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 | |
|---|---|---|---|---|---|---|
|
XYZ
126
PUT
Block Inc
XYZ
$49.5B
| $49.6M | 0.1% |
501,300
+332,600
| +197% | +$25.7M |
|
127
PUT
Advanced Micro Devices
AMD
$741B
| $49.6M | 0.1% |
1,606,200
+476,000
| +42% | +$10.7M |
|
128
JPMorgan BetaBuilders Canada ETF
BBCA
$11B
| $49.4M | 0.1% |
+1,005,344
| New | +$49.5M |
|
129
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $49.3M | 0.1% |
629,300
-380,000
| -38% | -$29M |
|
|
XYZ
130
CALL
Block Inc
XYZ
$49.5B
| $49.1M | 0.1% |
496,400
+28,400
| +6% | +$2.19M |
|
131
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
| $49M | 0.1% |
443,610
+76,200
| +21% | +$8.41M |
|
132
CALL
Walt Disney
DIS
$172B
| $48.9M | 0.1% |
417,900
+19,900
| +5% | +$2.21M |
|
133
CALL
Chevron
CVX
$374B
| $48.8M | 0.1% |
399,100
+213,800
| +115% | +$25.9M |
|
134
CALL
Costco
COST
$429B
| $48.2M | 0.1% |
205,100
-255,600
| -55% | -$57.6M |
|
135
CALL
Home Depot
HD
$343B
| $48.1M | 0.1% |
232,000
-133,000
| -36% | -$26.8M |
|
136
CALL
FedEx
FDX
$74B
| $48M | 0.09% |
199,300
-123,300
| -38% | -$29.9M |
|
137
VanEck Junior Gold Miners ETF
GDXJ
$6.99B
| $47.8M | 0.09% |
1,747,873
+993,154
| +132% | +$29.5M |
|
138
Vanguard FTSE Europe ETF
VGK
$30.2B
| $47.7M | 0.09% |
847,826
+733,791
| +643% | +$41.6M |
|
139
Qualcomm
QCOM
$172B
| $47.5M | 0.09% |
659,174
+220,272
| +50% | +$14.5M |
|
140
PUT
Constellation Brands
STZ
$22.5B
| $46.9M | 0.09% |
217,500
-29,900
| -12% | -$6.36M |
|
141
Broadcom
AVGO
$1.81T
| $46.9M | 0.09% |
1,899,840
+1,319,540
| +227% | +$29.6M |
|
|
142
CALL
Constellation Brands
STZ
$22.5B
| $46.8M | 0.09% |
217,100
-435,900
| -67% | -$92.7M |
|
143
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $46.4M | 0.09% |
910,431
-1,023,110
| -53% | -$52.4M |
|
144
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
| $45.6M | 0.09% |
1,690,720
+885,947
| +110% | +$23.9M |
|
145
CALL
Tilray
TLRY
$498M
| $45.3M | 0.09% |
+31,560
| New | +$20.3M |
|
146
CALL
ProShares Ultra S&P500
SSO
$7.75B
| $45.2M | 0.09% |
2,837,600
+698,400
| +33% | +$10.7M |
|
147
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $45.1M | 0.09% |
474,000
-193,000
| -29% | -$17.4M |
|
148
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $45M | 0.09% |
259,675
+95,325
| +58% | +$16M |
|
|
149
PUT
Broadcom
AVGO
$1.81T
| $44.8M | 0.09% |
1,817,000
+643,000
| +55% | +$14.4M |
|
150
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$289M
| $44.3M | 0.09% |
1,156,500
+90,600
| +8% | +$3.33M |
|
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.