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 | |
|---|---|---|---|---|---|---|
|
FITB
4276
CALL
Fifth Third Bancorp
FITB
$52.4B
| $238K | ﹤0.01% |
+10,100
| New | +$266K |
|
4277
Gadsden Dynamic Multi-Asset ETF
GDMA
$202M
| $238K | ﹤0.01% |
+9,895
| New | +$245K |
|
4278
VanEck Inflation Allocation ETF
RAAX
$1.15B
| $238K | ﹤0.01% |
9,605
-11,061
| -54% | -$275K |
|
4279
Yum China
YUMC
$16.4B
| $238K | ﹤0.01% |
7,091
-38,398
| -84% | -$1.32M |
|
|
AYX
4280
PUT
DELISTED
Alteryx Inc
AYX
| $238K | ﹤0.01% |
+4,000
| New | +$217K |
|
4281
Antero Midstream
AM
$10.4B
| $237K | ﹤0.01% |
+21,232
| New | +$324K |
|
4282
Elastic
ESTC
$7.39B
| $237K | ﹤0.01% |
+3,321
| New | +$225K |
|
4283
Entergy
ETR
$50.8B
| $237K | ﹤0.01% |
+5,500
| New | +$234K |
|
4284
PUT
FMC
FMC
$1.32B
| $237K | ﹤0.01% |
3,690
-14,758
| -80% | -$1.03M |
|
4285
Public Service Enterprise Group
PEG
$38B
| $237K | ﹤0.01% |
+4,545
| New | +$245K |
|
|
CAPD
4286
DELISTED
iPath Shiller CAPE ETN
CAPD
| $237K | ﹤0.01% |
+21,120
| New | +$257K |
|
4287
Assured Guaranty
AGO
$3.67B
| $236K | ﹤0.01% |
6,169
-3,123
| -34% | -$125K |
|
4288
Fidelity MSCI Utilities Index ETF
FUTY
$2.32B
| $236K | ﹤0.01% |
6,778
-97,429
| -93% | -$3.49M |
|
4289
Invesco CurrencyShares Swiss Franc Trust
FXF
$397M
| $236K | ﹤0.01% |
2,483
| – | – |
|
|
JKS
4290
JinkoSolar
JKS
$837M
| $236K | ﹤0.01% |
23,897
+7,573
| +46% | +$74.8K |
|
4291
Sprott Gold Miners ETF
SGDM
$570M
| $236K | ﹤0.01% |
13,499
-70,849
| -84% | -$1.15M |
|
4292
PUT
Papa John's
PZZA
$1.01B
| $235K | ﹤0.01% |
5,900
-10,800
| -65% | -$545K |
|
4293
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$331M
| $235K | ﹤0.01% |
7,845
-114,483
| -94% | -$3.72M |
|
|
RBIN
4294
DELISTED
Nationwide Risk-Based International Equity ETF
RBIN
| $235K | ﹤0.01% |
10,313
-1,500
| -13% | -$35.9K |
|
|
PRSP
4295
DELISTED
Perspecta Inc. Common Stock
PRSP
| $235K | ﹤0.01% |
13,634
+1,665
| +14% | +$36.9K |
|
4296
Inogen
INGN
$187M
| $234K | ﹤0.01% |
1,882
-46,543
| -96% | -$7.67M |
|
4297
Magnachip Semiconductor
MX
$134M
| $234K | ﹤0.01% |
+37,721
| New | +$294K |
|
4298
CALL
Thor Industries
THO
$4.16B
| $234K | ﹤0.01% |
4,500
-24,300
| -84% | -$1.64M |
|
4299
PUT
Crown Holdings
CCK
$13.2B
| $233K | ﹤0.01% |
+5,600
| New | +$259K |
|
4300
PUT
Lear
LEA
$6.21B
| $233K | ﹤0.01% |
1,900
-4,900
| -72% | -$655K |
|
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.