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 |
Vanguard Total International Bond ETF
BNDX
|
+$188M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$131M |
| 3 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$110M |
| 4 |
Baker Hughes
BKR
|
+$101M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$93.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$743M |
| 2 |
Amazon
AMZN
|
+$475M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$250M |
| 4 |
SPDR Gold Trust
GLD
|
+$219M |
| 5 |
Vanguard Total Bond Market
BND
|
+$212M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.61% |
| 2 | Technology | 1.49% |
| 3 | Communication Services | 1.26% |
| 4 | Healthcare | 1.13% |
| 5 | Financials | 1.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $21.2M | 0.04% |
456,000
-157,700
| -26% | -$8.23M |
|
302
McDonald's
MCD
$193B
| $21.1M | 0.04% |
118,837
+9,651
| +9% | +$1.71M |
|
303
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $21M | 0.04% |
201,900
-59,600
| -23% | -$6.04M |
|
304
PUT
Procter & Gamble
PG
$340B
| $21M | 0.04% |
228,600
+197,400
| +633% | +$17.6M |
|
305
Philips
PHG
$25.5B
| $20.9M | 0.04% |
765,793
+408,265
| +114% | +$12.1M |
|
306
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
| $20.8M | 0.04% |
365
-29
| -7% | -$2.28M |
|
307
CALL
iShares MSCI Mexico ETF
EWW
$1.89B
| $20.8M | 0.04% |
505,800
+487,700
| +2,694% | +$21.2M |
|
308
PUT
Bank of America
BAC
$429B
| $20.8M | 0.04% |
845,100
+119,500
| +16% | +$3.24M |
|
309
CALL
Accenture
ACN
$106B
| $20.8M | 0.04% |
147,400
+136,000
| +1,193% | +$21.5M |
|
310
Stellantis
STLA
$17.4B
| $20.7M | 0.04% |
1,434,262
+952,049
| +197% | +$15.3M |
|
|
CNP.PRB
311
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
| $20.7M | 0.04% |
+411,465
| New | +$20.7M |
|
312
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.31B
| $20.7M | 0.04% |
494
+114
| +30% | +$4.13M |
|
313
CALL
AbbVie
ABBV
$465B
| $20.7M | 0.04% |
224,400
+55,000
| +32% | +$4.84M |
|
|
314
Bank of America Series L
BAC.PRL
$3.93B
| $20.7M | 0.04% |
+16,497
| New | +$20.9M |
|
315
CALL
Align Technology
ALGN
$12.9B
| $20.6M | 0.04% |
98,600
+57,200
| +138% | +$14.5M |
|
316
CALL
NetEase
NTES
$83B
| $20.5M | 0.04% |
435,000
+267,000
| +159% | +$12M |
|
317
PUT
iShares Core S&P Small-Cap ETF
IJR
$109B
| $20.5M | 0.04% |
295,100
+292,400
| +10,830% | +$22.6M |
|
318
Walmart Inc
WMT
$909B
| $20.4M | 0.04% |
655,902
-2,967,354
| -82% | -$95.1M |
|
319
iShares International Select Dividend ETF
IDV
$8.31B
| $20.4M | 0.04% |
709,323
+663,946
| +1,463% | +$20.4M |
|
320
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $20.3M | 0.04% |
87,165
+50,738
| +139% | +$12.7M |
|
321
iShares MSCI EAFE Growth ETF
EFG
$16.2B
| $20.1M | 0.04% |
+291,720
| New | +$21.3M |
|
322
ExxonMobil
XOM
$650B
| $20.1M | 0.04% |
295,125
-47,420
| -14% | -$3.72M |
|
323
CALL
ProShares UltraShort S&P500
SDS
$435M
| $20M | 0.04% |
18,679
+8,020
| +75% | +$7.67M |
|
324
Chipotle Mexican Grill
CMG
$43.9B
| $19.7M | 0.04% |
2,285,700
+814,100
| +55% | +$7.36M |
|
325
CALL
Union Pacific
UNP
$174B
| $19.7M | 0.04% |
142,700
-418,800
| -75% | -$62M |
|
Similar funds
Jane Street's Q4 2018 Portfolio in Review
As of Q4 2018, Jane Street held 6,359 positions worth $47.5B, down 6.1% from $50.6B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Jane Street deployed $5.33B of net new capital in Q4 2018, opening 1,350 new positions and adding to 1,796 existing holdings. Its largest new stake was Vanguard Total International Bond ETF: 3,452,240 shares worth $187M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, down from 3% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $743M trimmed.
- Jane Street's largest Q4 2018 buy was Vanguard Total International Bond ETF: 3,452,240 shares worth $187M.
- Jane Street added most to Invesco QQQ Trust in Q4 2018, an estimated $131M increase.
- Jane Street's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $743M.
- Jane Street fully exited Vanguard Total Bond Market in Q4 2018, selling an estimated $212M.
- Jane Street's ten largest holdings make up 29% of its $47.5B portfolio in Q4 2018.
- Jane Street opened 1,350 new positions and closed 1,507 in Q4 2018.
- Jane Street's portfolio value fell 6.1% quarter-over-quarter to $47.5B.
Based on Jane Street's 13F filing for Q4 2018, filed 15 Feb 2019.