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 | |
|---|---|---|---|---|---|---|
676
NatWest
NWG
$75.1B
| $8.14M | 0.02% |
1,367,443
+1,062,935
| +349% | +$6.81M |
|
677
PUT
MasTec
MTZ
$20.9B
| $8.13M | 0.02% |
200,400
-56,800
| -22% | -$2.45M |
|
678
CALL
Clorox
CLX
$11.6B
| $8.12M | 0.02% |
52,700
-39,800
| -43% | -$6.2M |
|
679
Freeport-McMoran
FCX
$88B
| $8.1M | 0.02% |
785,994
+532,690
| +210% | +$6.21M |
|
680
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
| $8.1M | 0.02% |
262,007
+147,863
| +130% | +$4.94M |
|
681
CALL
PepsiCo
PEP
$190B
| $8.1M | 0.02% |
73,300
-26,300
| -26% | -$2.97M |
|
682
CALL
Live Nation Entertainment
LYV
$40.6B
| $8.08M | 0.02% |
164,100
+113,700
| +226% | +$6.01M |
|
683
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $8.08M | 0.02% |
+319,310
| New | +$7.97M |
|
684
PUT
ConocoPhillips
COP
$145B
| $8.07M | 0.02% |
129,500
+65,600
| +103% | +$4.46M |
|
685
PUT
ProShares UltraPro Dow 30
UDOW
$819M
| $8.07M | 0.02% |
452,800
+224,400
| +98% | +$5.08M |
|
|
MNDT
686
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $8.06M | 0.02% |
497,400
+425,900
| +596% | +$7.65M |
|
|
K
687
PUT
DELISTED
Kellanova
K
| $8.06M | 0.02% |
+150,485
| New | +$9.09M |
|
688
PUT
Nexstar Media Group
NXST
$5.8B
| $8.04M | 0.02% |
102,300
-500
| -0.5% | -$39.6K |
|
|
APU
689
DELISTED
AmeriGas Partners, L.P.
APU
| $8.04M | 0.02% |
317,705
+311,742
| +5,228% | +$10.8M |
|
690
First Trust NASDAQ Cybersecurity ETF
CIBR
$14.2B
| $8.02M | 0.02% |
+342,523
| New | +$8.58M |
|
691
PUT
Palo Alto Networks
PANW
$265B
| $8.01M | 0.02% |
255,000
+13,200
| +5% | +$412K |
|
|
MMP
692
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $7.97M | 0.02% |
139,700
+136,700
| +4,557% | +$8.44M |
|
693
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
| $7.97M | 0.02% |
165,768
-489,571
| -75% | -$23.4M |
|
694
PUT
HealthEquity
HQY
$8.49B
| $7.9M | 0.02% |
+132,400
| New | +$10.7M |
|
695
PUT
Wells Fargo
WFC
$259B
| $7.88M | 0.02% |
171,100
+120,200
| +236% | +$6.16M |
|
696
Western Digital
WDC
$184B
| $7.88M | 0.02% |
281,997
+108,005
| +62% | +$3.83M |
|
|
TFCFA
697
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.87M | 0.02% |
163,500
+116,600
| +249% | +$5.53M |
|
698
CALL
Factset
FDS
$9.33B
| $7.84M | 0.02% |
+39,200
| New | +$8.63M |
|
699
CALL
Applied Materials
AMAT
$402B
| $7.83M | 0.02% |
239,000
+19,900
| +9% | +$682K |
|
700
CALL
GE Aerospace
GE
$368B
| $7.82M | 0.02% |
215,590
+110,090
| +104% | +$4.97M |
|
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.