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 | |
|---|---|---|---|---|---|---|
1001
Franklin FTSE Asia ex Japan ETF
FLAX
$55.7M
| $4.61M | 0.01% |
233,218
+8,439
| +4% | +$170K |
|
1002
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.14B
| $4.61M | 0.01% |
178,516
-301,434
| -63% | -$7.66M |
|
|
RFUN
1003
DELISTED
RiverFront Dynamic Unconstrained Income
RFUN
| $4.58M | 0.01% |
+191,695
| New | +$4.71M |
|
1004
Bath & Body Works
BBWI
$4.06B
| $4.56M | 0.01% |
219,941
+85,370
| +63% | +$2.15M |
|
1005
PUT
Gilead Sciences
GILD
$162B
| $4.55M | 0.01% |
72,800
+47,700
| +190% | +$3.33M |
|
1006
Zimmer Biomet
ZBH
$18.2B
| $4.55M | 0.01% |
45,145
+40,752
| +928% | +$4.58M |
|
1007
CALL
Wayfair
W
$11.2B
| $4.54M | 0.01% |
50,400
+6,200
| +14% | +$652K |
|
1008
Mohawk Industries
MHK
$7.5B
| $4.53M | 0.01% |
+38,688
| New | +$5.16M |
|
1009
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $4.52M | 0.01% |
27,300
+18,200
| +200% | +$3.15M |
|
1010
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$770M
| $4.52M | 0.01% |
179,471
-143,050
| -44% | -$3.83M |
|
1011
PUT
MGM Resorts International
MGM
$11.4B
| $4.51M | 0.01% |
186,100
-254,300
| -58% | -$6.64M |
|
1012
CALL
RingCentral
RNG
$4.66B
| $4.51M | 0.01% |
54,700
+51,900
| +1,854% | +$4.09M |
|
1013
Spotify
SPOT
$103B
| $4.49M | 0.01% |
39,559
-14,036
| -26% | -$1.96M |
|
1014
Trip.com Group
TCOM
$29.6B
| $4.48M | 0.01% |
165,717
+31,531
| +23% | +$961K |
|
|
OILD
1015
CALL
DELISTED
ProShares UltraPro 3x Short Crude Oil ETF
OILD
| $4.48M | 0.01% |
+92,500
| New | +$2.87M |
|
1016
Roku
ROKU
$21.5B
| $4.47M | 0.01% |
145,960
-13,457
| -8% | -$634K |
|
1017
CALL
B2Gold
BTG
$5B
| $4.47M | 0.01% |
+1,530,000
| New | +$3.98M |
|
1018
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$741M
| $4.47M | 0.01% |
+103,666
| New | +$4.52M |
|
1019
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.49B
| $4.45M | 0.01% |
316,160
-905,410
| -74% | -$13.7M |
|
1020
Autoliv
ALV
$9.02B
| $4.43M | 0.01% |
63,053
-121,867
| -66% | -$9.89M |
|
1021
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.77B
| $4.42M | 0.01% |
194,680
-115,185
| -37% | -$2.93M |
|
|
AMRN
1022
CALL
Amarin Corp
AMRN
$299M
| $4.41M | 0.01% |
16,210
-8,910
| -35% | -$3.25M |
|
1023
CALL
Alerian MLP ETF
AMLP
$13B
| $4.41M | 0.01% |
101,020
-57,480
| -36% | -$2.82M |
|
1024
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
| $4.4M | 0.01% |
127,304
-402
| -0.3% | -$15.2K |
|
1025
CALL
Best Buy
BBY
$18.2B
| $4.4M | 0.01% |
83,000
+5,100
| +7% | +$333K |
|
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.