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 | |
|---|---|---|---|---|---|---|
501
CALL
W.W. Grainger
GWW
$66B
| $10.3M | 0.03% |
43,500
-311,100
| -88% | -$64.3M |
|
502
PUT
Etsy
ETSY
$7.96B
| $10.3M | 0.03% |
+502,400
| New | +$8.86M |
|
503
Vanguard Information Technology ETF
VGT
$138B
| $10.2M | 0.03% |
+497,112
| New | +$10.1M |
|
504
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $10.2M | 0.03% |
366,268
-110,632
| -23% | -$2.95M |
|
505
Plains All American Pipeline
PAA
$17.1B
| $10.1M | 0.03% |
491,630
+459,504
| +1,430% | +$9.36M |
|
506
State Street SPDR S&P Retail ETF
XRT
$448M
| $10.1M | 0.03% |
224,528
+218,695
| +3,749% | +$9.19M |
|
507
PUT
General Mills
GIS
$19.5B
| $10.1M | 0.03% |
171,000
-54,100
| -24% | -$2.93M |
|
508
CALL
Palo Alto Networks
PANW
$259B
| $10.1M | 0.03% |
418,200
-63,600
| -13% | -$1.55M |
|
509
Amgen
AMGN
$203B
| $10.1M | 0.03% |
58,026
-71,521
| -55% | -$12.7M |
|
|
GOLD
510
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $10.1M | 0.03% |
+101,900
| New | +$9.68M |
|
511
CALL
Bausch Health
BHC
$1.67B
| $10.1M | 0.03% |
484,100
-146,300
| -23% | -$2.32M |
|
512
CALL
Macy's
M
$6.57B
| $9.95M | 0.03% |
395,100
+362,300
| +1,105% | +$7.95M |
|
513
Yum! Brands
YUM
$40.7B
| $9.95M | 0.03% |
121,949
+104,361
| +593% | +$8.26M |
|
514
CALL
ProShares UltraShort QQQ
QID
$288M
| $9.9M | 0.03% |
9,244
+8,628
| +1,401% | +$9.69M |
|
|
CELG
515
DELISTED
Celgene Corp
CELG
| $9.83M | 0.03% |
94,200
+55,690
| +145% | +$6.28M |
|
516
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.75B
| $9.82M | 0.03% |
377,898
-86,567
| -19% | -$2.22M |
|
|
HES
517
DELISTED
Hess
HES
| $9.79M | 0.03% |
206,310
-76,991
| -27% | -$3.47M |
|
|
RTN
518
PUT
DELISTED
Raytheon Company
RTN
| $9.79M | 0.03% |
52,100
+23,300
| +81% | +$4.35M |
|
519
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $9.75M | 0.03% |
519,700
+408,600
| +368% | +$7.75M |
|
520
America Movil
AMX
$77.1B
| $9.75M | 0.03% |
565,110
+539,341
| +2,093% | +$9.41M |
|
521
CVS Health
CVS
$137B
| $9.73M | 0.03% |
134,178
+17,737
| +15% | +$1.29M |
|
522
CALL
XPO
XPO
$24.4B
| $9.7M | 0.03% |
306,199
+161,051
| +111% | +$4.12M |
|
523
United Parcel Service
UPS
$96B
| $9.7M | 0.03% |
81,382
-107,759
| -57% | -$12.7M |
|
524
Signet Jewelers
SIG
$3.72B
| $9.69M | 0.03% |
171,404
+163,355
| +2,030% | +$9.98M |
|
525
Emerson Electric
EMR
$83.6B
| $9.68M | 0.03% |
138,943
+51,736
| +59% | +$3.35M |
|
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.