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 | |
|---|---|---|---|---|---|---|
901
PUT
Morgan Stanley
MS
$331B
| $5.54M | 0.01% |
102,700
+77,100
| +301% | +$4.27M |
|
902
PUT
PVH
PVH
$4B
| $5.54M | 0.01% |
36,600
+9,800
| +37% | +$1.43M |
|
|
TSS
903
CALL
DELISTED
Total System Services, Inc.
TSS
| $5.54M | 0.01% |
+64,200
| New | +$5.52M |
|
904
Vanguard Long-Term Treasury ETF
VGLT
$10B
| $5.53M | 0.01% |
+73,697
| New | +$5.48M |
|
905
iShares National Muni Bond ETF
MUB
$45.1B
| $5.52M | 0.01% |
+50,705
| New | +$5.53M |
|
906
CALL
Agnico Eagle Mines
AEM
$73.6B
| $5.51M | 0.01% |
131,100
+91,500
| +231% | +$3.96M |
|
|
JPMV
907
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
| $5.51M | 0.01% |
78,604
+70,326
| +850% | +$4.88M |
|
908
VanEck Agribusiness ETF
MOO
$972M
| $5.51M | 0.01% |
89,144
+25,428
| +40% | +$1.6M |
|
909
SLB Ltd
SLB
$73.6B
| $5.5M | 0.01% |
84,905
-278,290
| -77% | -$19.4M |
|
|
SC
910
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $5.5M | 0.01% |
+337,264
| New | +$5.83M |
|
911
CALL
General Motors
GM
$80.4B
| $5.47M | 0.01% |
150,500
+8,900
| +6% | +$361K |
|
912
ProShares UltraShort Gold
GLL
$127M
| $5.46M | 0.01% |
20,365
+16,846
| +479% | +$4.48M |
|
913
CALL
Lumen
LUMN
$6.57B
| $5.46M | 0.01% |
332,000
+216,200
| +187% | +$3.75M |
|
914
CALL
iShares Russell Mid-Cap ETF
IWR
$56B
| $5.45M | 0.01% |
+105,600
| New | +$5.56M |
|
915
ProShares UltraPro Short 20+ Year Treasury
TTT
$19.5M
| $5.44M | 0.01% |
50,357
+40,800
| +427% | +$4.58M |
|
|
CRC
916
CALL
DELISTED
California Resources Corporation
CRC
| $5.43M | 0.01% |
316,900
+218,100
| +221% | +$4.09M |
|
917
CALL
lululemon athletica
LULU
$13.5B
| $5.43M | 0.01% |
60,900
-24,200
| -28% | -$1.94M |
|
918
United Rentals
URI
$67.2B
| $5.41M | 0.01% |
31,311
+16,125
| +106% | +$2.86M |
|
919
State Street SPDR S&P Retail ETF
XRT
$449M
| $5.39M | 0.01% |
121,631
-102,897
| -46% | -$4.71M |
|
920
PUT
Enterprise Products Partners
EPD
$82.3B
| $5.39M | 0.01% |
220,100
+202,200
| +1,130% | +$5.38M |
|
921
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $5.39M | 0.01% |
45,900
+35,800
| +354% | +$4.23M |
|
922
PUT
ASML
ASML
$626B
| $5.38M | 0.01% |
27,100
+12,400
| +84% | +$2.44M |
|
923
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $5.38M | 0.01% |
244,700
-2,673,800
| -92% | -$60.3M |
|
924
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.1B
| $5.38M | 0.01% |
100,708
-58,025
| -37% | -$3.18M |
|
|
SPLK
925
PUT
DELISTED
Splunk Inc
SPLK
| $5.37M | 0.01% |
54,600
+41,800
| +327% | +$3.99M |
|
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.