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 | |
|---|---|---|---|---|---|---|
2176
Conagra Brands
CAG
$7.09B
| $1.33M | ﹤0.01% |
62,486
+12,711
| +26% | +$411K |
|
2177
PUT
GSK
GSK
$103B
| $1.33M | ﹤0.01% |
+27,920
| New | +$1.37M |
|
2178
CALL
KLA
KLAC
$237B
| $1.33M | ﹤0.01% |
149,000
-99,000
| -40% | -$922K |
|
2179
Invesco Floating Rate Municipal Income ETF
PVI
$32.2M
| $1.33M | ﹤0.01% |
53,452
+5,315
| +11% | +$132K |
|
2180
iShares MSCI Netherlands ETF
EWN
$622M
| $1.33M | ﹤0.01% |
+50,608
| New | +$1.42M |
|
2181
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.79B
| $1.33M | ﹤0.01% |
48,858
-23,704
| -33% | -$688K |
|
|
ABB
2182
CALL
DELISTED
ABB Ltd
ABB
| $1.33M | ﹤0.01% |
+70,000
| New | +$1.42M |
|
2183
PUT
TransDigm Group
TDG
$71.6B
| $1.33M | ﹤0.01% |
+3,900
| New | +$1.34M |
|
|
MOMO
2184
CALL
Hello Group
MOMO
$884M
| $1.32M | ﹤0.01% |
55,800
+900
| +2% | +$28.3K |
|
2185
CALL
Under Armour Class C
UA
$2.86B
| $1.32M | ﹤0.01% |
81,900
+16,900
| +26% | +$320K |
|
2186
Franklin US Core Dividend Tilt Index ETF
UDIV
$143M
| $1.32M | ﹤0.01% |
51,596
+9,250
| +22% | +$249K |
|
2187
CALL
LyondellBasell Industries
LYB
$19.7B
| $1.31M | ﹤0.01% |
15,800
+12,400
| +365% | +$1.13M |
|
2188
CALL
NIO
NIO
$12.2B
| $1.31M | ﹤0.01% |
206,100
+184,500
| +854% | +$1.28M |
|
2189
Ingredion
INGR
$6.31B
| $1.31M | ﹤0.01% |
14,354
+6,394
| +80% | +$640K |
|
2190
PUT
Ecolab
ECL
$78.2B
| $1.31M | ﹤0.01% |
8,900
+4,300
| +93% | +$657K |
|
2191
FlexShares International Quality Dividend Index Fund
IQDF
$1.15B
| $1.31M | ﹤0.01% |
+62,298
| New | +$1.39M |
|
2192
PUT
ProShares UltraShort Real Estate
SRS
$15.2M
| $1.31M | ﹤0.01% |
5,313
+213
| +4% | +$49K |
|
2193
Invesco S&P MidCap Value with Momentum ETF
XMVM
$508M
| $1.31M | ﹤0.01% |
+47,587
| New | +$1.42M |
|
2194
Invesco DB Energy Fund
DBE
$86.7M
| $1.31M | ﹤0.01% |
105,268
+90,156
| +597% | +$1.39M |
|
2195
Hartford Multifactor Emerging Markets ETF
ROAM
$106M
| $1.31M | ﹤0.01% |
59,367
-38,757
| -39% | -$865K |
|
2196
iShares MSCI USA Value Factor ETF
VLUE
$9.19B
| $1.31M | ﹤0.01% |
18,018
-369,120
| -95% | -$29.8M |
|
|
YAO
2197
DELISTED
Invesco China All-Cap ETF
YAO
| $1.31M | ﹤0.01% |
47,372
-57,150
| -55% | -$1.68M |
|
2198
PUT
Occidental Petroleum
OXY
$55B
| $1.31M | ﹤0.01% |
21,300
+14,500
| +213% | +$1.02M |
|
2199
Texas Instruments
TXN
$246B
| $1.31M | ﹤0.01% |
13,821
-10,036
| -42% | -$971K |
|
2200
United Parcel Service
UPS
$90.8B
| $1.3M | ﹤0.01% |
13,380
-25,661
| -66% | -$2.78M |
|
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.