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 | |
|---|---|---|---|---|---|---|
751
PUT
Trade Desk
TTD
$8.41B
| $6.8M | 0.01% |
586,000
+213,000
| +57% | +$2.67M |
|
752
CALL
Zoetis
ZTS
$32.1B
| $6.75M | 0.01% |
78,900
+73,500
| +1,361% | +$6.62M |
|
753
iShares MSCI Austria ETF
EWO
$178M
| $6.73M | 0.01% |
366,369
+293,023
| +400% | +$6.07M |
|
754
PUT
United Parcel Service
UPS
$88.9B
| $6.72M | 0.01% |
68,900
+23,800
| +53% | +$2.58M |
|
755
iShares MSCI South Korea ETF
EWY
$22B
| $6.69M | 0.01% |
113,685
+60,951
| +116% | +$3.68M |
|
|
GRES
756
DELISTED
IQ ARB Global Resources
GRES
| $6.67M | 0.01% |
264,235
+177,630
| +205% | +$4.72M |
|
757
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
| $6.66M | 0.01% |
197,996
+187,472
| +1,781% | +$6.77M |
|
758
PUT
Accenture
ACN
$100B
| $6.66M | 0.01% |
47,200
+28,500
| +152% | +$4.51M |
|
759
Sabre
SABR
$719M
| $6.65M | 0.01% |
+307,347
| New | +$7.44M |
|
760
CALL
Dell
DELL
$261B
| $6.65M | 0.01% |
+268,328
| New | +$7.35M |
|
761
PUT
iShares MSCI Turkey ETF
TUR
$200M
| $6.64M | 0.01% |
270,200
-662,600
| -71% | -$16.2M |
|
|
I
762
CALL
DELISTED
INTELSAT S. A.
I
| $6.62M | 0.01% |
309,500
+244,100
| +373% | +$6.6M |
|
763
CALL
Simon Property Group
SPG
$75.1B
| $6.62M | 0.01% |
39,400
+35,400
| +885% | +$6.33M |
|
764
VanEck Morningstar International Moat ETF
MOTI
$73.9M
| $6.6M | 0.01% |
233,202
+211,552
| +977% | +$6.45M |
|
|
765
CALL
Baker Hughes
BKR
$60B
| $6.6M | 0.01% |
307,000
+300,200
| +4,415% | +$7.67M |
|
766
CALL
iShares Russell 1000 ETF
IWB
$48B
| $6.59M | 0.01% |
47,500
+30,500
| +179% | +$4.56M |
|
767
BHP
BHP
$214B
| $6.58M | 0.01% |
152,817
-27,485
| -15% | -$1.15M |
|
768
PUT
Freeport-McMoran
FCX
$89.1B
| $6.56M | 0.01% |
636,500
+129,900
| +26% | +$1.52M |
|
769
PUT
Kohl's
KSS
$2.21B
| $6.56M | 0.01% |
98,900
+82,700
| +510% | +$5.8M |
|
770
Take-Two Interactive
TTWO
$44.6B
| $6.55M | 0.01% |
63,654
-82,284
| -56% | -$9.47M |
|
771
CALL
Oneok
OKE
$56.4B
| $6.55M | 0.01% |
121,400
+105,700
| +673% | +$6.56M |
|
772
Radware
RDWR
$1.08B
| $6.54M | 0.01% |
288,022
+278,874
| +3,048% | +$6.43M |
|
|
SHPG
773
PUT
DELISTED
Shire pic
SHPG
| $6.51M | 0.01% |
37,400
+9,800
| +36% | +$1.71M |
|
774
CALL
Essent Group
ESNT
$6.09B
| $6.49M | 0.01% |
190,000
| – | – |
|
775
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
| $6.49M | 0.01% |
68,516
-248,433
| -78% | -$25.2M |
|
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.