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 | |
|---|---|---|---|---|---|---|
526
Franklin Short Duration US Government ETF
FTSD
$300M
| $10.5M | 0.03% |
109,962
+96,552
| +720% | +$9.22M |
|
527
Agilent Technologies
A
$39.1B
| $10.4M | 0.03% |
156,144
+148,781
| +2,021% | +$10.4M |
|
528
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$570M
| $10.4M | 0.03% |
353,457
+128,002
| +57% | +$3.84M |
|
529
PUT
Coca-Cola
KO
$377B
| $10.3M | 0.03% |
238,300
-12,900
| -5% | -$579K |
|
530
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
| $10.3M | 0.03% |
321,700
-975,200
| -75% | -$32M |
|
531
Waste Management
WM
$90.6B
| $10.3M | 0.03% |
122,789
+75,633
| +160% | +$6.49M |
|
532
Kohl's
KSS
$2.17B
| $10.3M | 0.03% |
157,552
+148,285
| +1,600% | +$9.41M |
|
533
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$493M
| $10.3M | 0.03% |
233,698
+186,054
| +391% | +$8.45M |
|
534
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
| $10.3M | 0.03% |
+134,963
| New | +$10.4M |
|
535
Sempra
SRE
$57.9B
| $10.3M | 0.03% |
+184,724
| New | +$9.97M |
|
536
PUT
Charter Communications
CHTR
$17.3B
| $10.3M | 0.03% |
33,000
+11,600
| +54% | +$4.08M |
|
537
CALL
Northrop Grumman
NOC
$77.1B
| $10.3M | 0.03% |
29,400
+22,700
| +339% | +$7.6M |
|
|
SRE.PRA
538
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
| $10.2M | 0.03% |
+100,000
| New | +$10.1M |
|
539
Blackrock
BLK
$169B
| $10.2M | 0.03% |
18,789
+15,772
| +523% | +$8.66M |
|
540
PUT
Martin Marietta Materials
MLM
$31.5B
| $10.2M | 0.03% |
49,100
+43,600
| +793% | +$9.45M |
|
541
PUT
Honeywell
HON
$77B
| $10.2M | 0.03% |
77,822
-82,139
| -51% | -$11.4M |
|
542
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
| $10.2M | 0.03% |
29,500
-307,700
| -91% | -$107M |
|
543
CALL
Global X Silver Miners ETF NEW
SIL
$3.98B
| $10.2M | 0.03% |
+330,500
| New | +$10.3M |
|
544
CALL
Williams-Sonoma
WSM
$26.9B
| $10.1M | 0.03% |
383,000
+354,200
| +1,230% | +$9.36M |
|
545
Vanguard Dividend Appreciation ETF
VIG
$111B
| $10.1M | 0.03% |
99,929
+15,990
| +19% | +$1.66M |
|
546
Oracle
ORCL
$374B
| $10.1M | 0.03% |
220,261
+50,429
| +30% | +$2.51M |
|
547
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$770M
| $10M | 0.03% |
365,816
+337,773
| +1,204% | +$9.49M |
|
548
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
| $10M | 0.03% |
197,346
+190,455
| +2,764% | +$9.7M |
|
|
SCHR
549
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $10M | 0.03% |
381,334
+234,554
| +160% | +$6.16M |
|
|
XMX
550
DELISTED
WisdomTree Global ex-Mexico Equity Fund
XMX
| $9.99M | 0.03% |
338,978
+268,105
| +378% | +$8.09M |
|
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.