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 | |
|---|---|---|---|---|---|---|
|
TIF
901
CALL
DELISTED
Tiffany & Co.
TIF
| $5.36M | 0.01% |
66,600
-5,400
| -8% | -$550K |
|
902
NYLI FTSE International Equity Currency Neutral ETF
HFXI
$2.01B
| $5.36M | 0.01% |
295,068
+171,831
| +139% | +$3.34M |
|
903
TechnipFMC
FTI
$28.6B
| $5.36M | 0.01% |
367,720
+121,800
| +50% | +$2.27M |
|
904
Vanguard Morningstar Mid-Cap ETF
VO
$106B
| $5.35M | 0.01% |
154,996
+42,284
| +38% | +$1.59M |
|
|
UWT
905
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $5.35M | 0.01% |
600,978
-85,629
| -12% | -$2.11M |
|
|
DTO
906
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $5.35M | 0.01% |
52,950
+12,883
| +32% | +$916K |
|
907
iShares MSCI Germany ETF
EWG
$1.59B
| $5.33M | 0.01% |
210,310
+194,101
| +1,197% | +$5.25M |
|
908
PUT
Applied Materials
AMAT
$403B
| $5.33M | 0.01% |
162,800
+20,100
| +14% | +$689K |
|
909
PUT
Dell
DELL
$262B
| $5.33M | 0.01% |
215,057
+7,677
| +4% | +$210K |
|
910
Franklin Short Duration US Government ETF
FTSD
$300M
| $5.32M | 0.01% |
+56,128
| New | +$5.3M |
|
|
VPU
911
Vanguard Utilities ETF
VPU
$8.46B
| $5.32M | 0.01% |
+45,147
| New | +$5.47M |
|
912
Vanguard Energy ETF
VDE
$10.1B
| $5.32M | 0.01% |
68,979
+53,546
| +347% | +$4.9M |
|
913
Snap
SNAP
$7.89B
| $5.31M | 0.01% |
963,025
+734,056
| +321% | +$4.77M |
|
914
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
| $5.29M | 0.01% |
+236,539
| New | +$5.34M |
|
915
CALL
Lumen
LUMN
$6.57B
| $5.28M | 0.01% |
348,800
+103,900
| +42% | +$1.98M |
|
916
Gold Fields
GFI
$29B
| $5.28M | 0.01% |
1,500,190
+1,336,061
| +814% | +$3.94M |
|
|
SCHW
917
CALL
Charles Schwab
SCHW
$183B
| $5.26M | 0.01% |
126,600
+59,100
| +88% | +$2.67M |
|
918
PUT
Etsy
ETSY
$7.75B
| $5.26M | 0.01% |
110,500
+93,800
| +562% | +$4.41M |
|
919
Smith & Nephew
SNN
$13.3B
| $5.25M | 0.01% |
+140,668
| New | +$5.06M |
|
920
CALL
Vail Resorts
MTN
$5.32B
| $5.25M | 0.01% |
24,900
+23,200
| +1,365% | +$5.74M |
|
921
iShares Core Dividend Growth ETF
DGRO
$42.7B
| $5.25M | 0.01% |
158,173
-28,659
| -15% | -$1.01M |
|
922
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.93B
| $5.23M | 0.01% |
66,216
+55,025
| +492% | +$4.84M |
|
923
Alcoa
AA
$11.9B
| $5.2M | 0.01% |
195,792
+68,875
| +54% | +$2.32M |
|
924
CALL
Arista Networks
ANET
$227B
| $5.2M | 0.01% |
395,200
+236,800
| +149% | +$3.4M |
|
925
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $5.2M | 0.01% |
854
+548
| +179% | +$2.61M |
|
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.