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 | |
|---|---|---|---|---|---|---|
1076
Marriott International
MAR
$98.3B
| $4.36M | 0.01% |
32,080
+2,944
| +10% | +$413K |
|
|
AXJL
1077
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| $4.35M | 0.01% |
62,255
-37,532
| -38% | -$2.68M |
|
|
KL
1078
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $4.35M | 0.01% |
281,025
+160,447
| +133% | +$2.47M |
|
1079
ProShares Large Cap Core Plus
CSM
$518M
| $4.35M | 0.01% |
130,788
+91,890
| +236% | +$3.14M |
|
1080
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.62B
| $4.35M | 0.01% |
64,456
-700,832
| -92% | -$47.8M |
|
1081
Alaska Air
ALK
$5.29B
| $4.35M | 0.01% |
70,145
+18,362
| +35% | +$1.22M |
|
1082
PUT
Ecolab
ECL
$78.1B
| $4.34M | 0.01% |
+31,700
| New | +$4.26M |
|
1083
SBA Communications
SBAC
$19.2B
| $4.33M | 0.01% |
25,349
+22,610
| +825% | +$3.75M |
|
1084
Charter Communications
CHTR
$17.3B
| $4.33M | 0.01% |
13,907
+1,921
| +16% | +$675K |
|
1085
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $4.32M | 0.01% |
151,600
-263,000
| -63% | -$7.97M |
|
1086
XPO
XPO
$23.5B
| $4.31M | 0.01% |
122,505
-40,653
| -25% | -$1.36M |
|
1087
ALPS Strategic Income Fund
RIGS
$60.1M
| $4.3M | 0.01% |
+174,704
| New | +$4.34M |
|
|
WBA
1088
DELISTED
Walgreens Boots Alliance
WBA
| $4.3M | 0.01% |
65,615
+36,770
| +127% | +$2.63M |
|
1089
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $4.29M | 0.01% |
189,805
+88,917
| +88% | +$2.02M |
|
1090
Schwab 1000 Index ETF
SCHK
$5.71B
| $4.28M | 0.01% |
+329,534
| New | +$4.42M |
|
1091
CALL
US Bancorp
USB
$98.2B
| $4.28M | 0.01% |
+84,800
| New | +$4.64M |
|
|
PWO
1092
DELISTED
POWER SHARES ETF DYNAMIC OTC
PWO
| $4.28M | 0.01% |
40,021
+20,763
| +108% | +$2.22M |
|
1093
Lazard
LAZ
$4.13B
| $4.28M | 0.01% |
81,366
+75,622
| +1,317% | +$4.2M |
|
1094
PUT
Mercado Libre
MELI
$95.2B
| $4.28M | 0.01% |
12,000
-16,800
| -58% | -$6.14M |
|
1095
Pearson
PSO
$10.2B
| $4.28M | 0.01% |
406,185
-191,755
| -32% | -$1.91M |
|
1096
PUT
Gen Digital
GEN
$16.4B
| $4.28M | 0.01% |
165,400
+110,600
| +202% | +$3.01M |
|
1097
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
| $4.27M | 0.01% |
146,989
-144,121
| -50% | -$4.27M |
|
|
JNPR
1098
DELISTED
Juniper Networks
JNPR
| $4.27M | 0.01% |
175,373
-11,817
| -6% | -$314K |
|
1099
iShares MSCI France ETF
EWQ
$335M
| $4.27M | 0.01% |
+135,849
| New | +$4.35M |
|
1100
WisdomTree Yield Enhanced US Short-Term Aggregate Bond Fund
SHAG
$47.1M
| $4.25M | 0.01% |
86,530
-7,188
| -8% | -$354K |
|
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.