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 | |
|---|---|---|---|---|---|---|
1026
TJX Companies
TJX
$174B
| $4.72M | 0.01% |
115,728
+70,828
| +158% | +$2.8M |
|
1027
Franklin FTSE Asia ex Japan ETF
FLAX
$55.7M
| $4.71M | 0.01% |
+195,136
| New | +$4.69M |
|
1028
Vanguard Health Care ETF
VHT
$18.1B
| $4.7M | 0.01% |
30,588
-30,879
| -50% | -$4.93M |
|
1029
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $4.69M | 0.01% |
110,251
+91,792
| +497% | +$3.88M |
|
|
BSJK
1030
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $4.69M | 0.01% |
192,758
+54,292
| +39% | +$1.33M |
|
1031
PUT
Valero Energy
VLO
$90.1B
| $4.68M | 0.01% |
50,400
+35,600
| +241% | +$3.32M |
|
1032
Intuit
INTU
$86.5B
| $4.67M | 0.01% |
26,969
-47,845
| -64% | -$8.05M |
|
1033
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.07B
| $4.67M | 0.01% |
80,300
+57,264
| +249% | +$3.33M |
|
1034
CALL
BP
BP
$116B
| $4.67M | 0.01% |
123,873
+37,789
| +44% | +$1.42M |
|
1035
Vanguard US Quality Factor ETF
VFQY
$480M
| $4.66M | 0.01% |
+61,112
| New | +$4.74M |
|
1036
CALL
Vulcan Materials
VMC
$34.8B
| $4.66M | 0.01% |
40,800
-10,900
| -21% | -$1.37M |
|
1037
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.37B
| $4.65M | 0.01% |
44,580
+15,528
| +53% | +$1.62M |
|
1038
Dominion Energy
D
$60.8B
| $4.64M | 0.01% |
68,870
+65,846
| +2,177% | +$4.86M |
|
1039
CALL
Lennar Class A
LEN
$19.8B
| $4.63M | 0.01% |
81,194
+75,719
| +1,383% | +$4.57M |
|
1040
PUT
KKR & Co
KKR
$91.1B
| $4.62M | 0.01% |
+227,600
| New | +$5.06M |
|
1041
Enterprise Products Partners
EPD
$82.3B
| $4.61M | 0.01% |
188,151
-27,790
| -13% | -$740K |
|
1042
PUT
Blackrock
BLK
$169B
| $4.61M | 0.01% |
8,500
+4,600
| +118% | +$2.53M |
|
1043
Ametek
AME
$55.4B
| $4.6M | 0.01% |
60,547
+41,522
| +218% | +$3.15M |
|
1044
iShares Convertible Bond ETF
ICVT
$7.2B
| $4.6M | 0.01% |
81,639
+14,922
| +22% | +$845K |
|
1045
iShares MSCI USA Value Factor ETF
VLUE
$9.17B
| $4.59M | 0.01% |
56,003
+23,853
| +74% | +$2.03M |
|
1046
Vanguard Morningstar Large-Cap ETF
VV
$52.4B
| $4.59M | 0.01% |
37,861
-52,681
| -58% | -$6.61M |
|
1047
PUT
Five Below
FIVE
$12B
| $4.57M | 0.01% |
62,300
+46,700
| +299% | +$3.15M |
|
1048
CALL
Las Vegas Sands
LVS
$31.7B
| $4.57M | 0.01% |
63,500
-15,100
| -19% | -$1.11M |
|
|
INFO
1049
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $4.55M | 0.01% |
94,383
+41,473
| +78% | +$1.96M |
|
|
FDC
1050
DELISTED
First Data Corporation
FDC
| $4.55M | 0.01% |
+284,495
| New | +$4.71M |
|
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.