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 | |
|---|---|---|---|---|---|---|
1051
PUT
Alerian MLP ETF
AMLP
$13B
| $4.22M | 0.01% |
96,600
+59,160
| +158% | +$2.9M |
|
1052
CALL
Gartner
IT
$10.1B
| $4.21M | 0.01% |
+32,900
| New | +$4.75M |
|
1053
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
| $4.2M | 0.01% |
127,500
+7,800
| +7% | +$333K |
|
1054
CALL
ProShares UltraPro Dow 30
UDOW
$841M
| $4.19M | 0.01% |
235,200
+76,800
| +48% | +$1.74M |
|
1055
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
| $4.19M | 0.01% |
144,949
+134,443
| +1,280% | +$4.01M |
|
1056
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
| $4.17M | 0.01% |
94,051
+18,483
| +24% | +$865K |
|
|
BSJL
1057
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $4.17M | 0.01% |
176,417
-215,847
| -55% | -$5.25M |
|
1058
PUT
Alcoa
AA
$11.9B
| $4.17M | 0.01% |
157,000
+117,200
| +294% | +$3.94M |
|
|
B
1059
CALL
Barrick Mining
B
$61.5B
| $4.17M | 0.01% |
307,900
+198,300
| +181% | +$2.56M |
|
1060
PUT
Parker-Hannifin
PH
$123B
| $4.16M | 0.01% |
+27,900
| New | +$4.52M |
|
1061
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
| $4.16M | 0.01% |
83,892
-386,607
| -82% | -$19.1M |
|
1062
PUT
Las Vegas Sands
LVS
$31.7B
| $4.15M | 0.01% |
79,800
+63,200
| +381% | +$3.43M |
|
1063
PUT
Biogen
BIIB
$30B
| $4.15M | 0.01% |
13,800
-6,200
| -31% | -$1.98M |
|
1064
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
| $4.15M | 0.01% |
41,407
-7,911
| -16% | -$847K |
|
1065
iShares ESG Aware MSCI EM ETF
ESGE
$6.58B
| $4.14M | 0.01% |
135,158
+111,355
| +468% | +$3.5M |
|
|
IMVP
1066
Invesco India ETF
IMVP
$125M
| $4.14M | 0.01% |
+171,319
| New | +$3.95M |
|
1067
Global X Uranium ETF
URA
$5.42B
| $4.13M | 0.01% |
353,523
-84,759
| -19% | -$1.06M |
|
1068
iShares Global Energy ETF
IXC
$2.79B
| $4.12M | 0.01% |
+140,400
| New | +$4.73M |
|
1069
iShares Core 5-10 Year USD Bond ETF
IMTB
$275M
| $4.12M | 0.01% |
85,841
+41,415
| +93% | +$1.96M |
|
1070
NetEase
NTES
$85.3B
| $4.12M | 0.01% |
87,525
-128,800
| -60% | -$5.81M |
|
1071
Invesco Solar ETF
TAN
$1.42B
| $4.12M | 0.01% |
222,002
+192,351
| +649% | +$3.79M |
|
1072
CALL
General Mills
GIS
$19.1B
| $4.12M | 0.01% |
105,700
+97,700
| +1,221% | +$4.13M |
|
1073
Union Pacific
UNP
$174B
| $4.11M | 0.01% |
29,707
-1,304
| -4% | -$193K |
|
1074
3M
MMM
$90.9B
| $4.1M | 0.01% |
25,762
-61,954
| -71% | -$10.3M |
|
1075
EOG Resources
EOG
$79.2B
| $4.09M | 0.01% |
46,897
+26,923
| +135% | +$2.88M |
|
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.