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 | |
|---|---|---|---|---|---|---|
451
PUT
Norfolk Southern
NSC
$75B
| $13.1M | 0.03% |
87,900
-23,600
| -21% | -$3.88M |
|
452
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $13.1M | 0.03% |
422,400
-97,000
| -19% | -$3.28M |
|
453
Dominion Energy
D
$61.3B
| $13M | 0.03% |
182,417
+170,017
| +1,371% | +$12.4M |
|
454
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
| $12.9M | 0.03% |
389,109
+122,359
| +46% | +$4.3M |
|
455
Wynn Resorts
WYNN
$10.5B
| $12.9M | 0.03% |
130,602
+18,707
| +17% | +$2.02M |
|
456
Walt Disney
DIS
$167B
| $12.9M | 0.03% |
117,602
-1,108,408
| -90% | -$126M |
|
457
CALL
Deere & Co
DE
$162B
| $12.9M | 0.03% |
86,400
+56,800
| +192% | +$8.32M |
|
458
Equitable Holdings
EQH
$13.3B
| $12.8M | 0.03% |
772,656
+762,175
| +7,272% | +$14.9M |
|
459
CALL
NXP Semiconductors
NXPI
$61.8B
| $12.8M | 0.03% |
174,200
+59,800
| +52% | +$4.74M |
|
|
AGN
460
PUT
DELISTED
Allergan plc
AGN
| $12.8M | 0.03% |
95,400
+87,200
| +1,063% | +$14.3M |
|
|
BSJK
461
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $12.7M | 0.03% |
543,467
+363,252
| +202% | +$8.69M |
|
462
PUT
United Airlines
UAL
$40.1B
| $12.7M | 0.03% |
152,000
+96,300
| +173% | +$8.46M |
|
463
CALL
ProShares UltraPro S&P 500
UPRO
$5.13B
| $12.7M | 0.03% |
731,600
-43,400
| -6% | -$976K |
|
464
Moody's
MCO
$83.5B
| $12.7M | 0.03% |
90,796
+87,413
| +2,584% | +$13.2M |
|
465
VanEck Agribusiness ETF
MOO
$994M
| $12.7M | 0.03% |
223,384
+160,776
| +257% | +$9.92M |
|
466
CALL
iShares Russell 1000 Value ETF
IWD
$81.8B
| $12.7M | 0.03% |
114,000
+25,400
| +29% | +$3.04M |
|
467
CALL
Kilroy Realty
KRC
$4.6B
| $12.6M | 0.03% |
+200,000
| New | +$13.7M |
|
468
Philip Morris
PM
$299B
| $12.6M | 0.03% |
188,374
+82,922
| +79% | +$6.93M |
|
469
CALL
Eagle Materials
EXP
$6.35B
| $12.5M | 0.03% |
205,500
-6,300
| -3% | -$452K |
|
470
FlexShares Ultra-Short Income Fund
RAVI
$1.48B
| $12.5M | 0.03% |
166,779
+163,998
| +5,897% | +$12.4M |
|
471
PUT
Shopify
SHOP
$159B
| $12.4M | 0.03% |
897,000
+471,000
| +111% | +$6.63M |
|
|
CXO
472
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $12.4M | 0.03% |
120,800
+82,800
| +218% | +$11M |
|
473
CALL
Bristol-Myers Squibb
BMY
$132B
| $12.4M | 0.03% |
237,700
+150,900
| +174% | +$8.11M |
|
474
PUT
XPO
XPO
$23.4B
| $12.4M | 0.03% |
626,276
+572,496
| +1,065% | +$15.9M |
|
475
CALL
Comcast
CMCSA
$84B
| $12.3M | 0.03% |
361,100
+131,700
| +57% | +$4.81M |
|
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.