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 | |
|---|---|---|---|---|---|---|
1826
iShares S&P 500 Value ETF
IVE
$49B
| $1.84M | ﹤0.01% |
18,167
+7,917
| +77% | +$866K |
|
1827
Fidelity MSCI Real Estate Index ETF
FREL
$1.5B
| $1.84M | ﹤0.01% |
81,992
-75,446
| -48% | -$1.78M |
|
1828
CALL
Williams-Sonoma
WSM
$26.9B
| $1.84M | ﹤0.01% |
72,800
+64,800
| +810% | +$1.85M |
|
1829
Direxion Daily FTSE China Bear 3X ETF
YANG
$82.6M
| $1.84M | ﹤0.01% |
1,377
+757
| +122% | +$977K |
|
1830
Invesco FTSE RAFI US 1000 ETF
PRF
$9.79B
| $1.83M | ﹤0.01% |
+90,170
| New | +$2M |
|
1831
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$38.4M
| $1.83M | ﹤0.01% |
79,476
+19,746
| +33% | +$514K |
|
1832
Expro Ltd
XPRO
$1.79B
| $1.83M | ﹤0.01% |
58,434
-96,999
| -62% | -$4.21M |
|
1833
CALL
SBA Communications
SBAC
$19.2B
| $1.83M | ﹤0.01% |
+11,300
| New | +$1.84M |
|
1834
PUT
Valero Energy
VLO
$90.1B
| $1.83M | ﹤0.01% |
24,400
+8,600
| +54% | +$755K |
|
|
VISN
1835
Vistance Networks Inc
VISN
$2.65B
| $1.83M | ﹤0.01% |
111,476
+100,902
| +954% | +$2.14M |
|
1836
Synopsys
SNPS
$74.4B
| $1.83M | ﹤0.01% |
21,692
+11,750
| +118% | +$1.04M |
|
1837
CALL
Vanguard Morningstar Growth ETF
VUG
$220B
| $1.83M | ﹤0.01% |
+81,600
| New | +$1.98M |
|
1838
Grupo Aeroportuario del Sureste
ASR
$8.27B
| $1.82M | ﹤0.01% |
+12,115
| New | +$1.96M |
|
1839
Enterprise Products Partners
EPD
$82.3B
| $1.82M | ﹤0.01% |
74,065
+11,899
| +19% | +$319K |
|
1840
Magna International
MGA
$18.7B
| $1.82M | ﹤0.01% |
40,026
-38,082
| -49% | -$1.84M |
|
|
EMEM
1841
DELISTED
Virtus Glovista Emerging Markets ETF
EMEM
| $1.82M | ﹤0.01% |
87,265
+58,269
| +201% | +$1.27M |
|
1842
CALL
L3Harris
LHX
$51.6B
| $1.82M | ﹤0.01% |
13,500
+10,900
| +419% | +$1.65M |
|
1843
Vail Resorts
MTN
$5.32B
| $1.82M | ﹤0.01% |
8,613
+7,379
| +598% | +$1.82M |
|
1844
PUT
Steven Madden
SHOO
$3.37B
| $1.82M | ﹤0.01% |
60,000
| – | – |
|
1845
PUT
Waste Management
WM
$90.6B
| $1.81M | ﹤0.01% |
+20,400
| New | +$1.83M |
|
1846
CALL
Akamai
AKAM
$16.7B
| $1.81M | ﹤0.01% |
29,700
-16,000
| -35% | -$1.06M |
|
1847
Supernus Pharmaceuticals
SUPN
$2.59B
| $1.81M | ﹤0.01% |
54,591
+44,704
| +452% | +$1.92M |
|
1848
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
| $1.81M | ﹤0.01% |
42,533
-15,377
| -27% | -$709K |
|
|
1849
PUT
Vail Resorts
MTN
$5.32B
| $1.81M | ﹤0.01% |
8,600
+1,700
| +25% | +$420K |
|
1850
Sarepta Therapeutics
SRPT
$1.57B
| $1.81M | ﹤0.01% |
16,607
+13,248
| +394% | +$1.66M |
|
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.