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 | |
|---|---|---|---|---|---|---|
626
Franklin FTSE Japan ETF
FLJP
$3.87B
| $7.65M | 0.02% |
+288,105
| New | +$7.55M |
|
627
PUT
Shopify
SHOP
$170B
| $7.65M | 0.02% |
757,000
-83,000
| -10% | -$850K |
|
628
SS&C Technologies
SSNC
$18.8B
| $7.64M | 0.02% |
+188,719
| New | +$7.69M |
|
629
Ross Stores
ROST
$80.2B
| $7.62M | 0.02% |
+94,905
| New | +$6.64M |
|
630
WisdomTree US Total Dividend Fund
DTD
$1.66B
| $7.62M | 0.02% |
163,824
+84,484
| +106% | +$3.82M |
|
631
PUT
PepsiCo
PEP
$198B
| $7.62M | 0.02% |
63,500
+7,500
| +13% | +$856K |
|
632
Schwab US Large-Cap Growth ETF
SCHG
$58.7B
| $7.61M | 0.02% |
861,104
-144,288
| -14% | -$1.24M |
|
633
Biogen
BIIB
$29.9B
| $7.61M | 0.02% |
23,877
-445
| -2% | -$143K |
|
|
UWT
634
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $7.6M | 0.02% |
310,099
-76,152
| -20% | -$1.5M |
|
635
Vanguard FTSE Pacific ETF
VPL
$7.89B
| $7.59M | 0.02% |
+104,066
| New | +$7.43M |
|
636
iShares S&P GSCI Commodity-Indexed Trust
GSG
$979M
| $7.57M | 0.02% |
464,811
+441,008
| +1,853% | +$6.83M |
|
637
PUT
Roku
ROKU
$21.4B
| $7.55M | 0.02% |
+145,900
| New | +$5.03M |
|
638
CALL
Jack in the Box
JACK
$310M
| $7.54M | 0.02% |
+76,900
| New | +$7.82M |
|
639
CALL
PNC Financial Services
PNC
$99.9B
| $7.53M | 0.02% |
52,200
-11,800
| -18% | -$1.63M |
|
640
Verizon
VZ
$203B
| $7.53M | 0.02% |
142,197
+30,616
| +27% | +$1.51M |
|
641
PUT
Enbridge
ENB
$122B
| $7.53M | 0.02% |
+192,400
| New | +$7.4M |
|
642
PUT
Vanguard Total Stock Market ETF
VTI
$654B
| $7.51M | 0.02% |
54,700
-57,700
| -51% | -$7.72M |
|
643
iShares China Large-Cap ETF
FXI
$4.27B
| $7.5M | 0.02% |
162,534
-904,521
| -85% | -$41.8M |
|
|
AMJ
644
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $7.5M | 0.02% |
273,000
-462,100
| -63% | -$12.5M |
|
645
PUT
Illumina
ILMN
$28.5B
| $7.47M | 0.02% |
35,158
+4,215
| +14% | +$867K |
|
646
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $7.46M | 0.02% |
152,391
-180,139
| -54% | -$8.81M |
|
647
iShares US Healthcare ETF
IYH
$3.47B
| $7.45M | 0.02% |
213,645
+143,970
| +207% | +$5M |
|
648
State Street SPDR S&P China ETF
GXC
$451M
| $7.37M | 0.02% |
68,752
-56,553
| -45% | -$6.04M |
|
649
CALL
Dave & Buster's
PLAY
$368M
| $7.37M | 0.02% |
+133,500
| New | +$6.81M |
|
650
CALL
Paychex
PAYX
$42.4B
| $7.36M | 0.02% |
108,100
-17,900
| -14% | -$1.17M |
|
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.