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 | |
|---|---|---|---|---|---|---|
876
Vident US Bond Strategy ETF
VBND
$523M
| $5.6M | 0.01% |
118,164
-61,843
| -34% | -$2.92M |
|
|
JBGS
877
CALL
JBG SMITH
JBGS
$818M
| $5.59M | 0.01% |
+160,600
| New | +$6.04M |
|
878
CALL
iShares Semiconductor ETF
SOXX
$41.7B
| $5.59M | 0.01% |
106,800
-30,600
| -22% | -$1.68M |
|
879
DB Gold Double Long ETN due February 15, 2038
DGP
$217M
| $5.57M | 0.01% |
241,064
-7,543
| -3% | -$162K |
|
880
CALL
Marathon Petroleum
MPC
$92.4B
| $5.57M | 0.01% |
94,400
-33,400
| -26% | -$2.28M |
|
881
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $5.57M | 0.01% |
+194,200
| New | +$6.5M |
|
882
PUT
General Motors
GM
$80.4B
| $5.56M | 0.01% |
166,100
+118,000
| +245% | +$4.07M |
|
883
Invesco NASDAQ Internet ETF
PNQI
$528M
| $5.56M | 0.01% |
252,945
+54,315
| +27% | +$1.28M |
|
884
Vanguard Russell 3000 ETF
VTHR
$4.67B
| $5.55M | 0.01% |
+48,758
| New | +$6.01M |
|
|
P
885
CALL
Everpure Inc
P
$25.7B
| $5.52M | 0.01% |
343,300
-16,300
| -5% | -$321K |
|
886
CALL
Skyworks Solutions
SWKS
$9.37B
| $5.52M | 0.01% |
82,300
+12,000
| +17% | +$926K |
|
887
CALL
Capital One
COF
$128B
| $5.5M | 0.01% |
72,700
+40,700
| +127% | +$3.52M |
|
888
Merck
MRK
$322B
| $5.5M | 0.01% |
75,367
-40,478
| -35% | -$2.86M |
|
889
Vanguard S&P 500 Growth ETF
VOOG
$25.9B
| $5.5M | 0.01% |
244,242
-1,425,660
| -85% | -$34.5M |
|
890
Petrobras
PBR
$125B
| $5.48M | 0.01% |
421,391
-54,060
| -11% | -$783K |
|
|
DCUD
891
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
| $5.48M | 0.01% |
+114,441
| New | +$5.54M |
|
892
Tower Semiconductor
TSEM
$24.8B
| $5.45M | 0.01% |
369,954
+277,606
| +301% | +$4.63M |
|
893
CALL
Jack in the Box
JACK
$312M
| $5.45M | 0.01% |
70,200
-27,100
| -28% | -$2.2M |
|
894
Vanguard Morningstar Small-Cap Growth ETF
VBK
$23.1B
| $5.45M | 0.01% |
36,176
+6,773
| +23% | +$1.12M |
|
895
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
| $5.45M | 0.01% |
28,114
+26,311
| +1,459% | +$4.41M |
|
896
Herbalife
HLF
$1.29B
| $5.42M | 0.01% |
92,016
+8,171
| +10% | +$451K |
|
897
PUT
Universal Display
OLED
$3.75B
| $5.39M | 0.01% |
57,600
-24,600
| -30% | -$2.48M |
|
898
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
| $5.39M | 0.01% |
78,255
+10,460
| +15% | +$792K |
|
899
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$425M
| $5.38M | 0.01% |
61,354
+32,952
| +116% | +$2.97M |
|
|
IFLN
900
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
| $5.38M | 0.01% |
304,437
+128,613
| +73% | +$2.33M |
|
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.