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 | |
|---|---|---|---|---|---|---|
1201
JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF
BBAX
$6.69B
| $3.45M | 0.01% |
75,892
+48,740
| +180% | +$2.26M |
|
1202
PUT
Teva Pharmaceuticals
TEVA
$40.8B
| $3.45M | 0.01% |
223,900
-45,500
| -17% | -$933K |
|
1203
iShares US Basic Materials ETF
IYM
$1.12B
| $3.45M | 0.01% |
41,114
+37,520
| +1,044% | +$3.36M |
|
1204
CALL
Medtronic
MDT
$109B
| $3.44M | 0.01% |
37,800
-124,700
| -77% | -$11.7M |
|
1205
Vanguard International High Dividend Yield ETF
VYMI
$20.6B
| $3.44M | 0.01% |
61,101
-536,190
| -90% | -$31.6M |
|
|
FL
1206
CALL
DELISTED
Foot Locker
FL
| $3.44M | 0.01% |
64,600
+45,300
| +235% | +$2.27M |
|
1207
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.6M
| $3.43M | 0.01% |
102,812
+42,890
| +72% | +$1.51M |
|
1208
iPath Select MLP ETN
ATMP
$639M
| $3.43M | 0.01% |
193,571
+144,151
| +292% | +$2.81M |
|
1209
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
| $3.43M | 0.01% |
65,739
+42,952
| +188% | +$2.44M |
|
1210
CALL
iShares Core S&P 500 ETF
IVV
$878B
| $3.42M | 0.01% |
13,600
+10,300
| +312% | +$2.8M |
|
1211
CALL
Marriott Vacations Worldwide
VAC
$3.35B
| $3.42M | 0.01% |
+48,500
| New | +$4.04M |
|
|
ALD
1212
DELISTED
WisdomTree Asia Local Debt Fund
ALD
| $3.42M | 0.01% |
78,265
-67,827
| -46% | -$2.91M |
|
1213
CALL
Dollar Tree
DLTR
$24.4B
| $3.41M | 0.01% |
37,800
-3,200
| -8% | -$270K |
|
|
FM
1214
DELISTED
iShares Frontier and Select EM ETF
FM
| $3.41M | 0.01% |
130,533
+41,401
| +46% | +$1.13M |
|
1215
CALL
Synchrony
SYF
$24.7B
| $3.41M | 0.01% |
+145,300
| New | +$3.93M |
|
1216
Deere & Co
DE
$160B
| $3.4M | 0.01% |
22,827
-57,712
| -72% | -$8.45M |
|
|
AGGP
1217
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
| $3.4M | 0.01% |
179,657
-119,847
| -40% | -$2.26M |
|
1218
American Express
AXP
$227B
| $3.39M | 0.01% |
35,572
-30,333
| -46% | -$3.17M |
|
1219
Vanguard Total Corporate Bond ETF
VTC
$1.72B
| $3.38M | 0.01% |
42,296
+1,794
| +4% | +$143K |
|
1220
CALL
Weyerhaeuser
WY
$18B
| $3.38M | 0.01% |
+154,800
| New | +$4.12M |
|
1221
Capri Holdings
CPRI
$1.83B
| $3.38M | 0.01% |
89,228
+56,859
| +176% | +$2.86M |
|
1222
PUT
Clorox
CLX
$11.6B
| $3.38M | 0.01% |
21,900
+17,900
| +448% | +$2.79M |
|
|
VMW
1223
PUT
DELISTED
VMware, Inc
VMW
| $3.37M | 0.01% |
24,600
-43,900
| -64% | -$6.63M |
|
|
BERY
1224
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $3.37M | 0.01% |
+77,210
| New | +$3.3M |
|
|
BKS
1225
DELISTED
Barnes & Noble
BKS
| $3.37M | 0.01% |
475,021
-41,672
| -8% | -$278K |
|
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.