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 | |
|---|---|---|---|---|---|---|
1126
First Trust Emerging Markets Local Currency Bond ETF
FEMB
$358M
| $4.11M | 0.01% |
96,143
+56,075
| +140% | +$2.42M |
|
1127
CALL
Kimberly-Clark
KMB
$36.3B
| $4.11M | 0.01% |
37,300
-117,600
| -76% | -$13.4M |
|
1128
PUT
Jefferies Financial Group
JEF
$12.6B
| $4.1M | 0.01% |
+201,642
| New | +$4.57M |
|
1129
PUT
CVS Health
CVS
$133B
| $4.09M | 0.01% |
65,800
-4,600
| -7% | -$330K |
|
|
FIGY
1130
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
| $4.09M | 0.01% |
25,316
+17,594
| +228% | +$2.99M |
|
1131
GSK
GSK
$104B
| $4.09M | 0.01% |
83,735
-39,887
| -32% | -$1.86M |
|
1132
TransDigm Group
TDG
$70.2B
| $4.08M | 0.01% |
13,308
+9,018
| +210% | +$2.66M |
|
1133
Agnico Eagle Mines
AEM
$73.6B
| $4.08M | 0.01% |
97,059
-31,199
| -24% | -$1.35M |
|
1134
Textron
TXT
$14.7B
| $4.08M | 0.01% |
69,210
+31,607
| +84% | +$1.86M |
|
|
HDP
1135
CALL
DELISTED
Hortonworks, Inc.
HDP
| $4.07M | 0.01% |
200,000
-100,000
| -33% | -$1.97M |
|
1136
EOG Resources
EOG
$79.2B
| $4.07M | 0.01% |
38,684
-16,985
| -31% | -$1.83M |
|
1137
PUT
Digital Realty Trust
DLR
$69.7B
| $4.07M | 0.01% |
38,600
-21,200
| -35% | -$2.24M |
|
1138
Snap-on
SNA
$21.2B
| $4.07M | 0.01% |
27,574
+23,891
| +649% | +$3.93M |
|
1139
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $4.06M | 0.01% |
154,997
-211,271
| -58% | -$5.81M |
|
1140
Martin Marietta Materials
MLM
$31.5B
| $4.06M | 0.01% |
19,600
+15,542
| +383% | +$3.37M |
|
1141
Verisk Analytics
VRSK
$25.4B
| $4.05M | 0.01% |
38,934
+18,407
| +90% | +$1.84M |
|
|
SGQI
1142
DELISTED
Janus Detroit Street Trust Janus Henderson SG Global Quality Income ETF
SGQI
| $4.04M | 0.01% |
148,967
+110,875
| +291% | +$3.14M |
|
1143
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
| $4.03M | 0.01% |
137,044
+19,460
| +17% | +$572K |
|
1144
Dollar Tree
DLTR
$24.4B
| $4.03M | 0.01% |
42,429
+5,863
| +16% | +$615K |
|
1145
BlackLine
BL
$1.84B
| $4.02M | 0.01% |
+102,546
| New | +$3.83M |
|
1146
PUT
Bausch Health
BHC
$2.58B
| $4.01M | 0.01% |
251,800
+154,800
| +160% | +$2.88M |
|
1147
iShares MSCI Europe Financials ETF
EUFN
$4.14B
| $4M | 0.01% |
+173,353
| New | +$4.2M |
|
1148
PUT
Workday
WDAY
$39.6B
| $4M | 0.01% |
31,500
+26,800
| +570% | +$3.28M |
|
1149
CALL
McKesson
MCK
$100B
| $4M | 0.01% |
28,400
+20,500
| +259% | +$3.19M |
|
1150
United States Natural Gas Fund
UNG
$456M
| $4M | 0.01% |
44,332
-66,733
| -60% | -$6.21M |
|
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.