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 | |
|---|---|---|---|---|---|---|
601
Manulife Financial
MFC
$73.9B
| $8.74M | 0.02% |
470,378
+9,278
| +2% | +$186K |
|
602
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $8.7M | 0.02% |
77,126
+68,933
| +841% | +$7.83M |
|
|
RMP
603
CALL
DELISTED
Rice Midstream Partners LP
RMP
| $8.69M | 0.02% |
480,000
+76,500
| +19% | +$1.56M |
|
604
CALL
ProShares Ultra QQQ
QLD
$12.7B
| $8.68M | 0.02% |
911,200
-328,800
| -27% | -$3.36M |
|
605
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $8.68M | 0.02% |
50,470
+46,607
| +1,206% | +$7.48M |
|
606
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
| $8.67M | 0.02% |
+177,281
| New | +$8.64M |
|
607
CALL
ProShares UltraShort S&P500
SDS
$415M
| $8.66M | 0.02% |
8,454
-3,196
| -27% | -$3.12M |
|
608
CALL
Herbalife
HLF
$1.29B
| $8.65M | 0.02% |
177,400
+146,000
| +465% | +$6.2M |
|
609
VanEck Oil Services ETF
OIH
$2.06B
| $8.64M | 0.02% |
18,104
-45,126
| -71% | -$23.3M |
|
610
American Airlines Group
AAL
$10.1B
| $8.63M | 0.02% |
166,114
+31,897
| +24% | +$1.71M |
|
611
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
| $8.59M | 0.02% |
81,902
-192,706
| -70% | -$20.2M |
|
612
Arista Networks
ANET
$227B
| $8.58M | 0.02% |
537,856
-209,104
| -28% | -$3.52M |
|
613
iShares Currency Hedged MSCI Japan ETF
HEWJ
$717M
| $8.56M | 0.02% |
266,976
+148,782
| +126% | +$4.9M |
|
|
CS
614
CALL
DELISTED
Credit Suisse Group
CS
| $8.56M | 0.02% |
+510,100
| New | +$9.35M |
|
615
PACCAR
PCAR
$69.8B
| $8.53M | 0.02% |
193,305
+122,074
| +171% | +$5.77M |
|
|
PF
616
CALL
DELISTED
Pinnacle Foods, Inc.
PF
| $8.53M | 0.02% |
157,600
+152,900
| +3,253% | +$8.82M |
|
|
FINL
617
CALL
DELISTED
Finish Line
FINL
| $8.52M | 0.02% |
629,400
-127,800
| -17% | -$1.47M |
|
|
PF
618
DELISTED
Pinnacle Foods, Inc.
PF
| $8.52M | 0.02% |
157,406
+113,625
| +260% | +$6.55M |
|
619
CALL
ProShares UltraShort QQQ
QID
$282M
| $8.51M | 0.02% |
8,729
-515
| -6% | -$485K |
|
620
Johnson & Johnson
JNJ
$618B
| $8.51M | 0.02% |
66,386
-22,223
| -25% | -$3M |
|
621
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
| $8.5M | 0.02% |
701,400
+404,919
| +137% | +$5.1M |
|
622
PUT
UnitedHealth
UNH
$376B
| $8.5M | 0.02% |
39,700
+14,000
| +54% | +$3.2M |
|
623
Franco-Nevada
FNV
$41.1B
| $8.44M | 0.02% |
123,473
+3,337
| +3% | +$244K |
|
624
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $8.4M | 0.02% |
250,373
-497,979
| -67% | -$16.8M |
|
|
RDS.A
625
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $8.38M | 0.02% |
131,275
+87,400
| +199% | +$5.76M |
|
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.