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 | |
|---|---|---|---|---|---|---|
2301
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
| $1.2M | ﹤0.01% |
56,892
+17,472
| +44% | +$429K |
|
2302
CALL
Capri Holdings
CPRI
$1.88B
| $1.2M | ﹤0.01% |
31,700
-41,700
| -57% | -$2.1M |
|
2303
Olin
OLN
$2.12B
| $1.2M | ﹤0.01% |
59,739
+4,586
| +8% | +$97.8K |
|
2304
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$343M
| $1.2M | ﹤0.01% |
45,525
-33,280
| -42% | -$974K |
|
2305
State Street SPDR Global Dow ETF
DGT
$617M
| $1.2M | ﹤0.01% |
15,876
-20,248
| -56% | -$1.63M |
|
2306
CALL
Global X Silver Miners ETF NEW
SIL
$4.07B
| $1.2M | ﹤0.01% |
47,800
-242,900
| -84% | -$5.86M |
|
|
NGE
2307
DELISTED
Global X MSCI Nigeria ETF
NGE
| $1.2M | ﹤0.01% |
72,971
+27,363
| +60% | +$482K |
|
2308
Yelp
YELP
$1.47B
| $1.19M | ﹤0.01% |
34,114
-5,562
| -14% | -$213K |
|
2309
CALL
Gold Fields
GFI
$30.4B
| $1.19M | ﹤0.01% |
+338,600
| New | +$999K |
|
2310
MPLX
MPLX
$59.8B
| $1.19M | ﹤0.01% |
39,340
-1,492
| -4% | -$49.8K |
|
|
WW
2311
CALL
DELISTED
WW International
WW
| $1.19M | ﹤0.01% |
30,900
-162,100
| -84% | -$8.89M |
|
2312
KraneShares MSCI All China Health Care Index ETF
KURE
$98.2M
| $1.19M | ﹤0.01% |
+68,937
| New | +$1.37M |
|
|
JPIH
2313
DELISTED
JPMorgan Diversified Return International Currency Hedged ETF
JPIH
| $1.19M | ﹤0.01% |
45,448
-3,727
| -8% | -$105K |
|
2314
CALL
eBay
EBAY
$47.6B
| $1.19M | ﹤0.01% |
42,300
-78,400
| -65% | -$2.31M |
|
2315
AutoZone
AZO
$48.8B
| $1.19M | ﹤0.01% |
1,415
-3,651
| -72% | -$2.93M |
|
|
MLPI
2316
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
| $1.19M | ﹤0.01% |
59,976
+33,425
| +126% | +$736K |
|
2317
PUT
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.8M
| $1.19M | ﹤0.01% |
17,700
-36,600
| -67% | -$2.13M |
|
2318
ARK Israel Innovative Technology ETF
IZRL
$140M
| $1.19M | ﹤0.01% |
63,819
-5,696
| -8% | -$117K |
|
2319
CALL
ProShares UltraShort Silver
ZSL
$63.6M
| $1.18M | ﹤0.01% |
199
-92
| -32% | -$618K |
|
2320
Liberty Media Series C
FWONK
$24.5B
| $1.18M | ﹤0.01% |
39,802
+24,757
| +165% | +$770K |
|
2321
Martin Marietta Materials
MLM
$32.6B
| $1.18M | ﹤0.01% |
6,872
-2,596
| -27% | -$461K |
|
2322
Warner Bros
WBD
$65.4B
| $1.18M | ﹤0.01% |
47,715
-182,666
| -79% | -$5.56M |
|
2323
Boston Scientific
BSX
$72B
| $1.18M | ﹤0.01% |
33,266
+1,403
| +4% | +$50.9K |
|
2324
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.18M | ﹤0.01% |
69,400
+4,300
| +7% | +$74.6K |
|
2325
VF Corp
VFC
$5.87B
| $1.18M | ﹤0.01% |
17,500
+4,338
| +33% | +$332K |
|
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.