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 | |
|---|---|---|---|---|---|---|
1901
ICU Medical
ICUI
$4.3B
| $1.91M | ﹤0.01% |
7,567
+5,874
| +347% | +$1.38M |
|
|
SFUN
1902
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.91M | ﹤0.01% |
7,433
+6,777
| +1,033% | +$1.69M |
|
|
CERN
1903
DELISTED
Cerner Corp
CERN
| $1.91M | ﹤0.01% |
32,904
+28,834
| +708% | +$1.87M |
|
1904
Synopsys
SNPS
$77.3B
| $1.91M | ﹤0.01% |
22,914
+13,479
| +143% | +$1.18M |
|
|
PXD
1905
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.91M | ﹤0.01% |
11,100
+8,000
| +258% | +$1.41M |
|
|
ANDV
1906
DELISTED
Andeavor
ANDV
| $1.91M | ﹤0.01% |
18,938
+2,837
| +18% | +$296K |
|
1907
PUT
XPO
XPO
$23.8B
| $1.9M | ﹤0.01% |
54,069
-50,889
| -48% | -$1.7M |
|
1908
PUT
MPLX
MPLX
$61.4B
| $1.9M | ﹤0.01% |
+57,600
| New | +$2.06M |
|
1909
Pacer Trendpilot US Large Cap ETF
PTLC
$3.37B
| $1.9M | ﹤0.01% |
+67,098
| New | +$1.97M |
|
1910
State Street SPDR S&P Global Dividend ETF
WDIV
$280M
| $1.9M | ﹤0.01% |
27,602
+15,347
| +125% | +$1.08M |
|
1911
Nasdaq
NDAQ
$52.3B
| $1.9M | ﹤0.01% |
66,045
+54,858
| +490% | +$1.48M |
|
|
PE
1912
DELISTED
PARSLEY ENERGY INC
PE
| $1.9M | ﹤0.01% |
65,469
-31,021
| -32% | -$826K |
|
1913
ProShares Ultra Health Care
RXL
$83.7M
| $1.9M | ﹤0.01% |
88,476
+57,524
| +186% | +$1.34M |
|
1914
United States Gasoline Fund
UGA
$118M
| $1.9M | ﹤0.01% |
58,686
+48,995
| +506% | +$1.56M |
|
1915
LG Display
LPL
$3.23B
| $1.89M | ﹤0.01% |
156,364
+21,568
| +16% | +$298K |
|
1916
PUT
Eastman Chemical
EMN
$8.45B
| $1.89M | ﹤0.01% |
17,900
+14,900
| +497% | +$1.51M |
|
1917
Ross Stores
ROST
$80.5B
| $1.89M | ﹤0.01% |
24,211
-70,694
| -74% | -$5.61M |
|
1918
PUT
Dentsply Sirona
XRAY
$2.86B
| $1.89M | ﹤0.01% |
+37,500
| New | +$2.21M |
|
|
IDLB
1919
DELISTED
Invesco FTSE International Low Beta Equal Weight ETF
IDLB
| $1.89M | ﹤0.01% |
62,071
+35,367
| +132% | +$1.08M |
|
1920
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$109M
| $1.88M | ﹤0.01% |
+77,383
| New | +$1.93M |
|
1921
iShares Micro-Cap ETF
IWC
$1.51B
| $1.88M | ﹤0.01% |
+19,586
| New | +$1.91M |
|
1922
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.1M
| $1.88M | ﹤0.01% |
78,666
+12,402
| +19% | +$298K |
|
1923
Cognex
CGNX
$11.9B
| $1.88M | ﹤0.01% |
36,142
+29,924
| +481% | +$1.77M |
|
1924
Steel Dynamics
STLD
$38B
| $1.87M | ﹤0.01% |
42,366
+21,039
| +99% | +$969K |
|
1925
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.6M
| $1.87M | ﹤0.01% |
75,248
+48,623
| +183% | +$1.26M |
|
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.