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 | |
|---|---|---|---|---|---|---|
926
CALL
Waste Management
WM
$90.6B
| $5.37M | 0.01% |
63,800
-70,600
| -53% | -$6.06M |
|
927
CALL
JD.com
JD
$44.6B
| $5.37M | 0.01% |
132,500
-672,700
| -84% | -$30.5M |
|
928
Invesco S&P 500 Top 50 ETF
XLG
$10.6B
| $5.36M | 0.01% |
+287,190
| New | +$5.59M |
|
929
Target
TGT
$65.6B
| $5.36M | 0.01% |
77,239
-46,407
| -38% | -$3.38M |
|
|
TFCFA
930
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $5.36M | 0.01% |
146,184
+72,540
| +99% | +$2.68M |
|
931
Five Below
FIVE
$12B
| $5.36M | 0.01% |
73,109
+57,868
| +380% | +$3.9M |
|
|
AET
932
CALL
DELISTED
Aetna Inc
AET
| $5.36M | 0.01% |
31,700
-30,400
| -49% | -$5.46M |
|
933
PUT
Dick's Sporting Goods
DKS
$17.5B
| $5.34M | 0.01% |
152,500
-323,900
| -68% | -$10.6M |
|
934
Cemex
CX
$17.1B
| $5.34M | 0.01% |
806,813
+719,021
| +819% | +$5.38M |
|
|
AIZP
935
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
| $5.34M | 0.01% |
+51,251
| New | +$5.26M |
|
|
BSCI
936
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $5.33M | 0.01% |
252,375
+144,552
| +134% | +$3.05M |
|
937
Amplify Blockchain Technology ETF
BLOK
$1.08B
| $5.33M | 0.01% |
+278,629
| New | +$5.54M |
|
938
CALL
Eaton
ETN
$161B
| $5.33M | 0.01% |
+66,700
| New | +$5.47M |
|
939
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.04B
| $5.33M | 0.01% |
116
-62
| -35% | -$2.73M |
|
940
PUT
Cheniere Energy
CQP
$31.9B
| $5.32M | 0.01% |
+182,700
| New | +$5.47M |
|
941
Aon
AON
$76.5B
| $5.32M | 0.01% |
+37,882
| New | +$5.31M |
|
942
CVS Health
CVS
$133B
| $5.31M | 0.01% |
85,419
-48,759
| -36% | -$3.5M |
|
943
Dycom Industries
DY
$12B
| $5.28M | 0.01% |
49,073
-126,880
| -72% | -$14.4M |
|
944
CALL
Fastenal
FAST
$54.7B
| $5.27M | 0.01% |
386,400
-57,600
| -13% | -$793K |
|
|
AMJ
945
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $5.26M | 0.01% |
219,200
-53,800
| -20% | -$1.47M |
|
946
CALL
Starbucks
SBUX
$120B
| $5.25M | 0.01% |
90,700
+22,300
| +33% | +$1.29M |
|
947
PUT
Texas Instruments
TXN
$252B
| $5.25M | 0.01% |
50,500
+35,800
| +244% | +$3.88M |
|
948
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
| $5.24M | 0.01% |
+49,510
| New | +$5.4M |
|
949
iShares GNMA Bond ETF
GNMA
$421M
| $5.24M | 0.01% |
107,885
+61,721
| +134% | +$3.01M |
|
950
PUT
AB InBev
BUD
$170B
| $5.22M | 0.01% |
47,500
+29,700
| +167% | +$3.29M |
|
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.