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 | |
|---|---|---|---|---|---|---|
651
PUT
Public Storage
PSA
$62.1B
| $7.32M | 0.02% |
+35,000
| New | +$7.4M |
|
652
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.32B
| $7.31M | 0.02% |
100,216
-296,899
| -75% | -$21.4M |
|
653
Gold Fields
GFI
$29.2B
| $7.31M | 0.02% |
1,700,881
-2,038,492
| -55% | -$8.22M |
|
654
Global X Lithium & Battery Tech ETF
LIT
$1.46B
| $7.3M | 0.02% |
188,332
+151,512
| +411% | +$5.96M |
|
655
PUT
ProShares UltraPro Short Russell2000
SRTY
$78.6M
| $7.26M | 0.02% |
2,245
+75
| +3% | +$258K |
|
|
MOMO
656
PUT
Hello Group
MOMO
$869M
| $7.26M | 0.02% |
296,500
+159,800
| +117% | +$4.61M |
|
657
Parker-Hannifin
PH
$124B
| $7.25M | 0.02% |
36,352
+15,622
| +75% | +$2.9M |
|
658
Dell
DELL
$249B
| $7.25M | 0.02% |
+317,898
| New | +$7.2M |
|
659
NRG Energy
NRG
$27B
| $7.22M | 0.02% |
253,391
+228,051
| +900% | +$6.21M |
|
660
PUT
Charter Communications
CHTR
$16.6B
| $7.19M | 0.02% |
21,400
-171,600
| -89% | -$58.3M |
|
661
Marathon Petroleum
MPC
$90B
| $7.19M | 0.02% |
108,929
-213,770
| -66% | -$13.1M |
|
662
Range Resources
RRC
$8.93B
| $7.18M | 0.02% |
420,752
+386,165
| +1,117% | +$6.95M |
|
663
CALL
Applied Materials
AMAT
$377B
| $7.17M | 0.02% |
140,200
-114,400
| -45% | -$6.2M |
|
664
American Tower
AMT
$80.6B
| $7.15M | 0.02% |
50,147
-37,421
| -43% | -$5.34M |
|
665
PUT
iShares MSCI ACWI ETF
ACWI
$32.4B
| $7.14M | 0.02% |
99,000
-43,800
| -31% | -$3.1M |
|
|
TWTR
666
PUT
DELISTED
Twitter, Inc.
TWTR
| $7.12M | 0.02% |
296,700
+240,900
| +432% | +$4.95M |
|
|
AMJ
667
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $7.12M | 0.02% |
259,300
-80,600
| -24% | -$2.19M |
|
|
GMS
668
DELISTED
GMS Inc
GMS
| $7.11M | 0.02% |
188,839
+181,900
| +2,621% | +$6.49M |
|
|
CN
669
DELISTED
Xtrackers MSCI All China Equity ETF
CN
| $7.1M | 0.02% |
+190,189
| New | +$7.07M |
|
|
EDBI
670
DELISTED
Legg Mason ETF Investment Trust Legg Mason Emerging Markets Diversified Core ETF
EDBI
| $7.09M | 0.02% |
214,781
-67,484
| -24% | -$2.21M |
|
671
Procter & Gamble
PG
$352B
| $7.09M | 0.02% |
77,206
-748,943
| -91% | -$67.4M |
|
672
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16B
| $7.09M | 0.02% |
771,660
+709,530
| +1,142% | +$6.73M |
|
673
PUT
EOG Resources
EOG
$74.8B
| $7.09M | 0.02% |
65,700
+1,500
| +2% | +$151K |
|
674
Altria Group
MO
$125B
| $7.08M | 0.02% |
99,095
+50,358
| +103% | +$3.37M |
|
675
PUT
Goodyear
GT
$2.1B
| $7.03M | 0.02% |
217,700
-1,600
| -0.7% | -$50.8K |
|
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.