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 | |
|---|---|---|---|---|---|---|
|
SCG
1601
DELISTED
Scana
SCG
| $2.23M | ﹤0.01% |
+46,624
| New | +$2M |
|
1602
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $2.22M | ﹤0.01% |
26,739
-43,538
| -62% | -$6.54M |
|
1603
CALL
Newmont
NEM
$98.7B
| $2.22M | ﹤0.01% |
64,100
+17,900
| +39% | +$580K |
|
1604
PUT
NXP Semiconductors
NXPI
$57.8B
| $2.22M | ﹤0.01% |
30,300
-37,900
| -56% | -$3M |
|
|
RWW
1605
DELISTED
Invesco S&P Financials Revenue ETF
RWW
| $2.22M | ﹤0.01% |
38,473
+17,631
| +85% | +$1.11M |
|
|
PAF
1606
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
| $2.22M | ﹤0.01% |
46,228
+2,438
| +6% | +$122K |
|
1607
PUT
BP
BP
$116B
| $2.21M | ﹤0.01% |
60,256
+14,382
| +31% | +$574K |
|
1608
Invesco S&P 500 Momentum ETF
SPMO
$20.8B
| $2.21M | ﹤0.01% |
+65,596
| New | +$2.39M |
|
1609
PUT
Aptiv
APTV
$12B
| $2.21M | ﹤0.01% |
+35,900
| New | +$2.6M |
|
1610
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.33B
| $2.21M | ﹤0.01% |
54,464
+38,514
| +241% | +$1.67M |
|
1611
Extra Space Storage
EXR
$31.3B
| $2.21M | ﹤0.01% |
24,364
+21,223
| +676% | +$1.93M |
|
1612
Toyota
TM
$224B
| $2.2M | ﹤0.01% |
18,987
-5,607
| -23% | -$664K |
|
1613
CALL
HCA Healthcare
HCA
$87.2B
| $2.2M | ﹤0.01% |
17,700
+15,400
| +670% | +$2.07M |
|
1614
International Flavors & Fragrances
IFF
$20.2B
| $2.2M | ﹤0.01% |
16,405
-293,324
| -95% | -$40.6M |
|
1615
WisdomTree US MidCap Dividend Fund
DON
$4.03B
| $2.2M | ﹤0.01% |
69,581
-150,559
| -68% | -$5.16M |
|
1616
PUT
Medtronic
MDT
$109B
| $2.2M | ﹤0.01% |
24,200
+4,800
| +25% | +$449K |
|
1617
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.89B
| $2.2M | ﹤0.01% |
40,889
-12,009
| -23% | -$729K |
|
1618
Five Below
FIVE
$12B
| $2.2M | ﹤0.01% |
+21,503
| New | +$2.38M |
|
|
JPHF
1619
DELISTED
JPMorgan Diversified Alternatives ETF
JPHF
| $2.2M | ﹤0.01% |
91,548
+39,255
| +75% | +$952K |
|
1620
Xtrackers MSCI All World ex US Hedged Equity ETF
DBAW
$287M
| $2.2M | ﹤0.01% |
90,617
+16,953
| +23% | +$438K |
|
1621
Pebblebrook Hotel Trust
PEB
$2.15B
| $2.2M | ﹤0.01% |
+77,565
| New | +$2.57M |
|
1622
Vulcan Materials
VMC
$34.8B
| $2.2M | ﹤0.01% |
22,225
+13,591
| +157% | +$1.38M |
|
|
CSOD
1623
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $2.19M | ﹤0.01% |
43,500
-110,300
| -72% | -$5.59M |
|
1624
AbbVie
ABBV
$443B
| $2.19M | ﹤0.01% |
23,779
-46,832
| -66% | -$4.12M |
|
1625
iShares MSCI Finland ETF
EFNL
$244M
| $2.19M | ﹤0.01% |
61,659
-33,693
| -35% | -$1.25M |
|
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.