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 | |
|---|---|---|---|---|---|---|
151
CALL
Johnson & Johnson
JNJ
$641B
| $44.5M | 0.09% |
344,800
+112,500
| +48% | +$15.7M |
|
|
CHAD
152
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $44.3M | 0.09% |
1,114,325
+170,724
| +18% | +$6.55M |
|
153
GSK
GSK
$104B
| $44.3M | 0.09% |
926,632
-168,786
| -15% | -$8.31M |
|
154
CALL
Lam Research
LRCX
$365B
| $44.2M | 0.09% |
3,248,000
+2,457,000
| +311% | +$35.2M |
|
155
PUT
Citigroup
C
$223B
| $44.1M | 0.09% |
846,500
+509,600
| +151% | +$32.3M |
|
156
CALL
Booking.com
BKNG
$145B
| $43.9M | 0.09% |
637,500
-742,500
| -54% | -$54.5M |
|
157
PUT
iShares MSCI South Korea ETF
EWY
$22.5B
| $43.7M | 0.09% |
742,800
+414,400
| +126% | +$25M |
|
158
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $43.5M | 0.09% |
497,580
+27,560
| +6% | +$2.02M |
|
159
ASML
ASML
$636B
| $42.9M | 0.09% |
275,746
+99,999
| +57% | +$17M |
|
160
PUT
Costco
COST
$422B
| $42.8M | 0.09% |
210,000
+110,400
| +111% | +$24.7M |
|
161
Tesla
TSLA
$1.22T
| $42.7M | 0.09% |
1,925,130
-389,370
| -17% | -$8.38M |
|
|
XYZ
162
CALL
Block Inc
XYZ
$48.4B
| $41.7M | 0.09% |
743,800
+247,400
| +50% | +$17.5M |
|
163
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
| $41.7M | 0.09% |
558,000
+405,074
| +265% | +$28.9M |
|
164
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $41.5M | 0.09% |
838,200
+673,200
| +408% | +$35.6M |
|
165
CALL
American Tower
AMT
$77.7B
| $41.4M | 0.09% |
261,900
+31,300
| +14% | +$4.89M |
|
|
DGAZ
166
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
| $41M | 0.09% |
346,218
+263,201
| +317% | +$45.1M |
|
167
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $40.3M | 0.08% |
868,513
+203,013
| +31% | +$10.6M |
|
168
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $40.2M | 0.08% |
1,622,600
+1,012,600
| +166% | +$23.7M |
|
169
GE Aerospace
GE
$375B
| $40.2M | 0.08% |
1,107,200
+976,261
| +746% | +$44.1M |
|
170
CALL
VanEck Gold Miners ETF
GDX
$23.2B
| $40.1M | 0.08% |
1,900,300
-2,701,100
| -59% | -$53M |
|
171
Unilever
UL
$132B
| $39.7M | 0.08% |
673,168
+574,217
| +580% | +$34.6M |
|
172
PUT
Vanguard Real Estate ETF
VNQ
$39.8B
| $38.9M | 0.08% |
521,400
+374,900
| +256% | +$29.5M |
|
173
CALL
RH
RH
$3.4B
| $38.7M | 0.08% |
322,900
-115,000
| -26% | -$13.8M |
|
|
174
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $38.4M | 0.08% |
775,298
+759,026
| +4,665% | +$40.1M |
|
|
175
VanEck Gold Miners ETF
GDX
$23.2B
| $37.5M | 0.08% |
1,777,327
-3,786,095
| -68% | -$74.2M |
|
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.