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 | |
|---|---|---|---|---|---|---|
1751
First Trust Nasdaq Bank ETF
FTXO
$305M
| $1.95M | ﹤0.01% |
87,753
-990,034
| -92% | -$25.4M |
|
1752
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
| $1.95M | ﹤0.01% |
81,941
-180,997
| -69% | -$4.31M |
|
1753
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
| $1.95M | ﹤0.01% |
+57,227
| New | +$2.15M |
|
1754
CALL
AvalonBay Communities
AVB
$26.5B
| $1.95M | ﹤0.01% |
+11,200
| New | +$2.02M |
|
1755
PUT
ASML
ASML
$626B
| $1.95M | ﹤0.01% |
12,500
+5,400
| +76% | +$916K |
|
1756
PUT
Boston Scientific
BSX
$69.5B
| $1.94M | ﹤0.01% |
55,000
-175,000
| -76% | -$6.35M |
|
|
DOCU
1757
CALL
DocuSign
DOCU
$10.5B
| $1.94M | ﹤0.01% |
48,500
+22,400
| +86% | +$941K |
|
|
USLB
1758
DELISTED
Invesco Russell 1000 Low Beta Equal Weight ETF
USLB
| $1.94M | ﹤0.01% |
69,341
+31,535
| +83% | +$969K |
|
1759
Ionis Pharmaceuticals
IONS
$8.6B
| $1.94M | ﹤0.01% |
35,928
-5,998
| -14% | -$306K |
|
1760
CALL
DXC Technology
DXC
$1.82B
| $1.94M | ﹤0.01% |
+36,500
| New | +$2.52M |
|
|
DOCU
1761
PUT
DocuSign
DOCU
$10.5B
| $1.94M | ﹤0.01% |
+48,400
| New | +$2.03M |
|
1762
Rollins
ROL
$18.3B
| $1.94M | ﹤0.01% |
80,625
+8,956
| +12% | +$231K |
|
1763
The Mosaic Company
MOS
$7.03B
| $1.94M | ﹤0.01% |
66,385
+38,530
| +138% | +$1.27M |
|
1764
Box
BOX
$4.37B
| $1.94M | ﹤0.01% |
114,736
-49,251
| -30% | -$906K |
|
1765
PUT
Five Below
FIVE
$12B
| $1.93M | ﹤0.01% |
18,900
+13,300
| +238% | +$1.47M |
|
1766
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
| $1.93M | ﹤0.01% |
22,700
+7,100
| +46% | +$675K |
|
1767
State Street SPDR S&P Health Care Services ETF
XHS
$206M
| $1.93M | ﹤0.01% |
+30,877
| New | +$2.2M |
|
|
MORL
1768
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
| $1.93M | ﹤0.01% |
151,982
-73,691
| -33% | -$1.05M |
|
1769
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$724M
| $1.93M | ﹤0.01% |
84,046
-41,429
| -33% | -$1.01M |
|
1770
Inspire Corporate Bond ETF
IBD
$481M
| $1.93M | ﹤0.01% |
78,988
-6,386
| -7% | -$155K |
|
1771
Halliburton
HAL
$26.9B
| $1.93M | ﹤0.01% |
72,409
-19,061
| -21% | -$643K |
|
1772
McCormick & Company Non-Voting
MKC
$13.7B
| $1.93M | ﹤0.01% |
27,644
+14,478
| +110% | +$1.04M |
|
1773
Owens Corning
OC
$11.2B
| $1.93M | ﹤0.01% |
43,778
+38,876
| +793% | +$1.88M |
|
|
NUVA
1774
DELISTED
NuVasive, Inc.
NUVA
| $1.93M | ﹤0.01% |
38,851
+32,424
| +504% | +$1.95M |
|
|
DNB
1775
DELISTED
Dun & Bradstreet
DNB
| $1.93M | ﹤0.01% |
13,485
-6,431
| -32% | -$917K |
|
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.