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 | |
|---|---|---|---|---|---|---|
2276
First Trust Municipal High Income ETF
FMHI
$999M
| $1.37M | ﹤0.01% |
27,436
+7,624
| +38% | +$382K |
|
|
IPFF
2277
DELISTED
iShares International Preferred Stock ETF
IPFF
| $1.37M | ﹤0.01% |
75,653
+8,270
| +12% | +$154K |
|
2278
KeyCorp
KEY
$24.8B
| $1.37M | ﹤0.01% |
69,903
+45,032
| +181% | +$944K |
|
2279
Lennar Class A
LEN
$21.2B
| $1.37M | ﹤0.01% |
23,957
+14,038
| +142% | +$847K |
|
2280
Capital One
COF
$136B
| $1.36M | ﹤0.01% |
14,247
-51,581
| -78% | -$5.13M |
|
|
LEAD
2281
DELISTED
Siren DIVCON Leaders Dividend ETF
LEAD
| $1.36M | ﹤0.01% |
+42,564
| New | +$1.4M |
|
2282
CALL
D.R. Horton
DHI
$42.4B
| $1.36M | ﹤0.01% |
31,100
+21,100
| +211% | +$985K |
|
2283
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$47.9M
| $1.36M | ﹤0.01% |
33,326
-1,201
| -3% | -$51.3K |
|
2284
PUT
Cleveland-Cliffs
CLF
$7.22B
| $1.36M | ﹤0.01% |
196,000
+171,400
| +697% | +$1.29M |
|
2285
CALL
Criteo S.A. Ordinary Shares
CRTO
$857M
| $1.36M | ﹤0.01% |
+52,700
| New | +$1.43M |
|
|
EUFX
2286
DELISTED
ProShares Short Euro
EUFX
| $1.36M | ﹤0.01% |
34,867
-1,861
| -5% | -$72.7K |
|
2287
Fortuna Silver Mines
FSM
$2.91B
| $1.36M | ﹤0.01% |
260,388
+23,623
| +10% | +$114K |
|
|
PVG
2288
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.36M | ﹤0.01% |
203,775
+122,977
| +152% | +$968K |
|
2289
Melco Resorts & Entertainment
MLCO
$2.19B
| $1.36M | ﹤0.01% |
46,776
+33,881
| +263% | +$949K |
|
|
ZEN
2290
DELISTED
ZENDESK INC
ZEN
| $1.35M | ﹤0.01% |
28,271
+21,583
| +323% | +$895K |
|
2291
CALL
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $1.35M | ﹤0.01% |
38,900
+23,700
| +156% | +$844K |
|
2292
PUT
Intuit
INTU
$89.7B
| $1.35M | ﹤0.01% |
7,800
-123,400
| -94% | -$20.8M |
|
2293
Invesco Large Cap Value ETF
PWV
$1.72B
| $1.35M | ﹤0.01% |
37,018
+22,692
| +158% | +$868K |
|
2294
First Trust China AlphaDEX Fund
FCA
$33.2M
| $1.35M | ﹤0.01% |
+44,183
| New | +$1.4M |
|
2295
PUT
ProShares UltraShort Russell2000
TWM
$41.7M
| $1.35M | ﹤0.01% |
3,930
+1,040
| +36% | +$351K |
|
2296
Quanta Services
PWR
$103B
| $1.35M | ﹤0.01% |
39,265
+30,827
| +365% | +$1.12M |
|
2297
Hartford Multifactor Emerging Markets ETF
ROAM
$109M
| $1.35M | ﹤0.01% |
51,562
+11,254
| +28% | +$300K |
|
2298
First Majestic Silver
AG
$8.68B
| $1.35M | ﹤0.01% |
220,205
+149,285
| +210% | +$918K |
|
2299
PUT
Mohawk Industries
MHK
$9.19B
| $1.35M | ﹤0.01% |
5,800
+2,600
| +81% | +$670K |
|
2300
Factset
FDS
$9.89B
| $1.34M | ﹤0.01% |
6,742
+4,869
| +260% | +$983K |
|
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.