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 | |
|---|---|---|---|---|---|---|
476
PUT
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
| $12.3M | 0.03% |
49
-1
| -2% | -$345K |
|
477
CALL
Rapid7
RPD
$645M
| $12.2M | 0.03% |
+390,000
| New | +$12.8M |
|
478
Caterpillar
CAT
$375B
| $12.1M | 0.03% |
95,589
+19,521
| +26% | +$2.54M |
|
479
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.54B
| $12.1M | 0.03% |
+554,605
| New | +$13M |
|
480
CALL
Southwest Airlines
LUV
$22B
| $12.1M | 0.03% |
260,100
+126,900
| +95% | +$6.74M |
|
481
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
| $12M | 0.03% |
227,983
+186,382
| +448% | +$9.75M |
|
|
BT
482
DELISTED
BT Group plc (ADR)
BT
| $12M | 0.03% |
791,435
+766,699
| +3,100% | +$12.2M |
|
|
GOLD
483
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $12M | 0.03% |
145,100
+137,600
| +1,835% | +$11.1M |
|
484
Adobe
ADBE
$99.5B
| $12M | 0.03% |
53,072
-43,649
| -45% | -$10.5M |
|
485
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
| $12M | 0.03% |
32,100
+2,700
| +9% | +$988K |
|
486
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
| $12M | 0.03% |
1,410,000
-77,000
| -5% | -$902K |
|
487
CALL
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $12M | 0.03% |
+350,100
| New | +$12.4M |
|
488
CALL
C.H. Robinson
CHRW
$17.4B
| $12M | 0.03% |
142,500
+129,200
| +971% | +$11.6M |
|
|
489
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $12M | 0.03% |
47,917
-2,754,549
| -98% | -$743M |
|
|
TWTR
490
DELISTED
Twitter, Inc.
TWTR
| $12M | 0.03% |
416,333
-420,811
| -50% | -$13.2M |
|
491
JPMorgan Chase
JPM
$935B
| $11.9M | 0.03% |
122,086
+6,419
| +6% | +$684K |
|
492
iShares Core MSCI Pacific ETF
IPAC
$2.66B
| $11.9M | 0.03% |
235,254
+25,053
| +12% | +$1.36M |
|
493
CALL
AutoZone
AZO
$49.2B
| $11.9M | 0.03% |
14,200
-1,600
| -10% | -$1.28M |
|
|
494
PUT
AutoZone
AZO
$49.2B
| $11.9M | 0.03% |
14,200
+2,000
| +16% | +$1.6M |
|
495
First Trust Senior Loan Fund ETF
FTSL
$2.32B
| $11.9M | 0.03% |
260,621
-5,655
| -2% | -$268K |
|
496
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
| $11.8M | 0.02% |
280,000
-7,600
| -3% | -$464K |
|
|
LNW
497
CALL
DELISTED
Light & Wonder
LNW
| $11.7M | 0.02% |
653,400
-905,200
| -58% | -$18.3M |
|
498
Vanguard World Funds Extended Duration ETF
EDV
$3.22B
| $11.7M | 0.02% |
102,838
-233,914
| -69% | -$24.9M |
|
499
CALL
Lowe's Companies
LOW
$117B
| $11.6M | 0.02% |
126,100
+46,000
| +57% | +$4.44M |
|
500
CALL
Eli Lilly
LLY
$1.02T
| $11.6M | 0.02% |
100,600
+6,200
| +7% | +$693K |
|
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.