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 | |
|---|---|---|---|---|---|---|
551
PUT
ProShares UltraPro S&P 500
UPRO
$5.13B
| $10.5M | 0.02% |
605,000
-157,400
| -21% | -$3.54M |
|
552
PUT
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
| $10.5M | 0.02% |
184
+28
| +18% | +$2.2M |
|
553
CALL
3M
MMM
$90.8B
| $10.4M | 0.02% |
65,541
-52,385
| -44% | -$8.7M |
|
|
COUP
554
CALL
DELISTED
Coupa Software Incorporated
COUP
| $10.4M | 0.02% |
165,800
+131,800
| +388% | +$8.34M |
|
555
CALL
RTX Corp
RTX
$289B
| $10.4M | 0.02% |
155,086
-36,547
| -19% | -$2.87M |
|
556
PUT
Lowe's Companies
LOW
$118B
| $10.4M | 0.02% |
112,300
+36,000
| +47% | +$3.47M |
|
|
VIAB
557
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $10.4M | 0.02% |
403,300
+367,600
| +1,030% | +$11.3M |
|
558
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $10.4M | 0.02% |
318,600
+19,300
| +6% | +$664K |
|
559
Nokia
NOK
$50.7B
| $10.3M | 0.02% |
1,774,000
+1,704,686
| +2,459% | +$9.57M |
|
560
PUT
SLB Ltd
SLB
$72.6B
| $10.3M | 0.02% |
284,100
+109,600
| +63% | +$5.41M |
|
561
ROBO Global Robotics & Automation Index ETF
ROBO
$1.94B
| $10.2M | 0.02% |
314,791
+293,139
| +1,354% | +$10.6M |
|
562
CALL
Ambarella
AMBA
$3.25B
| $10.2M | 0.02% |
291,900
+220,400
| +308% | +$7.8M |
|
563
CALL
American International
AIG
$41.8B
| $10.2M | 0.02% |
259,000
+200,400
| +342% | +$8.75M |
|
564
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.63B
| $10.2M | 0.02% |
+181,207
| New | +$10.2M |
|
565
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $10.2M | 0.02% |
227,700
+75,200
| +49% | +$4.33M |
|
|
CS
566
DELISTED
Credit Suisse Group
CS
| $10.2M | 0.02% |
935,829
+654,249
| +232% | +$8.09M |
|
567
iShares MSCI India Small-Cap ETF
SMIN
$753M
| $10.2M | 0.02% |
+263,481
| New | +$9.58M |
|
568
PUT
AT&T
T
$159B
| $10.2M | 0.02% |
470,947
+233,686
| +98% | +$5.44M |
|
569
CALL
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$29.5M
| $10.1M | 0.02% |
40
-36
| -47% | -$12.4M |
|
570
CALL
Palo Alto Networks
PANW
$265B
| $10.1M | 0.02% |
321,000
-43,200
| -12% | -$1.35M |
|
571
CALL
WIX.com
WIX
$2.37B
| $10M | 0.02% |
111,000
+100,100
| +918% | +$9.46M |
|
572
UBS Group
UBS
$175B
| $10M | 0.02% |
807,728
+761,816
| +1,659% | +$10.3M |
|
573
Tilray
TLRY
$572M
| $10M | 0.02% |
14,172
-3,799
| -21% | -$4.17M |
|
574
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $10M | 0.02% |
194,130
-716,301
| -79% | -$36.4M |
|
575
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$233M
| $9.97M | 0.02% |
65,810
+21,880
| +50% | +$5.59M |
|
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.