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 | |
|---|---|---|---|---|---|---|
1101
CALL
CVS Health
CVS
$133B
| $4.25M | 0.01% |
68,300
-54,700
| -44% | -$3.92M |
|
1102
NextEra Energy
NEE
$181B
| $4.25M | 0.01% |
103,960
+72,460
| +230% | +$2.79M |
|
1103
PUT
ProShares Ultra Russell2000
UWM
$245M
| $4.24M | 0.01% |
122,200
+80,400
| +192% | +$2.9M |
|
1104
Skyworks Solutions
SWKS
$9.37B
| $4.24M | 0.01% |
42,253
-42,974
| -50% | -$4.47M |
|
1105
ALPS Dynamic Core Income ETF
RFCI
$15.4M
| $4.23M | 0.01% |
175,780
+152,651
| +660% | +$3.71M |
|
1106
Dover
DOV
$27.6B
| $4.22M | 0.01% |
53,238
+30,727
| +136% | +$2.52M |
|
1107
CALL
Cracker Barrel
CBRL
$1.26B
| $4.22M | 0.01% |
+26,500
| New | +$4.39M |
|
1108
Rio Tinto
RIO
$158B
| $4.22M | 0.01% |
81,870
+62,828
| +330% | +$3.42M |
|
|
SLY
1109
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
| $4.22M | 0.01% |
+63,432
| New | +$4.27M |
|
1110
T-Mobile US
TMUS
$185B
| $4.21M | 0.01% |
69,043
+15,115
| +28% | +$946K |
|
|
SNLN
1111
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
| $4.2M | 0.01% |
+229,500
| New | +$4.2M |
|
1112
Equifax
EFX
$20.3B
| $4.19M | 0.01% |
35,593
+17,037
| +92% | +$2.05M |
|
1113
Invesco Total Return Bond ETF
GTO
$2.41B
| $4.19M | 0.01% |
80,147
+70,460
| +727% | +$3.69M |
|
1114
PUT
ProShares UltraPro Short S&P 500
SPXU
$406M
| $4.18M | 0.01% |
936
+788
| +532% | +$3.3M |
|
1115
Bausch Health
BHC
$2.58B
| $4.18M | 0.01% |
262,573
-123,066
| -32% | -$2.29M |
|
|
AKS
1116
PUT
DELISTED
AK Steel Holding Corp
AKS
| $4.17M | 0.01% |
+919,700
| New | +$5.06M |
|
1117
WisdomTree Managed Futures Strategy Fund
WTMF
$245M
| $4.16M | 0.01% |
105,226
+5,274
| +5% | +$210K |
|
|
WW
1118
CALL
DELISTED
WW International
WW
| $4.16M | 0.01% |
65,200
+38,700
| +146% | +$2.48M |
|
1119
Wheaton Precious Metals
WPM
$49.5B
| $4.14M | 0.01% |
203,435
+44,885
| +28% | +$922K |
|
|
MON
1120
DELISTED
Monsanto Co
MON
| $4.14M | 0.01% |
35,493
+22,660
| +177% | +$2.73M |
|
1121
eBay
EBAY
$50.6B
| $4.13M | 0.01% |
102,568
+29,075
| +40% | +$1.2M |
|
1122
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $4.12M | 0.01% |
161,514
-982,352
| -86% | -$25.1M |
|
|
AGND
1123
DELISTED
WisdomTree Trust WisdomTree Negative Duration U.S. Aggregate Bond Fund
AGND
| $4.11M | 0.01% |
94,320
+72,232
| +327% | +$3.18M |
|
|
CLVS
1124
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $4.11M | 0.01% |
77,900
+35,100
| +82% | +$2.05M |
|
1125
NiSource
NI
$21.3B
| $4.11M | 0.01% |
+171,882
| New | +$4.07M |
|
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.