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 | |
|---|---|---|---|---|---|---|
1476
Darden Restaurants
DRI
$24.3B
| $2.26M | 0.01% |
23,556
-31,895
| -58% | -$2.69M |
|
1477
Antero Resources
AR
$10.9B
| $2.26M | 0.01% |
118,925
+106,128
| +829% | +$2.04M |
|
1478
ArcelorMittal
MT
$49.5B
| $2.26M | 0.01% |
69,871
-197,833
| -74% | -$5.86M |
|
1479
Helmerich & Payne
HP
$3.34B
| $2.25M | 0.01% |
34,872
-59,152
| -63% | -$3.32M |
|
1480
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.7B
| $2.25M | 0.01% |
59,000
-79,048
| -57% | -$2.94M |
|
|
FISV
1481
Fiserv Inc
FISV
$29.7B
| $2.25M | 0.01% |
+34,250
| New | +$2.21M |
|
1482
Roku
ROKU
$21.6B
| $2.25M | 0.01% |
43,350
-99,229
| -70% | -$3.42M |
|
|
BLUE
1483
CALL
DELISTED
bluebird bio
BLUE
| $2.24M | 0.01% |
973
-2,709
| -74% | -$5.5M |
|
1484
PUT
Expedia Group
EXPE
$36.5B
| $2.24M | 0.01% |
18,700
-25,300
| -58% | -$3.28M |
|
|
KSU
1485
DELISTED
Kansas City Southern
KSU
| $2.24M | 0.01% |
21,288
+8,065
| +61% | +$860K |
|
1486
CALL
Five Below
FIVE
$11.6B
| $2.23M | 0.01% |
33,700
+16,100
| +91% | +$967K |
|
1487
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $2.23M | 0.01% |
21,153
-280,837
| -93% | -$29.8M |
|
1488
Marvell Technology
MRVL
$147B
| $2.22M | 0.01% |
+103,554
| New | +$2.11M |
|
1489
First Trust Emerging Markets Equity Select ETF
RNEM
$17M
| $2.22M | 0.01% |
+40,778
| New | +$2.17M |
|
1490
Masco
MAS
$14.6B
| $2.22M | 0.01% |
50,546
+20,707
| +69% | +$841K |
|
1491
PUT
CME Group
CME
$95.4B
| $2.22M | 0.01% |
15,200
+900
| +6% | +$128K |
|
1492
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $2.22M | 0.01% |
19,200
-500
| -3% | -$56.8K |
|
1493
Schwab US Large- Cap ETF
SCHX
$70.3B
| $2.21M | 0.01% |
208,344
-494,052
| -70% | -$5.12M |
|
1494
Crown Castle
CCI
$34.6B
| $2.21M | 0.01% |
19,943
-40,481
| -67% | -$4.37M |
|
1495
PUT
McKesson
MCK
$104B
| $2.21M | 0.01% |
14,200
-35,200
| -71% | -$5.21M |
|
1496
FlexShares Ultra-Short Income Fund
RAVI
$1.48B
| $2.21M | 0.01% |
29,336
+8,162
| +39% | +$616K |
|
1497
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
| $2.21M | 0.01% |
+28,800
| New | +$2.17M |
|
|
IBDB
1498
DELISTED
iShares iBonds Mar 2018 Term Corporate ETF
IBDB
| $2.21M | 0.01% |
86,298
+69,221
| +405% | +$1.77M |
|
1499
iShares California Muni Bond ETF
CMF
$4.55B
| $2.2M | 0.01% |
37,241
-71,635
| -66% | -$4.24M |
|
1500
iShares Morningstar Small-Cap Value ETF
ISCV
$695M
| $2.2M | 0.01% |
+43,389
| New | +$2.14M |
|
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.