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 | |
|---|---|---|---|---|---|---|
326
PUT
ProShares UltraShort S&P500
SDS
$435M
| $20.5M | 0.04% |
24,820
-2,088
| -8% | -$1.82M |
|
327
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $20.5M | 0.04% |
121,800
-446,500
| -79% | -$75.4M |
|
328
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $20.5M | 0.04% |
262,406
-319,018
| -55% | -$24.9M |
|
329
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
| $20.5M | 0.04% |
233,024
+196,061
| +530% | +$17.3M |
|
330
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.23B
| $20.5M | 0.04% |
826,670
+703,663
| +572% | +$17.6M |
|
331
CALL
United Airlines
UAL
$38.8B
| $20.5M | 0.04% |
229,900
+186,700
| +432% | +$15.4M |
|
332
ProShares Ultra 20+ Year Treasury
UBT
$57.5M
| $20.5M | 0.04% |
575,864
+421,966
| +274% | +$15.8M |
|
333
Chevron
CVX
$382B
| $20.4M | 0.04% |
166,951
-5,159
| -3% | -$626K |
|
334
Visa
V
$677B
| $20.3M | 0.04% |
135,400
-30,900
| -19% | -$4.39M |
|
335
PUT
Altria Group
MO
$125B
| $20.2M | 0.04% |
335,700
+225,900
| +206% | +$13.4M |
|
|
SGI
336
CALL
Somnigroup International
SGI
$14.4B
| $20.2M | 0.04% |
1,526,800
+1,492,000
| +4,287% | +$19.9M |
|
337
Take-Two Interactive
TTWO
$46.1B
| $20.1M | 0.04% |
145,938
+112,283
| +334% | +$14.3M |
|
338
PUT
Norfolk Southern
NSC
$75.4B
| $20.1M | 0.04% |
111,500
+55,600
| +99% | +$9.5M |
|
339
iShares 10-20 Year Treasury Bond ETF
TLH
$11B
| $20.1M | 0.04% |
156,500
+24,516
| +19% | +$3.19M |
|
340
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.1B
| $19.8M | 0.04% |
+318,600
| New | +$19.9M |
|
341
iShares MSCI EAFE Value ETF
EFV
$28.3B
| $19.8M | 0.04% |
380,884
+189,484
| +99% | +$9.76M |
|
342
PUT
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$32.2M
| $19.8M | 0.04% |
50
+18
| +56% | +$6.05M |
|
343
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
| $19.7M | 0.04% |
+455,981
| New | +$19.7M |
|
344
CALL
United Rentals
URI
$65.7B
| $19.7M | 0.04% |
120,500
+24,600
| +26% | +$3.83M |
|
345
Omnicom Group
OMC
$22.7B
| $19.7M | 0.04% |
289,348
+266,441
| +1,163% | +$18.7M |
|
346
CALL
United States Oil Fund
USO
$2.15B
| $19.7M | 0.04% |
158,475
-336,638
| -68% | -$38.9M |
|
347
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
| $19.7M | 0.04% |
775,900
+648,700
| +510% | +$16.3M |
|
348
CALL
State Street Technology Select Sector SPDR ETF
XLK
$109B
| $19.6M | 0.04% |
519,400
-181,400
| -26% | -$6.65M |
|
349
BJs Wholesale Club
BJ
$12.8B
| $19.5M | 0.04% |
729,878
+718,038
| +6,065% | +$19.2M |
|
350
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
| $19.4M | 0.04% |
710,600
-329,100
| -32% | -$9.76M |
|
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.