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 | |
|---|---|---|---|---|---|---|
1276
PUT
McKesson
MCK
$100B
| $3.17M | 0.01% |
28,700
+22,000
| +328% | +$2.74M |
|
1277
PUT
Pfizer
PFE
$143B
| $3.17M | 0.01% |
76,520
+60,288
| +371% | +$2.5M |
|
1278
PUT
Mercado Libre
MELI
$95.2B
| $3.16M | 0.01% |
10,800
-300
| -3% | -$97.2K |
|
1279
CALL
Phillips 66
PSX
$84.9B
| $3.16M | 0.01% |
36,700
+18,100
| +97% | +$1.77M |
|
1280
Steel Dynamics
STLD
$36B
| $3.16M | 0.01% |
105,249
+53,641
| +104% | +$2.03M |
|
|
DTV
1281
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
| $3.16M | 0.01% |
+61,083
| New | +$3.26M |
|
1282
PUT
Elevance Health
ELV
$81.5B
| $3.15M | 0.01% |
12,000
+8,100
| +208% | +$2.23M |
|
1283
CALL
Autodesk
ADSK
$49.5B
| $3.15M | 0.01% |
24,500
-26,700
| -52% | -$3.61M |
|
1284
Nexstar Media Group
NXST
$5.82B
| $3.15M | 0.01% |
40,006
+33,715
| +536% | +$2.67M |
|
1285
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $3.14M | 0.01% |
123,545
+10,327
| +9% | +$265K |
|
1286
Invesco DB Agriculture Fund
DBA
$1.23B
| $3.14M | 0.01% |
185,310
+151,011
| +440% | +$2.62M |
|
1287
iShares US Consumer Staples ETF
IYK
$1.4B
| $3.14M | 0.01% |
88,377
+70,575
| +396% | +$2.69M |
|
1288
ProShares Short 7-10 Year Treasury
TBX
$15.9M
| $3.13M | 0.01% |
+110,140
| New | +$3.23M |
|
1289
PUT
Halliburton
HAL
$26.9B
| $3.13M | 0.01% |
117,900
-91,400
| -44% | -$3.08M |
|
1290
Schwab U.S Small- Cap ETF
SCHA
$22.2B
| $3.13M | 0.01% |
206,440
-710,228
| -77% | -$12M |
|
1291
LendingTree
TREE
$447M
| $3.13M | 0.01% |
14,264
+10,851
| +318% | +$2.46M |
|
|
TIF
1292
PUT
DELISTED
Tiffany & Co.
TIF
| $3.13M | 0.01% |
38,900
+11,200
| +40% | +$1.14M |
|
1293
CALL
Okta
OKTA
$24.7B
| $3.13M | 0.01% |
49,000
+4,500
| +10% | +$267K |
|
1294
BioMarin Pharmaceuticals
BMRN
$11.6B
| $3.13M | 0.01% |
36,698
-39,958
| -52% | -$3.8M |
|
1295
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
| $3.12M | 0.01% |
105,510
+81,851
| +346% | +$2.41M |
|
1296
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
| $3.12M | 0.01% |
37,626
+29,898
| +387% | +$2.69M |
|
1297
Accenture
ACN
$102B
| $3.12M | 0.01% |
22,098
-2,307
| -9% | -$365K |
|
1298
PUT
Western Digital
WDC
$188B
| $3.1M | 0.01% |
111,132
-1,985
| -2% | -$70.3K |
|
1299
Global X SuperDividend ETF
SDIV
$1.22B
| $3.08M | 0.01% |
+60,099
| New | +$3.4M |
|
1300
Columbia India Consumer ETF
INCO
$234M
| $3.08M | 0.01% |
69,693
+49,864
| +251% | +$2.04M |
|
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.