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 | |
|---|---|---|---|---|---|---|
626
Televisa
TV
$1.48B
| $8.37M | 0.02% |
525,673
+374,566
| +248% | +$6.85M |
|
|
CEO
627
DELISTED
CNOOC Limited
CEO
| $8.34M | 0.02% |
56,391
+52,329
| +1,288% | +$7.86M |
|
628
Lam Research
LRCX
$367B
| $8.33M | 0.02% |
409,960
-2,391,640
| -85% | -$47.4M |
|
|
RHT
629
CALL
DELISTED
Red Hat Inc
RHT
| $8.33M | 0.02% |
55,700
+15,800
| +40% | +$2.19M |
|
630
Parker-Hannifin
PH
$123B
| $8.32M | 0.02% |
48,649
+12,297
| +34% | +$2.33M |
|
631
CALL
Lowe's Companies
LOW
$117B
| $8.31M | 0.02% |
94,700
-55,500
| -37% | -$5.25M |
|
632
Roper Technologies
ROP
$38.8B
| $8.31M | 0.02% |
29,592
+20,346
| +220% | +$5.61M |
|
633
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$336M
| $8.3M | 0.02% |
+136,358
| New | +$8.42M |
|
|
CHK
634
DELISTED
Chesapeake Energy Corporation
CHK
| $8.3M | 0.02% |
13,739
+5,789
| +73% | +$3.88M |
|
635
Signet Jewelers
SIG
$3.61B
| $8.28M | 0.02% |
215,023
+43,619
| +25% | +$2.17M |
|
636
iShares Russell 1000 ETF
IWB
$48.2B
| $8.26M | 0.02% |
56,217
-176,934
| -76% | -$26.9M |
|
637
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
| $8.25M | 0.02% |
251,317
+50,693
| +25% | +$1.72M |
|
638
PUT
CSX Corp
CSX
$93.4B
| $8.24M | 0.02% |
444,000
+71,700
| +19% | +$1.34M |
|
|
WW
639
PUT
DELISTED
WW International
WW
| $8.19M | 0.02% |
128,500
+84,400
| +191% | +$5.41M |
|
|
QEP
640
DELISTED
QEP RESOURCES, INC.
QEP
| $8.18M | 0.02% |
835,814
+137,397
| +20% | +$1.3M |
|
|
ULQ
641
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
| $8.16M | 0.02% |
162,500
+135,383
| +499% | +$6.8M |
|
642
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $8.15M | 0.02% |
80,229
+60,675
| +310% | +$6.16M |
|
643
Visa
V
$684B
| $8.12M | 0.02% |
67,878
-182,779
| -73% | -$22.2M |
|
644
CALL
American International
AIG
$41.7B
| $8.12M | 0.02% |
149,200
+56,300
| +61% | +$3.33M |
|
645
PUT
Dover
DOV
$27.6B
| $8.11M | 0.02% |
102,259
-147,322
| -59% | -$12.1M |
|
646
Vanguard Energy ETF
VDE
$10.1B
| $8.09M | 0.02% |
87,615
+55,040
| +169% | +$5.33M |
|
647
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$679M
| $8.08M | 0.02% |
190,600
+178,227
| +1,440% | +$7.75M |
|
648
PUT
Oceaneering
OII
$4.86B
| $8.07M | 0.02% |
+435,500
| New | +$8.73M |
|
649
PUT
Waste Management
WM
$90.6B
| $8.05M | 0.02% |
95,700
+88,100
| +1,159% | +$7.56M |
|
650
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
| $8.03M | 0.02% |
+319,303
| New | +$8.07M |
|
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.