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 | |
|---|---|---|---|---|---|---|
2851
PUT
Cimpress
CMPR
$2.49B
| $807K | ﹤0.01% |
+7,800
| New | +$905K |
|
2852
Arcosa
ACA
$7.13B
| $806K | ﹤0.01% |
+29,104
| New | +$800K |
|
2853
VanEck Morningstar Global Wide Moat ETF
MOTG
$18.5M
| $806K | ﹤0.01% |
+32,802
| New | +$841K |
|
2854
Crown Holdings
CCK
$13.2B
| $805K | ﹤0.01% |
19,352
+12,221
| +171% | +$565K |
|
2855
PUT
Transocean
RIG
$5.78B
| $804K | ﹤0.01% |
115,800
+32,800
| +40% | +$334K |
|
2856
Invesco S&P 500 Value with Momentum ETF
SPVM
$132M
| $804K | ﹤0.01% |
23,521
+7,578
| +48% | +$281K |
|
|
ALTR
2857
DELISTED
Altair Engineering Inc
ALTR
| $803K | ﹤0.01% |
+29,099
| New | +$959K |
|
2858
W.P. Carey
WPC
$16.5B
| $800K | ﹤0.01% |
12,503
+9,279
| +288% | +$604K |
|
2859
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.82B
| $799K | ﹤0.01% |
14,288
-45,682
| -76% | -$2.81M |
|
2860
Innovator S&P Investment Grade Preferred ETF
EPRF
$68.7M
| $798K | ﹤0.01% |
+37,376
| New | +$825K |
|
2861
First Trust Lunt US Factor Rotation ETF
FCTR
$56.1M
| $798K | ﹤0.01% |
45,388
+34,475
| +316% | +$657K |
|
2862
Ares Management
ARES
$32.2B
| $797K | ﹤0.01% |
44,829
-341,941
| -88% | -$7.17M |
|
2863
CALL
Banco Bradesco
BBD
$37.9B
| $797K | ﹤0.01% |
+128,734
| New | +$747K |
|
2864
CALL
ResMed
RMD
$32.4B
| $797K | ﹤0.01% |
+7,000
| New | +$750K |
|
2865
PUT
Eaton
ETN
$173B
| $796K | ﹤0.01% |
11,600
+1,500
| +15% | +$112K |
|
2866
US Global Jets ETF
JETS
$822M
| $796K | ﹤0.01% |
28,541
+12,121
| +74% | +$365K |
|
2867
PUT
Harley-Davidson
HOG
$2.79B
| $795K | ﹤0.01% |
+23,300
| New | +$914K |
|
|
GSD
2868
DELISTED
WisdomTree Global SmallCap Dividend Fund
GSD
| $793K | ﹤0.01% |
+29,079
| New | +$865K |
|
2869
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.22B
| $792K | ﹤0.01% |
30,947
+6,964
| +29% | +$191K |
|
2870
CALL
O'Reilly Automotive
ORLY
$74.9B
| $792K | ﹤0.01% |
34,500
-15,000
| -30% | -$341K |
|
2871
Franklin FTSE India ETF
FLIN
$2.7B
| $791K | ﹤0.01% |
35,706
-10,156
| -22% | -$213K |
|
2872
Norfolk Southern
NSC
$76.7B
| $791K | ﹤0.01% |
5,287
-87,738
| -94% | -$14.4M |
|
2873
Invesco Food & Beverage ETF
PBJ
$108M
| $791K | ﹤0.01% |
26,671
-10,004
| -27% | -$320K |
|
2874
Compañía de Minas Buenaventura
BVN
$8.19B
| $790K | ﹤0.01% |
48,725
-29,560
| -38% | -$426K |
|
2875
Illumina
ILMN
$30.7B
| $789K | ﹤0.01% |
2,705
-8,117
| -75% | -$2.51M |
|
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.