
MA
$502B
| $12.7M | 0.03% |
72,300
-86,000
| -54% | -$14.7M |
|
453
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
| $12.6M | 0.03% |
92,500
+37,800
| +69% | +$5.3M |
|
|
RUSL
454
CALL
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
| $12.5M | 0.03% |
216,500
+87,200
| +67% | +$5.44M |
|
455
Perrigo
PRGO
$1.4B
| $12.5M | 0.03% |
149,767
+60,766
| +68% | +$5.3M |
|
|
PAY
456
DELISTED
Verifone Systems Inc
PAY
| $12.4M | 0.03% |
807,631
+632,308
| +361% | +$11M |
|
457
PUT
General Mills
GIS
$19.1B
| $12.4M | 0.03% |
275,100
+104,100
| +61% | +$5.65M |
|
458
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
| $12.4M | 0.03% |
+196,832
| New | +$12.6M |
|
459
iShares Core MSCI Europe ETF
IEUR
$8.97B
| $12.3M | 0.03% |
+248,407
| New | +$12.6M |
|
460
STMicroelectronics
STM
$46.7B
| $12.3M | 0.03% |
551,701
+529,305
| +2,363% | +$12.3M |
|
461
Invesco NASDAQ Internet ETF
PNQI
$528M
| $12.3M | 0.03% |
480,055
+469,800
| +4,581% | +$12.1M |
|
462
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
| $12.2M | 0.03% |
1,366,016
+504,912
| +59% | +$4.65M |
|
463
PUT
SPDR Gold Trust
GLD
$131B
| $12.2M | 0.03% |
96,900
-154,900
| -62% | -$19.5M |
|
464
Vanguard Information Technology ETF
VGT
$139B
| $12.1M | 0.03% |
567,992
+70,880
| +14% | +$1.55M |
|
465
Coca-Cola
KO
$377B
| $12.1M | 0.03% |
279,155
+180,359
| +183% | +$8.1M |
|
466
PUT
RTX Corp
RTX
$290B
| $12.1M | 0.03% |
153,021
+91,368
| +148% | +$7.55M |
|
467
iShares ESG Aware MSCI EM ETF
ESGE
$6.58B
| $11.9M | 0.03% |
315,296
+305,386
| +3,082% | +$11.8M |
|
468
PUT
AbbVie
ABBV
$443B
| $11.9M | 0.03% |
125,900
+111,500
| +774% | +$12.2M |
|
|
469
CALL
RTX Corp
RTX
$290B
| $11.9M | 0.03% |
150,002
-8,421
| -5% | -$695K |
|
470
Norfolk Southern
NSC
$75.4B
| $11.8M | 0.03% |
86,948
-50,922
| -37% | -$7.32M |
|
471
Rockwell Automation
ROK
$53.4B
| $11.8M | 0.03% |
67,555
+50,074
| +286% | +$9.5M |
|
472
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$668M
| $11.7M | 0.03% |
172,365
+61,585
| +56% | +$4.29M |
|
473
Chevron
CVX
$392B
| $11.6M | 0.03% |
102,109
-321,091
| -76% | -$38.4M |
|
474
PUT
AT&T
T
$159B
| $11.6M | 0.03% |
430,168
+210,119
| +95% | +$5.85M |
|
475
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| $11.5M | 0.03% |
41,840
+2,230
| +6% | +$725K |
|
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.