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 | |
|---|---|---|---|---|---|---|
1926
Franklin FTSE China ETF
FLCH
$288M
| $1.68M | ﹤0.01% |
82,735
-49,901
| -38% | -$1.06M |
|
|
NEWR
1927
CALL
DELISTED
New Relic, Inc.
NEWR
| $1.68M | ﹤0.01% |
+20,700
| New | +$1.74M |
|
1928
PUT
Nokia
NOK
$51B
| $1.68M | ﹤0.01% |
+287,800
| New | +$1.62M |
|
|
CIL
1929
DELISTED
VictoryShares International Volatility Wtd ETF
CIL
| $1.67M | ﹤0.01% |
+48,725
| New | +$1.76M |
|
1930
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$97B
| $1.67M | ﹤0.01% |
+18,300
| New | +$1.81M |
|
1931
Axalta
AXTA
$7.66B
| $1.67M | ﹤0.01% |
71,160
+17,300
| +32% | +$430K |
|
1932
PUT
ProShares UltraShort Bloomberg Natural Gas
KOLD
$115M
| $1.67M | ﹤0.01% |
+7,850
| New | +$1.7M |
|
1933
CALL
Universal Display
OLED
$3.68B
| $1.67M | ﹤0.01% |
17,800
-38,500
| -68% | -$3.89M |
|
1934
CALL
ICICI Bank
IBN
$108B
| $1.67M | ﹤0.01% |
+161,800
| New | +$1.53M |
|
|
RODE
1935
DELISTED
Hartford Multifactor Diversified International ETF
RODE
| $1.67M | ﹤0.01% |
67,979
+14,217
| +26% | +$365K |
|
|
WRK
1936
DELISTED
WestRock Company
WRK
| $1.66M | ﹤0.01% |
44,089
+35,153
| +393% | +$1.55M |
|
1937
CALL
NRG Energy
NRG
$28.3B
| $1.66M | ﹤0.01% |
42,000
-48,800
| -54% | -$1.87M |
|
1938
First Trust United Kingdom AlphaDEX Fund
FKU
$38.7M
| $1.66M | ﹤0.01% |
51,882
+32,652
| +170% | +$1.13M |
|
1939
Core Laboratories
CLB
$488M
| $1.66M | ﹤0.01% |
27,785
+22,614
| +437% | +$1.95M |
|
|
WBK
1940
DELISTED
Westpac Banking Corporation
WBK
| $1.66M | ﹤0.01% |
94,828
+21,488
| +29% | +$399K |
|
1941
PUT
Abbott
ABT
$183B
| $1.66M | ﹤0.01% |
22,900
+12,900
| +129% | +$907K |
|
1942
PUT
State Street SPDR S&P Dividend ETF
SDY
$21.7B
| $1.66M | ﹤0.01% |
18,500
+4,500
| +32% | +$424K |
|
1943
CALL
J.M. Smucker
SJM
$12.7B
| $1.66M | ﹤0.01% |
17,700
-1,300
| -7% | -$136K |
|
1944
CALL
Vanguard S&P 500 ETF
VOO
$979B
| $1.66M | ﹤0.01% |
7,200
-21,100
| -75% | -$5.23M |
|
1945
CALL
BHP
BHP
$215B
| $1.65M | ﹤0.01% |
38,338
+19,954
| +109% | +$836K |
|
1946
CALL
Signet Jewelers
SIG
$3.61B
| $1.65M | ﹤0.01% |
52,000
+43,500
| +512% | +$2.18M |
|
1947
PUT
Kraft Heinz
KHC
$30.7B
| $1.65M | ﹤0.01% |
38,300
-84,300
| -69% | -$4.37M |
|
1948
Steven Madden
SHOO
$3.37B
| $1.65M | ﹤0.01% |
54,425
+19,194
| +54% | +$591K |
|
1949
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
| $1.65M | ﹤0.01% |
67,455
-130,793
| -66% | -$3.33M |
|
|
TRPA
1950
Hartford AAA CLO ETF
TRPA
$103M
| $1.65M | ﹤0.01% |
+41,575
| New | +$1.66M |
|
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.