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 | |
|---|---|---|---|---|---|---|
1426
State Street SPDR S&P International Small Cap ETF
GWX
$874M
| $2.95M | 0.01% |
+83,392
| New | +$3M |
|
1427
PUT
Domino's
DPZ
$12.1B
| $2.94M | 0.01% |
12,600
-110,800
| -90% | -$24.1M |
|
1428
State Street SPDR Dow Jones REIT ETF
RWR
$1.99B
| $2.94M | 0.01% |
34,157
+31,971
| +1,463% | +$2.77M |
|
|
QEP
1429
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $2.94M | 0.01% |
300,200
+279,700
| +1,364% | +$2.64M |
|
1430
VanEck Intermediate Muni ETF
ITM
$2.14B
| $2.94M | 0.01% |
62,404
+19,254
| +45% | +$909K |
|
1431
FirstEnergy
FE
$28B
| $2.94M | 0.01% |
86,334
+55,481
| +180% | +$1.78M |
|
1432
CALL
Occidental Petroleum
OXY
$55.2B
| $2.94M | 0.01% |
45,200
+21,100
| +88% | +$1.48M |
|
1433
Snap
SNAP
$8.48B
| $2.93M | 0.01% |
184,885
-23,416
| -11% | -$380K |
|
1434
Cheniere Energy
LNG
$54.1B
| $2.93M | 0.01% |
54,806
-11,116
| -17% | -$612K |
|
1435
Vanguard Morningstar Mega Cap ETF
MGC
$10.1B
| $2.92M | 0.01% |
+32,291
| New | +$3.04M |
|
1436
Huntington Ingalls Industries
HII
$12.8B
| $2.92M | 0.01% |
11,340
+7,709
| +212% | +$1.91M |
|
1437
iShares New York Muni Bond ETF
NYF
$1.39B
| $2.92M | 0.01% |
+53,362
| New | +$2.94M |
|
1438
PUT
Southwest Airlines
LUV
$23B
| $2.92M | 0.01% |
51,000
+33,300
| +188% | +$2M |
|
1439
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $2.92M | 0.01% |
77,717
-5,380
| -6% | -$202K |
|
1440
Williams-Sonoma
WSM
$28.2B
| $2.92M | 0.01% |
110,646
+69,366
| +168% | +$1.83M |
|
1441
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
| $2.92M | 0.01% |
55,399
+26,482
| +92% | +$1.42M |
|
|
XLKS
1442
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
| $2.91M | 0.01% |
37,509
+31,538
| +528% | +$2.45M |
|
1443
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.88B
| $2.91M | 0.01% |
44,640
-672,888
| -94% | -$44.6M |
|
|
RMP
1444
DELISTED
Rice Midstream Partners LP
RMP
| $2.91M | 0.01% |
160,708
+134,741
| +519% | +$2.74M |
|
1445
Cboe Global Markets
CBOE
$31.2B
| $2.9M | 0.01% |
25,458
+22,377
| +726% | +$2.72M |
|
|
TCP
1446
PUT
DELISTED
TC Pipelines LP
TCP
| $2.9M | 0.01% |
+83,700
| New | +$4.13M |
|
1447
PUT
Dollar General
DG
$28.2B
| $2.9M | 0.01% |
31,000
-179,800
| -85% | -$17.3M |
|
|
K
1448
PUT
DELISTED
Kellanova
K
| $2.89M | 0.01% |
47,393
+27,051
| +133% | +$1.71M |
|
|
SFLY
1449
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $2.89M | 0.01% |
+35,600
| New | +$2.48M |
|
|
AET
1450
DELISTED
Aetna Inc
AET
| $2.89M | 0.01% |
17,098
-16,968
| -50% | -$3.05M |
|
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.