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
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$227M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$178M |
| 3 |
Intel
INTC
|
+$141M |
| 4 |
iShares Core US Aggregate Bond ETF
AGG
|
+$116M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$109M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.73% |
| 2 | Technology | 2.36% |
| 3 | Financials | 2.09% |
| 4 | Consumer Discretionary | 1.84% |
| 5 | Industrials | 1.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
PUT
Darden Restaurants
DRI
$23.4B
| $14.6M | 0.04% |
151,800
-12,300
| -7% | -$1.04M |
|
|
BT
377
DELISTED
BT Group plc (ADR)
BT
| $14.6M | 0.04% |
+798,783
| New | +$14.1M |
|
378
PepsiCo
PEP
$191B
| $14.6M | 0.04% |
121,363
-116,440
| -49% | -$13.3M |
|
379
PUT
FedEx
FDX
$73.5B
| $14.5M | 0.04% |
58,300
-42,800
| -42% | -$9.79M |
|
380
Schwab US Broad Market ETF
SCHB
$42.8B
| $14.5M | 0.04% |
1,348,710
+1,325,646
| +5,748% | +$13.9M |
|
381
CALL
Vanguard Real Estate ETF
VNQ
$39.8B
| $14.4M | 0.04% |
174,100
+159,700
| +1,109% | +$13.4M |
|
382
Home Depot
HD
$335B
| $14.4M | 0.04% |
76,114
+1,739
| +2% | +$300K |
|
383
CALL
Procter & Gamble
PG
$346B
| $14.4M | 0.04% |
156,800
+114,200
| +268% | +$10.3M |
|
384
iShares MSCI Japan Small-Cap ETF
SCJ
$255M
| $14.3M | 0.04% |
179,741
+157,214
| +698% | +$12.1M |
|
385
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $14.3M | 0.04% |
1,558,500
+831,000
| +114% | +$7.88M |
|
386
VanEck High Yield Muni ETF
HYD
$4.45B
| $14.3M | 0.04% |
228,884
+198,992
| +666% | +$12.4M |
|
387
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $14.2M | 0.04% |
+179,332
| New | +$14.3M |
|
388
CALL
Southwest Airlines
LUV
$22.2B
| $14.2M | 0.04% |
217,000
+189,500
| +689% | +$11.1M |
|
389
iShares Russell 2000 ETF
IWM
$80.3B
| $14.2M | 0.04% |
93,139
-286,071
| -75% | -$43M |
|
390
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $14.2M | 0.04% |
89,570
-78,420
| -47% | -$11.8M |
|
391
iShares Russell 1000 Value ETF
IWD
$81.5B
| $14.1M | 0.04% |
+113,655
| New | +$13.8M |
|
392
Nuveen ESG US Aggregate Bond ETF
NUBD
$465M
| $14.1M | 0.04% |
+566,544
| New | +$14.2M |
|
393
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.86B
| $14.1M | 0.04% |
147,402
-3,495
| -2% | -$331K |
|
|
X
394
CALL
DELISTED
US Steel
X
| $14.1M | 0.04% |
399,400
+285,700
| +251% | +$8.31M |
|
395
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $14.1M | 0.04% |
504,700
+374,200
| +287% | +$9.98M |
|
396
CALL
Dillards
DDS
$8.96B
| $14M | 0.04% |
+233,100
| New | +$12.9M |
|
397
CALL
Lowe's Companies
LOW
$119B
| $14M | 0.04% |
150,200
+89,300
| +147% | +$7.38M |
|
398
PUT
Adobe
ADBE
$94.5B
| $13.9M | 0.04% |
79,500
-216,800
| -73% | -$37.3M |
|
399
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $13.8M | 0.04% |
39,610
-1,060
| -3% | -$321K |
|
400
CALL
Comcast
CMCSA
$80.9B
| $13.8M | 0.04% |
343,500
+267,100
| +350% | +$10M |
|
Similar funds
Jane Street's Q4 2017 Portfolio in Review
As of Q4 2017, Jane Street held 5,667 positions worth $34.8B, up 13% from $30.9B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Jane Street deployed $2.03B of net new capital in Q4 2017, opening 1,299 new positions and adding to 1,516 existing holdings. Its largest new stake was iShares Core MSCI Total International Stock ETF: 1,891,813 shares worth $119M.
By sector, the portfolio is most concentrated in Communication Services at 3.7% of assets, down from 3.7% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was Amazon, an estimated $227M trimmed.
- Jane Street's largest Q4 2017 buy was iShares Core MSCI Total International Stock ETF: 1,891,813 shares worth $119M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $1.82B increase.
- Jane Street's biggest Q4 2017 reduction was Amazon, cutting an estimated $227M.
- Jane Street fully exited Vanguard Intermediate-Term Corporate Bond ETF in Q4 2017, selling an estimated $99.8M.
- Jane Street's ten largest holdings make up 20% of its $34.8B portfolio in Q4 2017.
- Jane Street opened 1,299 new positions and closed 1,182 in Q4 2017.
- Jane Street's portfolio value rose 13% quarter-over-quarter to $34.8B.
Based on Jane Street's 13F filing for Q4 2017, filed 15 Feb 2018.