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 | |
|---|---|---|---|---|---|---|
|
OIL
76
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $81.6M | 0.23% |
12,471,493
+1,815,569
| +17% | +$10.7M |
|
77
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.58B
| $78.6M | 0.23% |
528,450
-326,325
| -38% | -$45.5M |
|
78
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $78.4M | 0.23% |
1,035,724
+816,680
| +373% | +$59.4M |
|
79
CALL
Autodesk
ADSK
$44.3B
| $77.9M | 0.22% |
743,200
+720,300
| +3,145% | +$84M |
|
80
CALL
Union Pacific
UNP
$183B
| $77M | 0.22% |
573,900
+539,300
| +1,559% | +$65M |
|
81
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.5B
| $76.4M | 0.22% |
1,620,400
-2,921,000
| -64% | -$135M |
|
|
UGAZ
82
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $76.3M | 0.22% |
104,942
+104,674
| +39,057% | +$92.4M |
|
83
CALL
Goldman Sachs
GS
$313B
| $75.6M | 0.22% |
296,700
-70,300
| -19% | -$17.2M |
|
84
PUT
iShares US Real Estate ETF
IYR
$4.59B
| $74.5M | 0.21% |
919,200
-156,100
| -15% | -$12.7M |
|
85
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $73.9M | 0.21% |
1,245,500
+1,043,800
| +518% | +$60.2M |
|
|
86
Union Pacific
UNP
$183B
| $71.8M | 0.21% |
535,213
+436,289
| +441% | +$52.6M |
|
87
CALL
Ulta Beauty
ULTA
$20.4B
| $71M | 0.2% |
317,600
+246,800
| +349% | +$52.2M |
|
88
PUT
Bank of America
BAC
$435B
| $69.2M | 0.2% |
2,342,700
+2,163,900
| +1,210% | +$59.6M |
|
89
Netflix
NFLX
$292B
| $69.2M | 0.2% |
3,602,500
+2,097,950
| +139% | +$40.4M |
|
90
Prudential
PUK
$36.5B
| $68.5M | 0.2% |
1,391,471
-108,178
| -7% | -$5.15M |
|
|
91
CALL
VanEck Gold Miners ETF
GDX
$23B
| $67.8M | 0.19% |
2,918,500
+764,600
| +35% | +$17.4M |
|
92
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.1B
| $67.4M | 0.19% |
2,414,700
+1,894,100
| +364% | +$51M |
|
93
CALL
ProShares UltraPro S&P 500
UPRO
$5.08B
| $64.9M | 0.19% |
2,778,600
+667,800
| +32% | +$14.3M |
|
|
CHAD
94
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $64.8M | 0.19% |
2,079,507
+669,197
| +47% | +$21.4M |
|
95
CALL
Home Depot
HD
$332B
| $63.1M | 0.18% |
333,000
-24,900
| -7% | -$4.3M |
|
96
PUT
3M
MMM
$89B
| $62.4M | 0.18% |
317,179
+310,242
| +4,472% | +$59.7M |
|
97
Dollar General
DG
$25.9B
| $62.4M | 0.18% |
670,759
+603,988
| +905% | +$51.9M |
|
98
Vanguard Total World Stock ETF
VT
$76.3B
| $60.9M | 0.17% |
+819,914
| New | +$59.6M |
|
99
CALL
Burlington
BURL
$22B
| $60.7M | 0.17% |
493,100
+488,100
| +9,762% | +$49.7M |
|
|
100
PUT
Union Pacific
UNP
$183B
| $60.6M | 0.17% |
451,900
+447,100
| +9,315% | +$53.9M |
|
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.