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 | |
|---|---|---|---|---|---|---|
201
CALL
CSX Corp
CSX
$96.2B
| $32M | 0.07% |
1,546,500
+1,020,900
| +194% | +$23.5M |
|
202
CALL
McDonald's
MCD
$198B
| $31.6M | 0.07% |
177,800
-18,600
| -9% | -$3.3M |
|
203
Banco Santander
SAN
$198B
| $31.1M | 0.07% |
+7,136,138
| New | +$32.4M |
|
204
iShares GNMA Bond ETF
GNMA
$424M
| $30.8M | 0.06% |
632,192
+553,806
| +707% | +$26.5M |
|
205
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
| $30.6M | 0.06% |
602,500
+477,600
| +382% | +$25.9M |
|
206
CALL
VanEck Oil Services ETF
OIH
$2.02B
| $30.5M | 0.06% |
108,685
+80,995
| +293% | +$32M |
|
|
XYZ
207
PUT
Block Inc
XYZ
$48.4B
| $30.4M | 0.06% |
542,800
+41,500
| +8% | +$2.93M |
|
208
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
| $30.4M | 0.06% |
471,600
-157,700
| -25% | -$11.2M |
|
209
Apple
AAPL
$4.97T
| $30.1M | 0.06% |
763,572
-2,628,308
| -77% | -$127M |
|
210
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.52B
| $30M | 0.06% |
640,200
-269,400
| -30% | -$14.4M |
|
211
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.61B
| $29.9M | 0.06% |
+671,355
| New | +$30.8M |
|
212
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.86B
| $29.9M | 0.06% |
1,141,800
+756,100
| +196% | +$22.8M |
|
213
PUT
ProShares UltraShort S&P500
SDS
$425M
| $29.8M | 0.06% |
27,816
+2,996
| +12% | +$2.87M |
|
214
PUT
Autodesk
ADSK
$50.6B
| $29.8M | 0.06% |
231,600
+173,800
| +301% | +$23.5M |
|
|
SGI
215
CALL
Somnigroup International
SGI
$15.2B
| $29.8M | 0.06% |
2,875,600
+1,348,800
| +88% | +$16.2M |
|
216
CALL
Pfizer
PFE
$145B
| $29.5M | 0.06% |
713,136
+425,921
| +148% | +$17.7M |
|
217
PUT
iShares Core S&P 500 ETF
IVV
$868B
| $29.5M | 0.06% |
117,300
+113,100
| +2,693% | +$30.7M |
|
218
Invesco Variable Rate Preferred ETF
VRP
$2.98B
| $29.4M | 0.06% |
1,289,519
+436,617
| +51% | +$10.4M |
|
219
CALL
iShares US Real Estate ETF
IYR
$4.8B
| $29.1M | 0.06% |
388,700
+283,000
| +268% | +$22.2M |
|
220
CALL
Procter & Gamble
PG
$356B
| $28.9M | 0.06% |
314,800
+246,700
| +362% | +$22.1M |
|
221
Invesco Senior Loan ETF
BKLN
$6.97B
| $28.9M | 0.06% |
1,326,599
+811,402
| +157% | +$18.5M |
|
222
Booking.com
BKNG
$152B
| $28.7M | 0.06% |
416,750
-38,925
| -9% | -$2.85M |
|
223
PUT
Walmart Inc
WMT
$920B
| $28.7M | 0.06% |
923,400
+306,600
| +50% | +$9.83M |
|
224
SAP
SAP
$209B
| $28.6M | 0.06% |
287,568
+170,163
| +145% | +$18.1M |
|
225
CALL
Target
TGT
$66B
| $28.3M | 0.06% |
427,900
+155,100
| +57% | +$11.9M |
|
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.