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 | |
|---|---|---|---|---|---|---|
|
NVO
851
Novo Nordisk
NVO
$208B
| $5.81M | 0.01% |
252,276
+238,274
| +1,702% | +$5.29M |
|
852
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
| $5.81M | 0.01% |
+235,894
| New | +$5.88M |
|
|
MNDT
853
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $5.81M | 0.01% |
358,149
+314,397
| +719% | +$5.65M |
|
854
First Trust Technology AlphaDEX Fund
FXL
$2.53B
| $5.79M | 0.01% |
110,201
-30,194
| -22% | -$1.67M |
|
855
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
| $5.76M | 0.01% |
678,000
+379,000
| +127% | +$4.44M |
|
856
JPMorgan International Bond Opportunities ETF
JPIB
$2.1B
| $5.76M | 0.01% |
121,771
-105,811
| -46% | -$5.23M |
|
857
iShares MSCI BIC ETF
BKF
$78.1M
| $5.76M | 0.01% |
153,459
+70,389
| +85% | +$2.72M |
|
858
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
| $5.75M | 0.01% |
187,426
+138,268
| +281% | +$4.25M |
|
859
CALL
TJX Companies
TJX
$174B
| $5.73M | 0.01% |
128,100
+88,100
| +220% | +$4.45M |
|
860
iShares Select Dividend ETF
DVY
$23.5B
| $5.73M | 0.01% |
64,147
+17,082
| +36% | +$1.64M |
|
861
PUT
Lam Research
LRCX
$367B
| $5.72M | 0.01% |
420,000
-1,168,000
| -74% | -$16.7M |
|
862
PUT
KraneShares CSI China Internet ETF
KWEB
$5.64B
| $5.7M | 0.01% |
152,000
+51,900
| +52% | +$2.2M |
|
863
CALL
Norfolk Southern
NSC
$75.4B
| $5.7M | 0.01% |
38,100
-281,100
| -88% | -$46.2M |
|
864
PUT
ProShares Short Russell2000
RWM
$132M
| $5.69M | 0.01% |
121,900
+90,200
| +285% | +$3.84M |
|
865
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $5.69M | 0.01% |
201,610
+9,268
| +5% | +$275K |
|
866
iShares MSCI KLD 400 Social ETF
DSI
$5.3B
| $5.68M | 0.01% |
122,162
+55,336
| +83% | +$2.74M |
|
867
VanEck Long Muni ETF
MLN
$677M
| $5.68M | 0.01% |
290,342
-111,512
| -28% | -$2.14M |
|
868
CALL
Dollar General
DG
$28B
| $5.66M | 0.01% |
52,400
-167,900
| -76% | -$18.2M |
|
869
CALL
Wabtec
WAB
$49.1B
| $5.66M | 0.01% |
+80,600
| New | +$7.03M |
|
870
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
| $5.66M | 0.01% |
134,500
-45,700
| -25% | -$2.79M |
|
871
iShares Europe ETF
IEV
$1.67B
| $5.65M | 0.01% |
144,430
+46,226
| +47% | +$1.92M |
|
872
Vanguard Consumer Discretionary ETF
VCR
$6.15B
| $5.65M | 0.01% |
37,512
+464
| +1% | +$75.2K |
|
873
PUT
LendingTree
TREE
$447M
| $5.64M | 0.01% |
+25,700
| New | +$5.83M |
|
874
CALL
T. Rowe Price
TROW
$23.9B
| $5.61M | 0.01% |
60,800
+54,100
| +807% | +$5.25M |
|
875
CALL
Morgan Stanley
MS
$331B
| $5.6M | 0.01% |
141,300
-58,800
| -29% | -$2.57M |
|
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.