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 | |
|---|---|---|---|---|---|---|
526
CALL
Vodafone
VOD
$37.2B
| $11.1M | 0.02% |
574,600
+556,500
| +3,075% | +$11.1M |
|
527
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $11.1M | 0.02% |
335,226
-1,427,800
| -81% | -$47M |
|
528
CALL
Illumina
ILMN
$31B
| $11.1M | 0.02% |
37,933
+19,429
| +105% | +$6.02M |
|
529
CALL
Truist Financial
TFC
$63.5B
| $11M | 0.02% |
254,900
+236,000
| +1,249% | +$11.3M |
|
530
PUT
Seagate
STX
$193B
| $11M | 0.02% |
284,800
+258,000
| +963% | +$10.9M |
|
|
X
531
CALL
DELISTED
US Steel
X
| $11M | 0.02% |
602,200
+194,800
| +48% | +$4.88M |
|
|
DSUM
532
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
| $11M | 0.02% |
507,954
+377,132
| +288% | +$8.12M |
|
533
eBay
EBAY
$50.4B
| $11M | 0.02% |
390,576
+302,191
| +342% | +$8.89M |
|
534
Nike
NKE
$62.7B
| $10.9M | 0.02% |
147,446
-38,916
| -21% | -$2.91M |
|
535
Franklin FTSE Japan Hedged ETF
FLJH
$179M
| $10.9M | 0.02% |
513,160
+10,383
| +2% | +$248K |
|
536
CALL
Caesars Entertainment
CZR
$6.03B
| $10.9M | 0.02% |
+300,000
| New | +$11.9M |
|
|
537
Caesars Entertainment
CZR
$6.03B
| $10.8M | 0.02% |
+299,403
| New | +$11.9M |
|
538
IBM
IBM
$209B
| $10.8M | 0.02% |
99,731
-78,505
| -44% | -$9.42M |
|
539
Applied Materials
AMAT
$398B
| $10.8M | 0.02% |
330,593
+175,183
| +113% | +$6.01M |
|
540
Janus Henderson Short Duration Income ETF
VNLA
$3.34B
| $10.8M | 0.02% |
220,280
+158,351
| +256% | +$7.9M |
|
541
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$692M
| $10.7M | 0.02% |
172,120
+3,488
| +2% | +$217K |
|
542
Logitech
LOGI
$14.5B
| $10.7M | 0.02% |
340,451
+320,657
| +1,620% | +$11.4M |
|
543
CALL
PG&E
PCG
$39.2B
| $10.7M | 0.02% |
451,500
+422,900
| +1,479% | +$15.1M |
|
|
GG
544
DELISTED
Goldcorp Inc
GG
| $10.7M | 0.02% |
1,093,887
+976,384
| +831% | +$9.47M |
|
545
State Street SPDR Dow Jones International Real Estate ETF
RWX
$273M
| $10.7M | 0.02% |
302,877
+224,233
| +285% | +$8.26M |
|
|
BZUN
546
PUT
Baozun
BZUN
$173M
| $10.7M | 0.02% |
+366,300
| New | +$13.5M |
|
547
CALL
Roku
ROKU
$21.5B
| $10.7M | 0.02% |
348,900
+12,000
| +4% | +$566K |
|
548
ENI
E
$80.5B
| $10.6M | 0.02% |
+337,539
| New | +$11.5M |
|
|
549
PUT
Caesars Entertainment
CZR
$6.03B
| $10.6M | 0.02% |
+292,500
| New | +$11.6M |
|
550
CALL
Enterprise Products Partners
EPD
$82.5B
| $10.5M | 0.02% |
+428,700
| New | +$11.5M |
|
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.