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 | |
|---|---|---|---|---|---|---|
1976
PUT
First Solar
FSLR
$26.2B
| $1.8M | ﹤0.01% |
25,300
-251,100
| -91% | -$17.1M |
|
|
REN
1977
PUT
DELISTED
Resolute Energy Corporaton
REN
| $1.79M | ﹤0.01% |
+51,800
| New | +$1.76M |
|
|
PTM
1978
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
| $1.79M | ﹤0.01% |
184,726
+32,646
| +21% | +$333K |
|
1979
Jacobs Solutions
J
$16.8B
| $1.79M | ﹤0.01% |
36,616
+21,170
| +137% | +$1.12M |
|
1980
Invesco Financial Preferred ETF
PGF
$676M
| $1.79M | ﹤0.01% |
+96,475
| New | +$1.79M |
|
1981
Vipshop
VIPS
$7.49B
| $1.79M | ﹤0.01% |
107,621
-104,198
| -49% | -$1.72M |
|
1982
CALL
Ciena
CIEN
$58.2B
| $1.79M | ﹤0.01% |
69,000
+41,300
| +149% | +$972K |
|
1983
WisdomTree US SmallCap Dividend Fund
DES
$2.23B
| $1.79M | ﹤0.01% |
+65,225
| New | +$1.84M |
|
1984
iShares MSCI Intl Quality Factor ETF
IQLT
$14B
| $1.79M | ﹤0.01% |
60,982
-38,560
| -39% | -$1.15M |
|
1985
PUT
ProShares Ultra Financials
UYG
$855M
| $1.79M | ﹤0.01% |
+43,500
| New | +$1.9M |
|
|
GOGL
1986
DELISTED
Golden Ocean Group
GOGL
| $1.78M | ﹤0.01% |
224,567
+111,971
| +99% | +$984K |
|
|
EUHY
1987
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
| $1.78M | ﹤0.01% |
32,157
+21,027
| +189% | +$1.17M |
|
1988
ProShares UltraShort Energy
DUG
$21.3M
| $1.78M | ﹤0.01% |
+2,202
| New | +$1.69M |
|
1989
FMC
FMC
$1.32B
| $1.78M | ﹤0.01% |
+26,803
| New | +$2M |
|
1990
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.07B
| $1.78M | ﹤0.01% |
51,006
-83,784
| -62% | -$2.94M |
|
1991
PUT
iShares Core S&P 500 ETF
IVV
$900B
| $1.78M | ﹤0.01% |
+6,700
| New | +$1.84M |
|
1992
CALL
Southern Company
SO
$107B
| $1.78M | ﹤0.01% |
39,800
+29,100
| +272% | +$1.29M |
|
1993
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.4B
| $1.78M | ﹤0.01% |
23,977
-7,334
| -23% | -$566K |
|
1994
Sanofi
SNY
$102B
| $1.77M | ﹤0.01% |
44,292
-43,889
| -50% | -$1.83M |
|
1995
New Oriental
EDU
$8.96B
| $1.77M | ﹤0.01% |
20,244
+8,446
| +72% | +$786K |
|
1996
PUT
FIVE9
FIVN
$2.28B
| $1.77M | ﹤0.01% |
+59,400
| New | +$1.63M |
|
1997
Toyota
TM
$224B
| $1.77M | ﹤0.01% |
13,571
-22,035
| -62% | -$2.95M |
|
|
TWX
1998
PUT
DELISTED
Time Warner Inc
TWX
| $1.77M | ﹤0.01% |
18,700
-170,200
| -90% | -$16M |
|
|
ALFA
1999
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
| $1.77M | ﹤0.01% |
40,710
+2,857
| +8% | +$129K |
|
2000
JPMorgan Ultra-Short Income ETF
JPST
$40.3B
| $1.77M | ﹤0.01% |
+35,345
| New | +$1.77M |
|
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.