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 | |
|---|---|---|---|---|---|---|
1676
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
| $2.31M | 0.01% |
73,351
-5,927
| -7% | -$188K |
|
1677
PUT
eBay
EBAY
$47.6B
| $2.31M | 0.01% |
57,400
-50,500
| -47% | -$2.09M |
|
1678
Dentsply Sirona
XRAY
$2.83B
| $2.31M | 0.01% |
45,906
+41,150
| +865% | +$2.42M |
|
|
PPL
1679
CALL
PPL Corp
PPL
$26.5B
| $2.31M | 0.01% |
+81,500
| New | +$2.43M |
|
1680
Core Alternative Capital
CCOR
$28M
| $2.31M | 0.01% |
91,923
+57,149
| +164% | +$1.45M |
|
1681
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$29.5M
| $2.3M | 0.01% |
8
+5
| +167% | +$1.36M |
|
1682
PUT
Pfizer
PFE
$143B
| $2.3M | 0.01% |
68,299
+8,748
| +15% | +$301K |
|
1683
Pacer Trendpilot US Mid Cap ETF
PTMC
$396M
| $2.3M | 0.01% |
74,527
+62,488
| +519% | +$1.96M |
|
1684
PUT
Steel Dynamics
STLD
$37B
| $2.3M | 0.01% |
52,000
-58,800
| -53% | -$2.71M |
|
1685
Magna International
MGA
$18.2B
| $2.29M | 0.01% |
40,733
-25,033
| -38% | -$1.4M |
|
1686
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$458M
| $2.29M | 0.01% |
90,791
+27,269
| +43% | +$688K |
|
1687
Methanex
MEOH
$4.2B
| $2.29M | 0.01% |
37,778
-300
| -0.8% | -$17.6K |
|
1688
Invesco FTSE RAFI US 1000 ETF
PRF
$9.89B
| $2.29M | 0.01% |
103,800
+70,695
| +214% | +$1.62M |
|
1689
PUT
Vale
VALE
$62B
| $2.29M | 0.01% |
179,700
+98,300
| +121% | +$1.29M |
|
1690
Honda
HMC
$38.4B
| $2.29M | 0.01% |
65,801
+50,010
| +317% | +$1.76M |
|
1691
Air Products & Chemicals
APD
$65.2B
| $2.28M | 0.01% |
14,363
+3,065
| +27% | +$505K |
|
1692
PUT
Vanguard Energy ETF
VDE
$9.95B
| $2.28M | 0.01% |
24,700
+4,700
| +24% | +$455K |
|
|
ESRX
1693
DELISTED
Express Scripts Holding Company
ESRX
| $2.28M | 0.01% |
33,027
-13,139
| -28% | -$1M |
|
1694
CALL
Apollo Global Management
APO
$74.6B
| $2.28M | 0.01% |
77,000
-161,700
| -68% | -$5.44M |
|
1695
PUT
Phillips 66
PSX
$82.7B
| $2.27M | 0.01% |
+23,700
| New | +$2.31M |
|
1696
Nuveen ESG US Aggregate Bond ETF
NUBD
$463M
| $2.27M | 0.01% |
93,432
-473,112
| -84% | -$11.6M |
|
1697
iShares JPMorgan EM Corporate Bond ETF
CEMB
$404M
| $2.27M | 0.01% |
45,355
-28,834
| -39% | -$1.46M |
|
1698
PUT
Lithia Motors
LAD
$8.31B
| $2.26M | 0.01% |
22,500
-227,500
| -91% | -$25.7M |
|
1699
CALL
Altria Group
MO
$114B
| $2.26M | 0.01% |
36,300
+30,400
| +515% | +$2.01M |
|
|
GLCN
1700
DELISTED
VanEck China Growth Leaders ETF
GLCN
| $2.26M | 0.01% |
+46,496
| New | +$2.34M |
|
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.