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 | |
|---|---|---|---|---|---|---|
301
PUT
B&G Foods
BGS
$292M
| $19.8M | 0.06% |
+562,000
| New | +$19.2M |
|
302
CALL
Visa
V
$692B
| $19.7M | 0.06% |
173,200
+143,800
| +489% | +$15.9M |
|
303
CALL
VanEck Oil Services ETF
OIH
$2.07B
| $19.7M | 0.06% |
37,885
-38,405
| -50% | -$19.1M |
|
304
CALL
Intuitive Surgical
ISRG
$128B
| $19.7M | 0.06% |
162,000
+156,600
| +2,900% | +$19.6M |
|
305
PUT
Dollar General
DG
$27.4B
| $19.6M | 0.06% |
210,800
+146,500
| +228% | +$12.6M |
|
306
Dycom Industries
DY
$12.5B
| $19.6M | 0.06% |
175,953
+89,916
| +105% | +$8.68M |
|
307
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $19.2M | 0.06% |
103,007
+63,703
| +162% | +$11.6M |
|
308
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.55B
| $19.1M | 0.05% |
+377,927
| New | +$19.4M |
|
|
FM
309
DELISTED
iShares Frontier and Select EM ETF
FM
| $18.9M | 0.05% |
+569,897
| New | +$18.4M |
|
310
CALL
Kimberly-Clark
KMB
$37B
| $18.7M | 0.05% |
154,900
+149,100
| +2,571% | +$17.4M |
|
311
PUT
First Solar
FSLR
$21.7B
| $18.7M | 0.05% |
276,400
-245,000
| -47% | -$14.4M |
|
|
TLRD
312
CALL
DELISTED
Tailored Brands, Inc.
TLRD
| $18.6M | 0.05% |
852,700
+402,700
| +89% | +$6.76M |
|
313
PUT
VF Corp
VFC
$6.71B
| $18.5M | 0.05% |
266,137
+259,871
| +4,147% | +$17.2M |
|
314
PUT
AutoZone
AZO
$50.4B
| $18.4M | 0.05% |
25,800
-43,900
| -63% | -$28.1M |
|
315
PUT
Best Buy
BBY
$18.8B
| $18.3M | 0.05% |
267,200
+176,100
| +193% | +$10.4M |
|
316
Domino's
DPZ
$11.4B
| $18.2M | 0.05% |
96,126
+89,401
| +1,329% | +$16.6M |
|
|
317
CALL
Dollar General
DG
$27.4B
| $17.9M | 0.05% |
192,500
+174,600
| +975% | +$15M |
|
318
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $17.8M | 0.05% |
361,200
+309,000
| +592% | +$14.5M |
|
319
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
| $17.8M | 0.05% |
949,000
+820,100
| +636% | +$15.5M |
|
320
iShares MSCI ACWI ETF
ACWI
$32.4B
| $17.8M | 0.05% |
+246,322
| New | +$17.4M |
|
321
Schwab Emerging Markets Equity ETF
SCHE
$12.4B
| $17.7M | 0.05% |
633,286
+465,524
| +277% | +$12.8M |
|
322
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $17.7M | 0.05% |
118,725
-236,075
| -67% | -$32.9M |
|
323
PUT
United States Natural Gas Fund
UNG
$460M
| $17.4M | 0.05% |
186,894
+127,031
| +212% | +$12.3M |
|
|
324
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $17.4M | 0.05% |
353,000
+204,800
| +138% | +$9.64M |
|
325
CALL
SLB Ltd
SLB
$77.2B
| $17.4M | 0.05% |
257,800
-51,900
| -17% | -$3.36M |
|
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.