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 | |
|---|---|---|---|---|---|---|
1426
Franklin High Yield Corporate ETF
FLHY
$1.21B
| $2.68M | 0.01% |
112,453
-1,692
| -1% | -$41.9K |
|
1427
CALL
Eaton
ETN
$161B
| $2.68M | 0.01% |
39,000
+36,200
| +1,293% | +$2.71M |
|
1428
KraneShares Asia Pacific High Income Bond ETF
KHYB
$15.6M
| $2.68M | 0.01% |
68,032
-21,798
| -24% | -$860K |
|
1429
iShares Russell 2000 Value ETF
IWN
$14.3B
| $2.67M | 0.01% |
24,839
-9,105
| -27% | -$1.1M |
|
1430
Xtrackers Low Beta High Yield Bond ETF
HYDW
$65.2M
| $2.67M | 0.01% |
56,281
+7,735
| +16% | +$371K |
|
1431
Canadian Solar
CSIQ
$1.02B
| $2.67M | 0.01% |
186,065
-124,790
| -40% | -$1.88M |
|
1432
CALL
Dropbox
DBX
$7.6B
| $2.67M | 0.01% |
130,600
-42,800
| -25% | -$986K |
|
1433
PUT
The Mosaic Company
MOS
$7.03B
| $2.66M | 0.01% |
+91,200
| New | +$3M |
|
|
FIEG
1434
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
| $2.66M | 0.01% |
17,129
+2,709
| +19% | +$447K |
|
1435
WisdomTree International High Dividend Fund
DTH
$653M
| $2.66M | 0.01% |
71,644
-168,100
| -70% | -$6.58M |
|
1436
Texas Capital Bancshares
TCBI
$4.3B
| $2.66M | 0.01% |
+51,993
| New | +$3.28M |
|
1437
PUT
Royal Gold
RGLD
$16.8B
| $2.65M | 0.01% |
31,000
+21,000
| +210% | +$1.62M |
|
1438
CALL
Monster Beverage
MNST
$94.3B
| $2.64M | 0.01% |
107,200
+6,800
| +7% | +$185K |
|
1439
Kinross Gold
KGC
$27.4B
| $2.64M | 0.01% |
813,506
-266,386
| -25% | -$745K |
|
1440
Expeditors International
EXPD
$22B
| $2.63M | 0.01% |
38,686
+24,098
| +165% | +$1.69M |
|
1441
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $2.63M | 0.01% |
15,666
-57,005
| -78% | -$10.6M |
|
1442
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
| $2.63M | 0.01% |
109,134
-298,711
| -73% | -$7.17M |
|
1443
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
| $2.63M | 0.01% |
+58,470
| New | +$2.87M |
|
1444
Marathon Petroleum
MPC
$92.4B
| $2.63M | 0.01% |
44,495
-644,627
| -94% | -$44M |
|
1445
Blackrock
BLK
$169B
| $2.62M | 0.01% |
6,681
-8,926
| -57% | -$3.66M |
|
1446
Invesco S&P Global Water Index ETF
CGW
$1.05B
| $2.62M | 0.01% |
84,071
-58,150
| -41% | -$1.91M |
|
1447
CALL
Halliburton
HAL
$26.9B
| $2.61M | 0.01% |
98,200
-104,800
| -52% | -$3.54M |
|
1448
Nuveen ESG US Aggregate Bond ETF
NUBD
$463M
| $2.61M | 0.01% |
107,539
+52,057
| +94% | +$1.25M |
|
|
BKS
1449
PUT
DELISTED
Barnes & Noble
BKS
| $2.61M | 0.01% |
368,000
-101,600
| -22% | -$679K |
|
1450
Deutsche Bank
DB
$69B
| $2.6M | 0.01% |
319,275
-173,474
| -35% | -$1.69M |
|
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.