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 | |
|---|---|---|---|---|---|---|
|
ATVI
726
PUT
DELISTED
Activision Blizzard
ATVI
| $7.26M | 0.02% |
155,800
+66,500
| +74% | +$3.98M |
|
|
SPLK
727
CALL
DELISTED
Splunk Inc
SPLK
| $7.22M | 0.02% |
68,900
-3,300
| -5% | -$334K |
|
728
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$97.1B
| $7.19M | 0.02% |
78,700
+45,900
| +140% | +$4.55M |
|
729
Northrop Grumman
NOC
$77B
| $7.18M | 0.02% |
29,313
-2,442
| -8% | -$675K |
|
730
CALL
Veeva Systems
VEEV
$33.1B
| $7.17M | 0.02% |
80,300
+64,800
| +418% | +$5.92M |
|
731
First Trust RiverFront Dynamic Developed International ETF
RFDI
$166M
| $7.16M | 0.02% |
139,800
+60,041
| +75% | +$3.31M |
|
732
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.73M
| $7.12M | 0.02% |
46,354
+30,313
| +189% | +$4.53M |
|
733
CALL
Intercontinental Exchange
ICE
$85.4B
| $7.11M | 0.02% |
94,400
+59,700
| +172% | +$4.58M |
|
734
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
| $7.11M | 0.02% |
279,200
+178,700
| +178% | +$4.59M |
|
735
PUT
Cboe Global Markets
CBOE
$32B
| $7.09M | 0.01% |
72,500
+67,200
| +1,268% | +$7M |
|
736
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
| $7.07M | 0.01% |
146,827
+132,443
| +921% | +$6.27M |
|
|
SFLY
737
DELISTED
Shutterfly, Inc.
SFLY
| $7.06M | 0.01% |
175,263
+105,347
| +151% | +$5.53M |
|
738
Coca-Cola Europacific Partners
CCEP
$48.3B
| $7.05M | 0.01% |
+153,828
| New | +$7.12M |
|
739
PUT
Delta Air Lines
DAL
$57.9B
| $7.05M | 0.01% |
141,200
+111,200
| +371% | +$6.06M |
|
740
CALL
Kohl's
KSS
$2.19B
| $7.04M | 0.01% |
106,100
+50,200
| +90% | +$3.52M |
|
741
American International
AIG
$41.7B
| $7.03M | 0.01% |
178,250
+86,275
| +94% | +$3.77M |
|
742
Ericsson
ERIC
$32.2B
| $7.01M | 0.01% |
789,822
-22,411
| -3% | -$195K |
|
743
CALL
Viatris
VTRS
$20.4B
| $6.97M | 0.01% |
254,300
+243,600
| +2,277% | +$7.89M |
|
744
Vanguard Total World Stock ETF
VT
$77.1B
| $6.95M | 0.01% |
106,123
+68,257
| +180% | +$4.78M |
|
745
CALL
Bausch Health
BHC
$2.52B
| $6.95M | 0.01% |
376,000
+280,400
| +293% | +$6.67M |
|
746
XPO
XPO
$23.7B
| $6.9M | 0.01% |
349,645
+254,405
| +267% | +$7.05M |
|
747
PUT
Target
TGT
$65.4B
| $6.89M | 0.01% |
104,200
+80,300
| +336% | +$6.18M |
|
|
DNKN
748
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $6.89M | 0.01% |
107,400
+103,400
| +2,585% | +$7.35M |
|
749
PUT
Merck
MRK
$322B
| $6.86M | 0.01% |
94,110
+64,556
| +218% | +$4.56M |
|
|
X
750
DELISTED
US Steel
X
| $6.82M | 0.01% |
373,694
-313
| -0.1% | -$7.83K |
|
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.