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 | |
|---|---|---|---|---|---|---|
476
Invesco DB Agriculture Fund
DBA
$1.24B
| $11M | 0.03% |
588,775
+318,031
| +117% | +$6.03M |
|
|
BBBY
477
CALL
Bed Bath & Beyond
BBBY
$493M
| $11M | 0.03% |
229,997
+217,619
| +1,758% | +$7.86M |
|
|
FINL
478
CALL
DELISTED
Finish Line
FINL
| $11M | 0.03% |
757,200
+561,800
| +288% | +$6.05M |
|
479
Arista Networks
ANET
$212B
| $11M | 0.03% |
746,960
+713,312
| +2,120% | +$9.54M |
|
|
VMW
480
DELISTED
VMware, Inc
VMW
| $10.9M | 0.03% |
87,229
+74,590
| +590% | +$8.95M |
|
|
GOLD
481
DELISTED
Randgold Resources Ltd
GOLD
| $10.9M | 0.03% |
110,546
+99,754
| +924% | +$9.48M |
|
482
PayPal
PYPL
$51.8B
| $10.9M | 0.03% |
148,378
-62,400
| -30% | -$4.51M |
|
483
iShares Core MSCI International Developed Markets ETF
IDEV
$31.3B
| $10.9M | 0.03% |
185,552
-93,314
| -33% | -$5.35M |
|
484
Delta Air Lines
DAL
$58.4B
| $10.8M | 0.03% |
193,154
-179,433
| -48% | -$9.37M |
|
485
CALL
Gilead Sciences
GILD
$167B
| $10.8M | 0.03% |
150,500
-40,700
| -21% | -$3.09M |
|
486
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
| $10.7M | 0.03% |
142,000
-160,900
| -53% | -$11.7M |
|
|
ESRX
487
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $10.7M | 0.03% |
143,900
+128,000
| +805% | +$8.19M |
|
488
PUT
Synchrony
SYF
$25B
| $10.7M | 0.03% |
278,000
+255,900
| +1,158% | +$8.76M |
|
|
AGN
489
DELISTED
Allergan plc
AGN
| $10.6M | 0.03% |
64,708
-36,247
| -36% | -$6.5M |
|
490
iShares MSCI Australia ETF
EWA
$1.39B
| $10.6M | 0.03% |
456,300
+169,900
| +59% | +$3.88M |
|
|
WLL
491
DELISTED
Whiting Petroleum Corporation
WLL
| $10.6M | 0.03% |
+5,318
| New | +$9.33M |
|
492
PUT
PG&E
PCG
$39.5B
| $10.6M | 0.03% |
+235,500
| New | +$13.2M |
|
493
CALL
Nike
NKE
$63.9B
| $10.5M | 0.03% |
168,600
+100,300
| +147% | +$5.77M |
|
494
Lockheed Martin
LMT
$134B
| $10.5M | 0.03% |
32,759
-35,061
| -52% | -$11.1M |
|
|
TWX
495
DELISTED
Time Warner Inc
TWX
| $10.5M | 0.03% |
114,897
+3,079
| +3% | +$291K |
|
496
AB InBev
BUD
$161B
| $10.5M | 0.03% |
93,841
-25,265
| -21% | -$2.97M |
|
497
Sysco
SYY
$40.7B
| $10.4M | 0.03% |
171,853
+60,608
| +54% | +$3.43M |
|
498
CALL
Alerian MLP ETF
AMLP
$12.8B
| $10.4M | 0.03% |
192,760
+160,900
| +505% | +$8.61M |
|
|
SPLK
499
DELISTED
Splunk Inc
SPLK
| $10.4M | 0.03% |
125,246
+107,587
| +609% | +$7.89M |
|
500
United States Natural Gas Fund
UNG
$448M
| $10.4M | 0.03% |
111,065
+83,177
| +298% | +$8.04M |
|
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.