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 | |
|---|---|---|---|---|---|---|
801
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
| $6.25M | 0.01% |
54,787
+17,632
| +47% | +$2.23M |
|
802
CALL
CME Group
CME
$96.3B
| $6.25M | 0.01% |
33,200
+23,100
| +229% | +$4.27M |
|
803
PUT
Zimmer Biomet
ZBH
$18.1B
| $6.23M | 0.01% |
+61,903
| New | +$6.96M |
|
804
PUT
JD.com
JD
$44.4B
| $6.22M | 0.01% |
297,100
-45,200
| -13% | -$1.01M |
|
805
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
| $6.2M | 0.01% |
48,600
+3,600
| +8% | +$497K |
|
806
iShares Global Healthcare ETF
IXJ
$4.07B
| $6.2M | 0.01% |
109,379
+22,827
| +26% | +$1.37M |
|
807
PUT
Northrop Grumman
NOC
$77B
| $6.2M | 0.01% |
25,300
-79,100
| -76% | -$21.9M |
|
|
LM
808
DELISTED
Legg Mason, Inc.
LM
| $6.19M | 0.01% |
+242,633
| New | +$6.8M |
|
809
Lockheed Martin
LMT
$134B
| $6.17M | 0.01% |
23,580
-9,785
| -29% | -$2.97M |
|
810
PUT
Spotify
SPOT
$104B
| $6.17M | 0.01% |
54,400
-8,100
| -13% | -$1.13M |
|
811
Schwab 1000 Index ETF
SCHK
$5.71B
| $6.16M | 0.01% |
+502,230
| New | +$6.64M |
|
812
Crown Castle
CCI
$33.1B
| $6.14M | 0.01% |
56,504
+28,030
| +98% | +$3.08M |
|
813
CALL
Occidental Petroleum
OXY
$56.3B
| $6.13M | 0.01% |
99,900
-40,700
| -29% | -$2.86M |
|
814
iShares 1-3 Year International Treasury Bond ETF
ISHG
$837M
| $6.13M | 0.01% |
76,846
+35,941
| +88% | +$2.89M |
|
815
PUT
Colgate-Palmolive
CL
$72.6B
| $6.12M | 0.01% |
102,800
+74,800
| +267% | +$4.68M |
|
816
Goldman Sachs ActiveBeta Europe Equity ETF
GSEU
$124M
| $6.11M | 0.01% |
+231,466
| New | +$6.49M |
|
817
CALL
Floor & Decor
FND
$6.34B
| $6.1M | 0.01% |
+235,500
| New | +$6.87M |
|
818
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $6.1M | 0.01% |
+132,459
| New | +$6.32M |
|
|
SCG
819
CALL
DELISTED
Scana
SCG
| $6.09M | 0.01% |
+127,500
| New | +$5.48M |
|
820
Altria Group
MO
$115B
| $6.09M | 0.01% |
123,263
+51,971
| +73% | +$3.01M |
|
821
CALL
Vanguard Dividend Appreciation ETF
VIG
$111B
| $6.08M | 0.01% |
+62,100
| New | +$6.48M |
|
|
JAG
822
CALL
DELISTED
Jagged Peak Energy Inc.
JAG
| $6.08M | 0.01% |
667,000
+75,500
| +13% | +$904K |
|
|
UN
823
DELISTED
Unilever NV New York Registry Shares
UN
| $6.07M | 0.01% |
111,688
-108,160
| -49% | -$5.91M |
|
824
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.29B
| $6.07M | 0.01% |
+362,430
| New | +$7.04M |
|
825
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.21B
| $6.07M | 0.01% |
189,630
+48,443
| +34% | +$1.5M |
|
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.