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 | |
|---|---|---|---|---|---|---|
301
CALL
Intuitive Surgical
ISRG
$127B
| $22.2M | 0.04% |
116,100
-14,100
| -11% | -$2.5M |
|
302
PUT
iShares MSCI Turkey ETF
TUR
$201M
| $22.2M | 0.04% |
932,800
-528,000
| -36% | -$12.8M |
|
303
CALL
ProShares UltraPro S&P 500
UPRO
$4.89B
| $22.2M | 0.04% |
775,000
-87,800
| -10% | -$2.36M |
|
304
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $22.2M | 0.04% |
44,030
-3,895
| -8% | -$1.96M |
|
|
305
PUT
ProShares UltraPro S&P 500
UPRO
$4.89B
| $21.8M | 0.04% |
762,400
-808,600
| -51% | -$21.7M |
|
306
CALL
Honeywell
HON
$76.4B
| $21.8M | 0.04% |
144,795
+123,430
| +578% | +$17.5M |
|
307
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $21.6M | 0.04% |
896,000
+866,100
| +2,897% | +$22.5M |
|
308
Vanguard S&P 500 ETF
VOO
$956B
| $21.6M | 0.04% |
80,863
+79,763
| +7,251% | +$20.9M |
|
309
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$467M
| $21.4M | 0.04% |
407,409
+361,020
| +778% | +$19.2M |
|
310
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$517M
| $21.4M | 0.04% |
11,495
+4,075
| +55% | +$8M |
|
311
PUT
Bank of America
BAC
$429B
| $21.4M | 0.04% |
725,600
-446,600
| -38% | -$13.6M |
|
312
Invesco Variable Rate Preferred ETF
VRP
$2.98B
| $21.2M | 0.04% |
+852,902
| New | +$21.3M |
|
313
CVS Health
CVS
$135B
| $21.1M | 0.04% |
267,932
+175,258
| +189% | +$12.5M |
|
314
Wells Fargo
WFC
$254B
| $21M | 0.04% |
400,369
-562,818
| -58% | -$32.1M |
|
315
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$231M
| $21M | 0.04% |
56,400
-630
| -1% | -$228K |
|
316
CALL
American Airlines Group
AAL
$9.82B
| $21M | 0.04% |
507,800
+178,200
| +54% | +$6.96M |
|
|
SPLK
317
DELISTED
Splunk Inc
SPLK
| $21M | 0.04% |
173,478
+116,123
| +202% | +$12.9M |
|
318
Annaly Capital Management
NLY
$17.3B
| $20.9M | 0.04% |
511,370
+495,446
| +3,111% | +$20.8M |
|
319
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $20.9M | 0.04% |
611,800
+500,200
| +448% | +$17.4M |
|
|
CGC
320
PUT
Canopy Growth
CGC
$376M
| $20.9M | 0.04% |
+42,410
| New | +$15.7M |
|
321
iShares Government/Credit Bond ETF
GBF
$133M
| $20.9M | 0.04% |
189,766
+94,766
| +100% | +$10.5M |
|
|
LKFT
322
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.82B
| $20.8M | 0.04% |
185,269
+126,277
| +214% | +$13.3M |
|
323
CALL
3M
MMM
$91.8B
| $20.8M | 0.04% |
117,926
+57,169
| +94% | +$9.85M |
|
324
CALL
lululemon athletica
LULU
$13.5B
| $20.6M | 0.04% |
126,800
-28,400
| -18% | -$3.89M |
|
325
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.31B
| $20.6M | 0.04% |
1,221,570
+1,103,580
| +935% | +$18.3M |
|
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.