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 | |
|---|---|---|---|---|---|---|
751
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51B
| $7.89M | 0.02% |
206,216
+125,667
| +156% | +$4.67M |
|
752
CALL
PENN Entertainment
PENN
$2.75B
| $7.86M | 0.02% |
238,600
-26,200
| -10% | -$872K |
|
753
Merck
MRK
$321B
| $7.84M | 0.02% |
115,845
-12,078
| -9% | -$769K |
|
|
ALXN
754
DELISTED
Alexion Pharmaceuticals
ALXN
| $7.83M | 0.02% |
+56,339
| New | +$7.07M |
|
|
ZJPN
755
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $7.82M | 0.02% |
97,576
-88,230
| -47% | -$6.84M |
|
756
iQIYI
IQ
$1.24B
| $7.81M | 0.02% |
288,579
+245,774
| +574% | +$7.32M |
|
757
Carlyle Group
CG
$16.3B
| $7.79M | 0.02% |
+345,684
| New | +$8.13M |
|
758
VanEck Long Muni ETF
MLN
$679M
| $7.78M | 0.02% |
401,854
+348,149
| +648% | +$6.85M |
|
759
ProShares Short High Yield
SJB
$51.7M
| $7.78M | 0.02% |
345,553
-329,214
| -49% | -$7.5M |
|
760
PUT
Kimberly-Clark
KMB
$36.6B
| $7.77M | 0.02% |
68,400
+34,600
| +102% | +$3.88M |
|
761
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.93B
| $7.71M | 0.02% |
196,380
+164,448
| +515% | +$6.3M |
|
762
Western Digital
WDC
$184B
| $7.7M | 0.02% |
173,992
-130,080
| -43% | -$6.59M |
|
763
PUT
EQT Corp
EQT
$33B
| $7.7M | 0.02% |
319,638
+148,246
| +86% | +$4.09M |
|
764
CALL
NetEase
NTES
$84.4B
| $7.67M | 0.02% |
168,000
-255,500
| -60% | -$11.8M |
|
|
WW
765
DELISTED
WW International
WW
| $7.67M | 0.02% |
106,502
+86,808
| +441% | +$7.05M |
|
766
CALL
Sony
SONY
$134B
| $7.67M | 0.02% |
+632,000
| New | +$6.96M |
|
|
AGND
767
DELISTED
WisdomTree Trust WisdomTree Negative Duration U.S. Aggregate Bond Fund
AGND
| $7.63M | 0.02% |
173,501
+64,432
| +59% | +$2.81M |
|
768
Bristol-Myers Squibb
BMY
$132B
| $7.63M | 0.02% |
122,901
+8,154
| +7% | +$484K |
|
769
Schwab International Equity ETF
SCHF
$67B
| $7.63M | 0.02% |
+455,122
| New | +$7.57M |
|
770
CALL
New Oriental
EDU
$9B
| $7.62M | 0.02% |
102,900
-11,800
| -10% | -$979K |
|
771
APA Corp
APA
$12.8B
| $7.6M | 0.02% |
159,386
+135,286
| +561% | +$6.09M |
|
772
CALL
SLB Ltd
SLB
$72.6B
| $7.59M | 0.02% |
124,600
+91,600
| +278% | +$5.9M |
|
773
iShares MSCI Philippines ETF
EPHE
$132M
| $7.58M | 0.02% |
252,374
-1,119
| -0.4% | -$35.3K |
|
774
News Corp Class B
NWS
$17.2B
| $7.56M | 0.01% |
+555,941
| New | +$8M |
|
775
CALL
Vanguard S&P 500 ETF
VOO
$972B
| $7.56M | 0.01% |
28,300
-52,200
| -65% | -$13.7M |
|
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.