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 | |
|---|---|---|---|---|---|---|
551
PUT
Dillards
DDS
$8.96B
| $9.03M | 0.03% |
150,300
+145,300
| +2,906% | +$8.05M |
|
552
CALL
Trinity Industries
TRN
$2.95B
| $9.01M | 0.03% |
334,055
+192,099
| +135% | +$4.79M |
|
553
VanEck Semiconductor ETF
SMH
$66.1B
| $9M | 0.03% |
184,000
-3,678
| -2% | -$183K |
|
554
PUT
Western Digital
WDC
$172B
| $8.98M | 0.03% |
149,367
-389,226
| -72% | -$25.1M |
|
555
CALL
CVS Health
CVS
$137B
| $8.92M | 0.03% |
123,000
+14,300
| +13% | +$1.04M |
|
556
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
| $8.88M | 0.03% |
+146,141
| New | +$8.69M |
|
557
CALL
Sprouts Farmers Market
SFM
$7.23B
| $8.84M | 0.03% |
363,100
+352,400
| +3,293% | +$7.47M |
|
558
CALL
Zillow
Z
$7.32B
| $8.82M | 0.03% |
215,600
+158,900
| +280% | +$6.54M |
|
559
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.43B
| $8.81M | 0.03% |
616,530
+395,890
| +179% | +$5.62M |
|
560
CSX Corp
CSX
$96B
| $8.81M | 0.03% |
480,312
+69,705
| +17% | +$1.23M |
|
561
PUT
IBM
IBM
$204B
| $8.78M | 0.03% |
59,831
+26,882
| +82% | +$3.91M |
|
562
Deutsche Bank
DB
$67.9B
| $8.76M | 0.03% |
460,545
+67,108
| +17% | +$1.21M |
|
563
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.08B
| $8.72M | 0.03% |
+291,110
| New | +$8.76M |
|
564
PUT
ProShares UltraShort S&P500
SDS
$424M
| $8.71M | 0.03% |
8,484
-10,051
| -54% | -$11M |
|
|
TIF
565
DELISTED
Tiffany & Co.
TIF
| $8.69M | 0.03% |
83,629
+80,032
| +2,225% | +$7.63M |
|
|
RMP
566
CALL
DELISTED
Rice Midstream Partners LP
RMP
| $8.66M | 0.02% |
+403,500
| New | +$8.45M |
|
567
CALL
Roku
ROKU
$21.2B
| $8.57M | 0.02% |
+165,500
| New | +$5.7M |
|
568
Vanguard Dividend Appreciation ETF
VIG
$112B
| $8.56M | 0.02% |
83,939
+34,015
| +68% | +$3.35M |
|
569
Under Armour
UAA
$3.02B
| $8.51M | 0.02% |
589,589
+475,192
| +415% | +$6.87M |
|
570
PUT
American International
AIG
$42B
| $8.48M | 0.02% |
142,300
+124,500
| +699% | +$7.65M |
|
571
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$14.9B
| $8.47M | 0.02% |
+158,733
| New | +$8.23M |
|
|
JHG
572
DELISTED
Janus Henderson
JHG
| $8.45M | 0.02% |
220,237
+195,421
| +787% | +$7.05M |
|
573
PUT
Franco-Nevada
FNV
$41.4B
| $8.45M | 0.02% |
105,700
+78,400
| +287% | +$6.29M |
|
|
SWN
574
DELISTED
Southwestern Energy Company
SWN
| $8.4M | 0.02% |
1,505,487
+1,339,440
| +807% | +$7.79M |
|
575
PUT
Realty Income
O
$61.1B
| $8.36M | 0.02% |
+151,291
| New | +$8.21M |
|
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.