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 | |
|---|---|---|---|---|---|---|
1076
Charter Communications
CHTR
$17.3B
| $4.09M | 0.01% |
14,350
-108,369
| -88% | -$34M |
|
|
MAG
1077
CALL
DELISTED
MAG Silver
MAG
| $4.09M | 0.01% |
+560,000
| New | +$4.06M |
|
|
IRBT
1078
PUT
DELISTED
iRobot
IRBT
| $4.09M | 0.01% |
48,800
+46,900
| +2,468% | +$4.25M |
|
1079
CALL
ProShares Ultra NASDAQ Biotechnology
BIB
$81.2M
| $4.07M | 0.01% |
96,800
-44,100
| -31% | -$2.3M |
|
1080
PUT
Philip Morris
PM
$297B
| $4.07M | 0.01% |
60,900
-17,800
| -23% | -$1.49M |
|
|
SIVB
1081
PUT
DELISTED
SVB Financial Group
SIVB
| $4.06M | 0.01% |
21,400
+20,600
| +2,575% | +$5.04M |
|
1082
PUT
Rio Tinto
RIO
$158B
| $4.05M | 0.01% |
83,600
+32,100
| +62% | +$1.57M |
|
1083
Albemarle
ALB
$13.9B
| $4.05M | 0.01% |
52,564
+12,427
| +31% | +$1.17M |
|
|
KL
1084
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $4.04M | 0.01% |
154,658
-391,381
| -72% | -$8.3M |
|
1085
PUT
HSBC
HSBC
$365B
| $4.01M | 0.01% |
101,231
+80,762
| +395% | +$3.23M |
|
1086
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
| $4M | 0.01% |
95,081
+53,510
| +129% | +$3.27M |
|
1087
PUT
Coca-Cola
KO
$377B
| $3.99M | 0.01% |
84,200
+25,200
| +43% | +$1.21M |
|
1088
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
| $3.99M | 0.01% |
+154,455
| New | +$4.3M |
|
1089
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $3.98M | 0.01% |
39,511
-327,472
| -89% | -$34.2M |
|
|
EXAS
1090
PUT
DELISTED
Exact Sciences
EXAS
| $3.97M | 0.01% |
62,900
+44,800
| +248% | +$3.07M |
|
1091
D.R. Horton
DHI
$40B
| $3.96M | 0.01% |
114,416
+104,741
| +1,083% | +$3.82M |
|
|
SPLK
1092
PUT
DELISTED
Splunk Inc
SPLK
| $3.95M | 0.01% |
37,700
+7,700
| +26% | +$779K |
|
1093
Synchrony
SYF
$24.7B
| $3.94M | 0.01% |
167,892
+137,274
| +448% | +$3.71M |
|
1094
DXC Technology
DXC
$1.82B
| $3.93M | 0.01% |
73,948
+29,286
| +66% | +$2.02M |
|
1095
ProShares Ultra 20+ Year Treasury
UBT
$56.4M
| $3.93M | 0.01% |
102,252
-473,612
| -82% | -$16.5M |
|
1096
PUT
Cummins
CMI
$87.5B
| $3.93M | 0.01% |
29,400
+4,400
| +18% | +$621K |
|
1097
First Trust Managed Municipal ETF
FMB
$2.04B
| $3.93M | 0.01% |
74,668
+38,877
| +109% | +$2.02M |
|
1098
CALL
McKesson
MCK
$100B
| $3.92M | 0.01% |
35,500
+15,800
| +80% | +$1.97M |
|
1099
Aramark
ARMK
$15B
| $3.92M | 0.01% |
187,409
+96,553
| +106% | +$2.51M |
|
|
CGC
1100
PUT
Canopy Growth
CGC
$387M
| $3.91M | 0.01% |
14,580
-27,830
| -66% | -$10.5M |
|
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.