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 | |
|---|---|---|---|---|---|---|
2201
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.29B
| $1.3M | ﹤0.01% |
26,599
-2,947
| -10% | -$155K |
|
2202
iShares MSCI Thailand ETF
THD
$368M
| $1.3M | ﹤0.01% |
+15,707
| New | +$1.36M |
|
2203
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
| $1.3M | ﹤0.01% |
11,782
-431,828
| -97% | -$47.6M |
|
2204
PUT
Ciena
CIEN
$55.3B
| $1.3M | ﹤0.01% |
+38,300
| New | +$1.21M |
|
2205
Fidelity MSCI Industrials Index ETF
FIDU
$2.35B
| $1.3M | ﹤0.01% |
39,634
+1,599
| +4% | +$57.7K |
|
2206
Lumentum
LITE
$60.7B
| $1.3M | ﹤0.01% |
+30,848
| New | +$1.52M |
|
2207
PUT
NetApp
NTAP
$35.9B
| $1.29M | ﹤0.01% |
21,700
+18,900
| +675% | +$1.36M |
|
|
BNY
2208
CALL
Bank of New York Mellon
BNY
$106B
| $1.29M | ﹤0.01% |
27,500
-1,800
| -6% | -$87.4K |
|
|
GOOS
2209
PUT
Canada Goose Holdings
GOOS
$856M
| $1.29M | ﹤0.01% |
+29,600
| New | +$1.65M |
|
2210
Archer Daniels Midland
ADM
$37.6B
| $1.29M | ﹤0.01% |
+31,530
| New | +$1.47M |
|
|
SNV
2211
DELISTED
Synovus
SNV
| $1.29M | ﹤0.01% |
40,389
+33,493
| +486% | +$1.26M |
|
|
MNDT
2212
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.29M | ﹤0.01% |
+79,700
| New | +$1.43M |
|
2213
CALL
Martin Marietta Materials
MLM
$32.6B
| $1.29M | ﹤0.01% |
7,500
+5,000
| +200% | +$888K |
|
2214
Nektar Therapeutics
NKTR
$2.38B
| $1.29M | ﹤0.01% |
2,613
-185
| -7% | -$112K |
|
2215
ProShares Ultra Health Care
RXL
$84.1M
| $1.29M | ﹤0.01% |
56,684
-30,992
| -35% | -$796K |
|
|
XLNX
2216
DELISTED
Xilinx Inc
XLNX
| $1.29M | ﹤0.01% |
15,128
-100,862
| -87% | -$8.43M |
|
2217
PUT
Melco Resorts & Entertainment
MLCO
$2.17B
| $1.29M | ﹤0.01% |
73,000
+56,100
| +332% | +$1,000K |
|
|
BECN
2218
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $1.29M | ﹤0.01% |
+40,557
| New | +$1.25M |
|
2219
PUT
US Bancorp
USB
$99.6B
| $1.28M | ﹤0.01% |
+28,100
| New | +$1.45M |
|
2220
Lear
LEA
$6.27B
| $1.28M | ﹤0.01% |
10,434
-7,105
| -41% | -$950K |
|
2221
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
| $1.28M | ﹤0.01% |
+24,462
| New | +$1.34M |
|
2222
PUT
ProShares UltraPro Short Dow 30
SDOW
$144M
| $1.28M | ﹤0.01% |
1,042
-1,006
| -49% | -$1.08M |
|
2223
CALL
Rio Tinto
RIO
$156B
| $1.28M | ﹤0.01% |
26,400
-32,700
| -55% | -$1.6M |
|
|
ACB
2224
Aurora Cannabis
ACB
$175M
| $1.28M | ﹤0.01% |
+2,147
| New | +$1.58M |
|
2225
Brookfield
BN
$107B
| $1.28M | ﹤0.01% |
93,499
+17,223
| +23% | +$257K |
|
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.