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 | |
|---|---|---|---|---|---|---|
776
Franklin FTSE Japan ETF
FLJP
$3.97B
| $6.63M | 0.02% |
246,556
-41,549
| -14% | -$1.13M |
|
777
PUT
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
| $6.62M | 0.02% |
649,500
-2,221,500
| -77% | -$24.7M |
|
|
REN
778
CALL
DELISTED
Resolute Energy Corporaton
REN
| $6.62M | 0.02% |
190,900
+157,800
| +477% | +$5.35M |
|
|
KSU
779
DELISTED
Kansas City Southern
KSU
| $6.6M | 0.02% |
60,093
+38,805
| +182% | +$4.2M |
|
780
PUT
Biogen
BIIB
$30B
| $6.6M | 0.02% |
24,100
-59,500
| -71% | -$18.5M |
|
|
GMLP
781
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $6.6M | 0.02% |
385,600
+228,600
| +146% | +$4.71M |
|
782
Lamb Weston
LW
$7.22B
| $6.58M | 0.02% |
113,104
+101,043
| +838% | +$5.72M |
|
783
PUT
Autodesk
ADSK
$49.5B
| $6.58M | 0.02% |
52,400
+3,100
| +6% | +$369K |
|
784
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.14B
| $6.56M | 0.02% |
255,508
+236,658
| +1,255% | +$6.12M |
|
785
AbbVie
ABBV
$443B
| $6.55M | 0.02% |
69,192
-287,779
| -81% | -$31.6M |
|
|
RFAP
786
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $6.54M | 0.02% |
108,690
+77,763
| +251% | +$4.79M |
|
787
Schwab U.S Small- Cap ETF
SCHA
$22.2B
| $6.52M | 0.02% |
377,332
-1,180,476
| -76% | -$20.8M |
|
|
JPGE
788
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
| $6.51M | 0.02% |
+105,508
| New | +$6.62M |
|
789
Trip.com Group
TCOM
$29.6B
| $6.5M | 0.02% |
139,496
+107,723
| +339% | +$5.05M |
|
790
Vanguard Real Estate ETF
VNQ
$39.2B
| $6.5M | 0.02% |
+86,156
| New | +$6.59M |
|
791
US Bancorp
USB
$98.2B
| $6.49M | 0.02% |
128,480
+25,837
| +25% | +$1.41M |
|
792
CALL
Coca-Cola
KO
$377B
| $6.47M | 0.02% |
149,000
-123,200
| -45% | -$5.53M |
|
|
TVIX
793
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $6.46M | 0.02% |
6,861
-22,938
| -77% | -$17.1M |
|
794
CALL
SLB Ltd
SLB
$73.6B
| $6.45M | 0.02% |
99,600
-158,200
| -61% | -$11M |
|
795
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
| $6.44M | 0.02% |
2,187
-28
| -1% | -$77.2K |
|
796
PUT
Snap
SNAP
$7.89B
| $6.44M | 0.02% |
405,600
+49,100
| +14% | +$797K |
|
|
TEF
797
DELISTED
Telefonica
TEF
| $6.43M | 0.02% |
806,912
-84,789
| -10% | -$674K |
|
798
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $6.42M | 0.02% |
171,000
+147,000
| +613% | +$5.62M |
|
799
PUT
American International
AIG
$41.7B
| $6.39M | 0.02% |
117,500
-24,800
| -17% | -$1.47M |
|
800
CALL
Freeport-McMoran
FCX
$90B
| $6.37M | 0.02% |
362,600
-272,000
| -43% | -$5.11M |
|
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.