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 | |
|---|---|---|---|---|---|---|
826
Estee Lauder
EL
$30.4B
| $6.13M | 0.02% |
40,939
+32,440
| +382% | +$4.49M |
|
827
CALL
Skyworks Solutions
SWKS
$9.37B
| $6.13M | 0.02% |
61,100
-40,700
| -40% | -$4.23M |
|
828
Lowe's Companies
LOW
$117B
| $6.12M | 0.02% |
69,724
-1,474
| -2% | -$140K |
|
829
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$417M
| $6.11M | 0.02% |
124,971
+97,539
| +356% | +$4.85M |
|
830
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $6.1M | 0.02% |
194,600
-23,000
| -11% | -$734K |
|
831
CALL
Hyatt Hotels
H
$16.4B
| $6.1M | 0.02% |
+80,000
| New | +$6.28M |
|
832
Trane Technologies
TT
$100B
| $6.1M | 0.02% |
71,309
+43,098
| +153% | +$3.87M |
|
833
Goodyear
GT
$2B
| $6.09M | 0.02% |
229,187
+183,451
| +401% | +$5.67M |
|
|
XYZ
834
Block Inc
XYZ
$48.4B
| $6.09M | 0.02% |
123,754
-534,698
| -81% | -$24.5M |
|
|
GRUB
835
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $6.08M | 0.02% |
29,950
+24,200
| +421% | +$4.28M |
|
836
Newmont
NEM
$98.7B
| $6.07M | 0.02% |
155,265
+88,744
| +133% | +$3.43M |
|
837
PUT
United States Natural Gas Fund
UNG
$456M
| $6.07M | 0.02% |
67,250
-119,644
| -64% | -$11.1M |
|
|
APTI
838
CALL
DELISTED
Apptio, Inc. Class A Common Stock
APTI
| $6.07M | 0.02% |
214,000
+159,900
| +296% | +$4.29M |
|
839
W.W. Grainger
GWW
$65.3B
| $6.06M | 0.02% |
21,462
-831
| -4% | -$218K |
|
840
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$98.4M
| $6.05M | 0.02% |
123,238
+45,140
| +58% | +$2.28M |
|
841
Republic Services
RSG
$64.8B
| $6.05M | 0.02% |
91,360
+51,775
| +131% | +$3.47M |
|
842
CALL
Ball Corp
BALL
$17.3B
| $6.04M | 0.02% |
+152,000
| New | +$5.94M |
|
|
ETP
843
DELISTED
Energy Transfer Partners, L.P.
ETP
| $6.04M | 0.02% |
372,078
+88,231
| +31% | +$1.64M |
|
844
PUT
Snap-on
SNA
$21.2B
| $6.03M | 0.02% |
+40,900
| New | +$6.72M |
|
845
Vanguard Morningstar Value ETF
VTV
$188B
| $6.02M | 0.02% |
58,384
+44,013
| +306% | +$4.72M |
|
|
EQC
846
DELISTED
Equity Commonwealth
EQC
| $6M | 0.02% |
+195,766
| New | +$5.82M |
|
|
USCR
847
PUT
DELISTED
U S Concrete, Inc.
USCR
| $5.98M | 0.02% |
+99,000
| New | +$7.34M |
|
|
ONC
848
CALL
BeOne Medicines Ltd
ONC
$32.8B
| $5.96M | 0.02% |
+35,500
| New | +$4.81M |
|
849
iShares MSCI Philippines ETF
EPHE
$132M
| $5.96M | 0.02% |
+170,509
| New | +$6.34M |
|
850
Fortive
FTV
$17.9B
| $5.95M | 0.02% |
121,772
+54,206
| +80% | +$2.58M |
|
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.