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 | |
|---|---|---|---|---|---|---|
1301
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.36B
| $3.08M | 0.01% |
56,833
+18,337
| +48% | +$1.11M |
|
1302
Parker-Hannifin
PH
$123B
| $3.07M | 0.01% |
20,566
+18,026
| +710% | +$2.92M |
|
1303
CALL
US Bancorp
USB
$98.2B
| $3.07M | 0.01% |
67,100
-1,200
| -2% | -$61.8K |
|
1304
PUT
eBay
EBAY
$50.6B
| $3.06M | 0.01% |
109,200
+5,200
| +5% | +$153K |
|
1305
GraniteShares Gold Shares
BAR
$1.36B
| $3.06M | 0.01% |
239,580
+2,170
| +0.9% | +$26.6K |
|
|
EVRI
1306
CALL
DELISTED
Everi Holdings
EVRI
| $3.06M | 0.01% |
+595,000
| New | +$4.06M |
|
|
RNDM
1307
DELISTED
First Trust Developed International Equity Select ETF
RNDM
| $3.06M | 0.01% |
67,951
-21,682
| -24% | -$1.02M |
|
1308
Fomento Económico Mexicano
FMX
$43.6B
| $3.06M | 0.01% |
35,666
-50,763
| -59% | -$4.51M |
|
1309
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.79B
| $3.06M | 0.01% |
74,096
+49,074
| +196% | +$2.23M |
|
|
ORBK
1310
CALL
DELISTED
Orbotech Ltd
ORBK
| $3.05M | 0.01% |
+54,000
| New | +$3.02M |
|
1311
Ambarella
AMBA
$3.77B
| $3.05M | 0.01% |
87,229
+58,282
| +201% | +$2.06M |
|
|
APC
1312
PUT
DELISTED
Anadarko Petroleum
APC
| $3.05M | 0.01% |
69,600
-79,000
| -53% | -$4.46M |
|
1313
Elevance Health
ELV
$81.5B
| $3.05M | 0.01% |
11,615
+258
| +2% | +$70.9K |
|
1314
Ambev
ABEV
$48.1B
| $3.05M | 0.01% |
777,779
+484,077
| +165% | +$2.07M |
|
1315
Vanguard FTSE Pacific ETF
VPL
$8.08B
| $3.05M | 0.01% |
+50,248
| New | +$3.26M |
|
1316
Masco
MAS
$14.1B
| $3.04M | 0.01% |
104,044
+80,181
| +336% | +$2.49M |
|
1317
Vanguard Morningstar Small-Cap ETF
VB
$79.5B
| $3.04M | 0.01% |
23,018
+21,518
| +1,435% | +$3.13M |
|
1318
Aptiv
APTV
$12B
| $3.02M | 0.01% |
49,135
+35,745
| +267% | +$2.59M |
|
1319
Bank of Montreal
BMO
$126B
| $3.02M | 0.01% |
46,251
-44,369
| -49% | -$3.29M |
|
1320
iShares High Yield Systematic Bond ETF
HYDB
$1.61B
| $3.02M | 0.01% |
65,275
+34,597
| +113% | +$1.66M |
|
|
HES.PRA
1321
DELISTED
Hess Corporation
HES.PRA
| $3.02M | 0.01% |
60,831
+46,176
| +315% | +$2.95M |
|
1322
CALL
BP
BP
$116B
| $3.02M | 0.01% |
82,129
-176,359
| -68% | -$7.04M |
|
1323
iShares Global Consumer Discretionary ETF
RXI
$260M
| $3.01M | 0.01% |
29,868
+13,856
| +87% | +$1.49M |
|
1324
CALL
Champion Homes
SKY
$4.37B
| $3.01M | 0.01% |
205,000
+10,000
| +5% | +$221K |
|
1325
CALL
Prudential Financial
PRU
$42.4B
| $3.01M | 0.01% |
36,900
-6,600
| -15% | -$608K |
|
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.