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 | |
|---|---|---|---|---|---|---|
|
FIHD
1001
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
| $4.1M | 0.01% |
+23,801
| New | +$3.95M |
|
1002
iShares Morningstar US Equity ETF
ILCB
$1.26B
| $4.09M | 0.01% |
102,988
-44,692
| -30% | -$1.74M |
|
1003
VanEck Short Muni ETF
SMB
$312M
| $4.09M | 0.01% |
237,247
-108,720
| -31% | -$1.9M |
|
1004
PUT
Edison International
EIX
$30.7B
| $4.08M | 0.01% |
+64,600
| New | +$4.93M |
|
1005
PUT
eBay
EBAY
$52.1B
| $4.07M | 0.01% |
107,900
+97,600
| +948% | +$3.62M |
|
1006
Waste Management
WM
$96.1B
| $4.07M | 0.01% |
47,156
+12,229
| +35% | +$996K |
|
|
CNH
1007
CNH Industrial
CNH
$14.2B
| $4.07M | 0.01% |
+348,645
| New | +$3.85M |
|
1008
CALL
Estee Lauder
EL
$30.7B
| $4.06M | 0.01% |
31,900
-249,400
| -89% | -$30M |
|
1009
PIMCO RAFI Multi-Factor International Equity ETF
MFDX
$450M
| $4.06M | 0.01% |
151,738
-211,392
| -58% | -$5.54M |
|
1010
PUT
LGI Homes
LGIH
$1.43B
| $4.05M | 0.01% |
+54,000
| New | +$3.43M |
|
1011
PUT
Halliburton
HAL
$26.1B
| $4.04M | 0.01% |
82,600
-9,700
| -11% | -$428K |
|
1012
Charter Communications
CHTR
$16.7B
| $4.03M | 0.01% |
11,986
-50,015
| -81% | -$17M |
|
1013
Paychex
PAYX
$42.3B
| $4.02M | 0.01% |
59,107
-70,978
| -55% | -$4.66M |
|
|
AGN
1014
CALL
DELISTED
Allergan plc
AGN
| $4.01M | 0.01% |
24,500
-55,300
| -69% | -$9.92M |
|
1015
WisdomTree Managed Futures Strategy Fund
WTMF
$242M
| $4M | 0.01% |
99,952
+44,312
| +80% | +$1.74M |
|
1016
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$98.8M
| $3.99M | 0.01% |
+78,098
| New | +$3.98M |
|
1017
First Trust Senior Loan Fund ETF
FTSL
$2.32B
| $3.98M | 0.01% |
82,885
-129,274
| -61% | -$6.23M |
|
1018
PUT
Target
TGT
$65.5B
| $3.97M | 0.01% |
60,800
-30,100
| -33% | -$1.82M |
|
1019
CALL
ProShares Ultra Dow30
DDM
$548M
| $3.96M | 0.01% |
+180,000
| New | +$3.63M |
|
1020
CALL
Bath & Body Works
BBWI
$4.13B
| $3.96M | 0.01% |
81,395
+59,871
| +278% | +$2.42M |
|
1021
Mattel
MAT
$4.49B
| $3.96M | 0.01% |
257,551
+137,776
| +115% | +$2.18M |
|
1022
Eli Lilly
LLY
$1.09T
| $3.96M | 0.01% |
46,874
+20,974
| +81% | +$1.78M |
|
1023
Marriott International
MAR
$101B
| $3.96M | 0.01% |
29,136
+22,826
| +362% | +$2.8M |
|
1024
BHP
BHP
$213B
| $3.95M | 0.01% |
96,261
+88,420
| +1,128% | +$3.33M |
|
|
FXCH
1025
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
| $3.94M | 0.01% |
52,627
-702
| -1% | -$52.3K |
|
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.