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 | |
|---|---|---|---|---|---|---|
|
HYLV
1376
DELISTED
IQ S&P High Yield Low Volatility Bond ETF
HYLV
| $3.35M | 0.01% |
137,970
+50,309
| +57% | +$1.22M |
|
1377
iShares MSCI BIC ETF
BKF
$78.1M
| $3.35M | 0.01% |
83,070
-5,809
| -7% | -$239K |
|
|
IBMI
1378
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
| $3.35M | 0.01% |
132,600
+119,064
| +880% | +$3.02M |
|
1379
CALL
Dollar Tree
DLTR
$24.4B
| $3.34M | 0.01% |
41,000
-402,800
| -91% | -$35.4M |
|
1380
iShares US Equity Factor ETF
LRGF
$3.58B
| $3.34M | 0.01% |
99,444
+77,126
| +346% | +$2.57M |
|
|
YAO
1381
DELISTED
Invesco China All-Cap ETF
YAO
| $3.34M | 0.01% |
104,522
+56,392
| +117% | +$1.84M |
|
1382
CALL
Akamai
AKAM
$16.7B
| $3.34M | 0.01% |
45,700
+31,500
| +222% | +$2.37M |
|
1383
CALL
NextEra Energy
NEE
$181B
| $3.33M | 0.01% |
79,600
-125,200
| -61% | -$5.33M |
|
1384
Lloyds Banking Group
LYG
$89.5B
| $3.33M | 0.01% |
+1,095,497
| New | +$3.51M |
|
1385
Dollar General
DG
$28B
| $3.33M | 0.01% |
30,448
+797
| +3% | +$82.9K |
|
1386
iShares 1-3 Year International Treasury Bond ETF
ISHG
$837M
| $3.33M | 0.01% |
40,905
+25,037
| +158% | +$2.05M |
|
1387
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
| $3.32M | 0.01% |
85,295
-127,888
| -60% | -$5.08M |
|
|
SCHW
1388
CALL
Charles Schwab
SCHW
$183B
| $3.32M | 0.01% |
67,500
+25,300
| +60% | +$1.29M |
|
1389
Hewlett Packard
HPE
$63.4B
| $3.31M | 0.01% |
202,947
-282,395
| -58% | -$4.52M |
|
1390
PUT
Bristol-Myers Squibb
BMY
$133B
| $3.31M | 0.01% |
53,300
-192,300
| -78% | -$11.4M |
|
1391
PUT
PepsiCo
PEP
$190B
| $3.31M | 0.01% |
29,600
-66,800
| -69% | -$7.56M |
|
1392
Rio Tinto
RIO
$158B
| $3.31M | 0.01% |
64,807
-153,967
| -70% | -$7.85M |
|
1393
Stanley Black & Decker
SWK
$14.3B
| $3.31M | 0.01% |
22,567
-58,444
| -72% | -$8.32M |
|
1394
iShares MSCI Agriculture Producers ETF
VEGI
$148M
| $3.3M | 0.01% |
111,255
+65,362
| +142% | +$1.88M |
|
|
CY
1395
PUT
DELISTED
Cypress Semiconductor
CY
| $3.3M | 0.01% |
+227,600
| New | +$3.75M |
|
1396
Bath & Body Works
BBWI
$4.06B
| $3.3M | 0.01% |
134,571
+98,634
| +274% | +$2.47M |
|
1397
Wabtec
WAB
$49.1B
| $3.29M | 0.01% |
31,404
+20,728
| +194% | +$2.23M |
|
1398
CSX Corp
CSX
$93.4B
| $3.29M | 0.01% |
133,347
-201,459
| -60% | -$4.8M |
|
1399
Vanguard Total Corporate Bond ETF
VTC
$1.72B
| $3.29M | 0.01% |
40,502
+16,317
| +67% | +$1.33M |
|
1400
iShares MSCI Sweden ETF
EWD
$546M
| $3.28M | 0.01% |
100,029
-53,824
| -35% | -$1.71M |
|
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.