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 | |
|---|---|---|---|---|---|---|
2151
PUT
Burlington
BURL
$23.2B
| $1.37M | ﹤0.01% |
8,400
-300
| -3% | -$48.4K |
|
2152
iShares MSCI Australia ETF
EWA
$1.41B
| $1.37M | ﹤0.01% |
70,954
+34,455
| +94% | +$707K |
|
2153
Itaú Unibanco
ITUB
$93.2B
| $1.37M | ﹤0.01% |
205,234
+109,170
| +114% | +$701K |
|
|
AZPN
2154
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.37M | ﹤0.01% |
16,628
+9,896
| +147% | +$813K |
|
2155
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.8B
| $1.36M | ﹤0.01% |
26,392
+694
| +3% | +$37.9K |
|
|
FAIL
2156
DELISTED
Cambria Global Tail Risk ETF
FAIL
| $1.36M | ﹤0.01% |
55,384
+4,954
| +10% | +$122K |
|
2157
First Trust Capital Strength ETF
FTCS
$7.85B
| $1.36M | ﹤0.01% |
28,222
-34,183
| -55% | -$1.76M |
|
2158
CarMax
KMX
$8.25B
| $1.36M | ﹤0.01% |
21,734
-64,845
| -75% | -$4.28M |
|
2159
CALL
D.R. Horton
DHI
$40.9B
| $1.36M | ﹤0.01% |
39,300
-700
| -2% | -$25.5K |
|
2160
First Trust Emerging Markets Local Currency Bond ETF
FEMB
$359M
| $1.36M | ﹤0.01% |
36,788
+27,962
| +317% | +$1.02M |
|
2161
Cigna
CI
$74.6B
| $1.36M | ﹤0.01% |
7,166
-30,938
| -81% | -$6.45M |
|
2162
argenx
ARGX
$52.1B
| $1.36M | ﹤0.01% |
14,155
-81,143
| -85% | -$7.21M |
|
|
NEE.PRR
2163
DELISTED
NextEra Energy, Inc.
NEE.PRR
| $1.36M | ﹤0.01% |
+23,599
| New | +$1.38M |
|
|
BLUE
2164
CALL
DELISTED
bluebird bio
BLUE
| $1.36M | ﹤0.01% |
1,058
+39
| +4% | +$59.8K |
|
2165
CALL
HSBC
HSBC
$370B
| $1.35M | ﹤0.01% |
+34,124
| New | +$1.37M |
|
2166
First Trust RBA American Industrial Renaissance ETF
AIRR
$10.4B
| $1.35M | ﹤0.01% |
62,310
+31,433
| +102% | +$771K |
|
|
BLUE
2167
DELISTED
bluebird bio
BLUE
| $1.35M | ﹤0.01% |
1,052
-119
| -10% | -$183K |
|
2168
PUT
Newell Brands
NWL
$2.78B
| $1.35M | ﹤0.01% |
72,600
+34,900
| +93% | +$694K |
|
2169
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.7M
| $1.35M | ﹤0.01% |
32,227
+3,522
| +12% | +$154K |
|
2170
PUT
Lamb Weston
LW
$7.27B
| $1.35M | ﹤0.01% |
18,300
+300
| +2% | +$23K |
|
2171
CALL
Northern Oil and Gas
NOG
$2.24B
| $1.34M | ﹤0.01% |
59,490
-4,910
| -8% | -$144K |
|
2172
Automatic Data Processing
ADP
$108B
| $1.34M | ﹤0.01% |
10,237
+3,487
| +52% | +$492K |
|
2173
Thor Industries
THO
$4.02B
| $1.34M | ﹤0.01% |
25,786
+4,218
| +20% | +$286K |
|
2174
Invesco S&P SmallCap Materials ETF
PSCM
$20.5M
| $1.34M | ﹤0.01% |
33,637
+5,213
| +18% | +$240K |
|
2175
ProShares Short S&P500
SH
$914M
| $1.34M | ﹤0.01% |
+10,660
| New | +$1.26M |
|
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.