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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$794M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$285M |
| 3 |
Netflix
NFLX
|
+$274M |
| 4 |
Meta Platforms (Facebook)
META
|
+$245M |
| 5 |
Vanguard Total Bond Market
BND
|
+$210M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$513M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$215M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$180M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$158M |
| 5 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$118M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.74% |
| 2 | Consumer Discretionary | 3% |
| 3 | Technology | 2.83% |
| 4 | Healthcare | 1.26% |
| 5 | Consumer Staples | 1.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
CALL
Delta Air Lines
DAL
$56.7B
| $25M | 0.05% |
432,500
+329,100
| +318% | +$18.1M |
|
277
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
| $24.9M | 0.05% |
+187,500
| New | +$25.3M |
|
278
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.39B
| $24.9M | 0.05% |
1,487,000
+523,000
| +54% | +$8.12M |
|
279
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $24.7M | 0.05% |
222,200
+220,400
| +12,244% | +$24.6M |
|
280
CALL
Roku
ROKU
$21.6B
| $24.6M | 0.05% |
336,900
-186,700
| -36% | -$10.7M |
|
281
PUT
Vanguard S&P 500 ETF
VOO
$956B
| $24.4M | 0.05% |
91,400
+51,900
| +131% | +$13.6M |
|
282
PUT
Citigroup
C
$213B
| $24.2M | 0.05% |
336,900
+4,800
| +1% | +$339K |
|
283
PUT
Lam Research
LRCX
$316B
| $24.1M | 0.05% |
1,588,000
+299,000
| +23% | +$5.11M |
|
284
CALL
Dollar General
DG
$28.4B
| $24.1M | 0.05% |
220,300
+172,700
| +363% | +$18M |
|
285
CALL
Target
TGT
$66.3B
| $24.1M | 0.05% |
272,800
+30,500
| +13% | +$2.54M |
|
|
CELG
286
CALL
DELISTED
Celgene Corp
CELG
| $24M | 0.05% |
267,700
-239,800
| -47% | -$21.2M |
|
|
TWTR
287
DELISTED
Twitter, Inc.
TWTR
| $23.8M | 0.05% |
837,144
+656,529
| +363% | +$23.2M |
|
288
CenterPoint Energy
CNP
$28.3B
| $23.8M | 0.05% |
859,840
+846,069
| +6,144% | +$23.7M |
|
289
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
| $23.8M | 0.05% |
522,911
+468,823
| +867% | +$21.5M |
|
290
Vanguard Morningstar Value ETF
VTV
$188B
| $23.5M | 0.05% |
+212,189
| New | +$23.2M |
|
291
VanEck High Yield Muni ETF
HYD
$4.44B
| $23.5M | 0.05% |
+376,656
| New | +$23.6M |
|
292
PUT
Costco
COST
$432B
| $23.4M | 0.05% |
99,600
-338,600
| -77% | -$76.3M |
|
293
PUT
Viatris
VTRS
$20.8B
| $23.4M | 0.05% |
639,100
+623,000
| +3,870% | +$23.4M |
|
294
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
| $23.4M | 0.05% |
+470,499
| New | +$23.4M |
|
295
Tenaris
TS
$28.2B
| $23M | 0.05% |
+687,540
| New | +$23.8M |
|
296
Home Depot
HD
$337B
| $22.8M | 0.05% |
110,075
-243,175
| -69% | -$49M |
|
|
WWE
297
CALL
DELISTED
World Wrestling Entertainment
WWE
| $22.8M | 0.05% |
235,300
-312,200
| -57% | -$25.8M |
|
298
CALL
Blackrock
BLK
$167B
| $22.6M | 0.04% |
47,900
+38,500
| +410% | +$18.7M |
|
299
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
| $22.4M | 0.04% |
328,400
-64,500
| -16% | -$4.27M |
|
300
ArcelorMittal
MT
$49.5B
| $22.3M | 0.04% |
723,497
+189,125
| +35% | +$5.73M |
|
Similar funds
Jane Street's Q3 2018 Portfolio in Review
As of Q3 2018, Jane Street held 6,287 positions worth $50.6B, up 19% from $42.6B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
Jane Street deployed $6.33B of net new capital in Q3 2018, opening 1,391 new positions and adding to 1,722 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 6,735,271 shares worth $288M.
By sector, the portfolio is most concentrated in Communication Services at 3.7% of assets, up from 1.6% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was iShares Core MSCI Emerging Markets ETF, an estimated $513M trimmed.
- Jane Street's largest Q3 2018 buy was iShares China Large-Cap ETF: 6,735,271 shares worth $288M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q3 2018, an estimated $794M increase.
- Jane Street's biggest Q3 2018 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $513M.
- Jane Street fully exited Vanguard FTSE Developed Markets ETF in Q3 2018, selling an estimated $215M.
- Jane Street's ten largest holdings make up 27% of its $50.6B portfolio in Q3 2018.
- Jane Street opened 1,391 new positions and closed 1,277 in Q3 2018.
- Jane Street's portfolio value rose 19% quarter-over-quarter to $50.6B.
Based on Jane Street's 13F filing for Q3 2018, filed 14 Nov 2018.