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 | |
|---|---|---|---|---|---|---|
1951
PUT
General Mills
GIS
$19.1B
| $1.92M | ﹤0.01% |
44,800
-10,600
| -19% | -$480K |
|
1952
iShares MSCI Poland ETF
EPOL
$700M
| $1.92M | ﹤0.01% |
+80,540
| New | +$1.89M |
|
1953
DexCom
DXCM
$31.5B
| $1.92M | ﹤0.01% |
53,724
+41,584
| +343% | +$1.29M |
|
1954
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
| $1.92M | ﹤0.01% |
+113,400
| New | +$1.96M |
|
|
FIEE
1955
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $1.92M | ﹤0.01% |
11,958
+887
| +8% | +$144K |
|
|
WUBA
1956
CALL
DELISTED
58.com Inc
WUBA
| $1.91M | ﹤0.01% |
26,000
+7,600
| +41% | +$525K |
|
1957
InfraCap MLP ETF
AMZA
$470M
| $1.91M | ﹤0.01% |
25,680
+21,211
| +475% | +$1.64M |
|
1958
PUT
Medtronic
MDT
$109B
| $1.91M | ﹤0.01% |
19,400
+2,300
| +13% | +$213K |
|
1959
First Trust China AlphaDEX Fund
FCA
$32.9M
| $1.91M | ﹤0.01% |
69,158
+58,805
| +568% | +$1.63M |
|
|
MRO
1960
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.9M | ﹤0.01% |
81,800
-13,000
| -14% | -$272K |
|
|
OIL
1961
DELISTED
iPath Series B S&P GSCI Crude Oil ETN
OIL
| $1.9M | ﹤0.01% |
125,745
+65,570
| +109% | +$929K |
|
1962
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$578M
| $1.9M | ﹤0.01% |
+41,126
| New | +$1.87M |
|
1963
iShares US Energy ETF
IYE
$1.74B
| $1.9M | ﹤0.01% |
45,354
-8,653
| -16% | -$358K |
|
|
CIZ
1964
DELISTED
VictoryShares Developed Enhanced Volatility Wtd ETF
CIZ
| $1.9M | ﹤0.01% |
55,807
+14,439
| +35% | +$491K |
|
1965
CALL
Kimberly-Clark
KMB
$36.3B
| $1.9M | ﹤0.01% |
16,700
-19,400
| -54% | -$2.18M |
|
1966
PUT
J.M. Smucker
SJM
$12.7B
| $1.9M | ﹤0.01% |
18,500
+4,500
| +32% | +$491K |
|
1967
AMC Entertainment Holdings
AMC
$2.52B
| $1.9M | ﹤0.01% |
+9,256
| New | +$1.67M |
|
1968
PUT
Vail Resorts
MTN
$5.32B
| $1.89M | ﹤0.01% |
6,900
+5,800
| +527% | +$1.67M |
|
1969
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
| $1.89M | ﹤0.01% |
37,489
+11,741
| +46% | +$594K |
|
1970
PUT
SolarEdge
SEDG
$2.51B
| $1.89M | ﹤0.01% |
50,200
+37,600
| +298% | +$1.81M |
|
1971
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $1.89M | ﹤0.01% |
83,149
-48,408
| -37% | -$1.08M |
|
1972
Zoetis
ZTS
$32.4B
| $1.89M | ﹤0.01% |
20,595
-348,761
| -94% | -$30.9M |
|
1973
CALL
Brink's
BCO
$4.88B
| $1.88M | ﹤0.01% |
+27,000
| New | +$2.08M |
|
|
1974
PUT
Brink's
BCO
$4.88B
| $1.88M | ﹤0.01% |
+27,000
| New | +$2.08M |
|
|
SEA
1975
DELISTED
Invesco Shipping ETF
SEA
| $1.88M | ﹤0.01% |
+183,772
| New | +$1.84M |
|
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.