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 | |
|---|---|---|---|---|---|---|
1626
Labcorp
LH
$25B
| $2.43M | 0.01% |
17,500
+15,196
| +660% | +$2.23M |
|
1627
T. Rowe Price
TROW
$23.9B
| $2.43M | 0.01% |
+22,521
| New | +$2.51M |
|
|
IBMH
1628
DELISTED
iShares iBonds Sep 2019 Term Muni Bond ETF
IBMH
| $2.43M | 0.01% |
95,993
-231,326
| -71% | -$5.86M |
|
1629
Vanguard Financials ETF
VFH
$13.6B
| $2.43M | 0.01% |
34,919
-201,903
| -85% | -$14.6M |
|
1630
SAP
SAP
$212B
| $2.42M | 0.01% |
23,056
+20,951
| +995% | +$2.26M |
|
|
ANDV
1631
CALL
DELISTED
Andeavor
ANDV
| $2.42M | 0.01% |
24,100
+22,200
| +1,168% | +$2.32M |
|
1632
Philip Morris
PM
$297B
| $2.42M | 0.01% |
24,368
-3,904
| -14% | -$407K |
|
1633
Ralph Lauren
RL
$22.6B
| $2.42M | 0.01% |
21,653
+16,854
| +351% | +$1.82M |
|
|
SPYB
1634
DELISTED
SPDR S&P 500 Buyback ETF
SPYB
| $2.42M | 0.01% |
+39,365
| New | +$2.53M |
|
1635
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.12B
| $2.42M | 0.01% |
50,380
-102,011
| -67% | -$4.91M |
|
|
JPXN
1636
iShares JPX-Nikkei 400 ETF
JPXN
$135M
| $2.4M | 0.01% |
36,494
-7,973
| -18% | -$530K |
|
1637
CALL
Tower Semiconductor
TSEM
$24.8B
| $2.4M | 0.01% |
89,200
+52,400
| +142% | +$1.67M |
|
1638
CALL
Fortuna Silver Mines
FSM
$2.55B
| $2.4M | 0.01% |
460,000
+162,100
| +54% | +$781K |
|
1639
Herbalife
HLF
$1.29B
| $2.39M | 0.01% |
49,130
+32,948
| +204% | +$1.4M |
|
1640
Devon Energy
DVN
$52.1B
| $2.39M | 0.01% |
75,249
-28,808
| -28% | -$1.06M |
|
1641
CALL
Medtronic
MDT
$109B
| $2.39M | 0.01% |
29,800
+20,200
| +210% | +$1.67M |
|
|
ATH
1642
CALL
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.39M | 0.01% |
50,000
+10,000
| +25% | +$498K |
|
|
JO
1643
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $2.38M | 0.01% |
166,300
+127,700
| +331% | +$1.92M |
|
1644
CALL
EOG Resources
EOG
$79.2B
| $2.38M | 0.01% |
22,600
-24,800
| -52% | -$2.67M |
|
1645
CALL
M&T Bank
MTB
$35.7B
| $2.38M | 0.01% |
12,900
+11,000
| +579% | +$2.05M |
|
1646
Invesco Semiconductors ETF
PSI
$2.34B
| $2.38M | 0.01% |
134,850
+79,797
| +145% | +$1.42M |
|
1647
CALL
Equity Lifestyle Properties
ELS
$12.6B
| $2.37M | 0.01% |
54,000
| – | – |
|
1648
iShares MSCI India Small-Cap ETF
SMIN
$764M
| $2.37M | 0.01% |
49,886
+43,502
| +681% | +$2.19M |
|
1649
CALL
CarMax
KMX
$8.13B
| $2.37M | 0.01% |
38,200
+2,500
| +7% | +$163K |
|
1650
PVH
PVH
$4B
| $2.36M | 0.01% |
15,605
+7,448
| +91% | +$1.09M |
|
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.