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
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$1.89B |
| 2 |
Tesla
TSLA
|
+$788M |
| 3 |
Broadcom
AVGO
|
+$772M |
| 4 |
Amazon
AMZN
|
+$768M |
| 5 |
Workday
WDAY
|
+$649M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.5B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$898M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$565M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$441M |
| 5 |
Palo Alto Networks
PANW
|
+$429M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 4.36% |
| 2 | Consumer Discretionary | 2.24% |
| 3 | Healthcare | 1.2% |
| 4 | Financials | 1.17% |
| 5 | Communication Services | 1.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
CALL
Pfizer
PFE
$145B
| $105M | 0.03% |
3,654,100
+431,500
| +13% | +$13M |
|
377
CALL
Applied Materials
AMAT
$434B
| $105M | 0.03% |
649,100
-418,500
| -39% | -$61.5M |
|
378
CALL
Marathon Petroleum
MPC
$91.3B
| $105M | 0.03% |
708,700
-187,300
| -21% | -$27.8M |
|
379
Johnson & Johnson
JNJ
$614B
| $103M | 0.03% |
659,325
-950,538
| -59% | -$146M |
|
380
NextEra Energy
NEE
$182B
| $102M | 0.03% |
1,685,175
+309,651
| +23% | +$17.6M |
|
381
CALL
Blackstone
BX
$110B
| $102M | 0.03% |
781,100
-152,500
| -16% | -$16.5M |
|
382
PUT
UnitedHealth
UNH
$370B
| $102M | 0.03% |
193,600
-30,700
| -14% | -$16.4M |
|
383
PUT
Affirm
AFRM
$26.2B
| $101M | 0.03% |
2,057,900
+159,100
| +8% | +$4.6M |
|
384
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
| $101M | 0.03% |
199,200
+60,700
| +44% | +$28.2M |
|
385
PUT
Delta Air Lines
DAL
$61B
| $101M | 0.03% |
2,510,800
+640,500
| +34% | +$23.2M |
|
386
PUT
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
| $101M | 0.03% |
2,981,200
+2,059,500
| +223% | +$83.9M |
|
387
PUT
Vanguard Information Technology ETF
VGT
$147B
| $100M | 0.03% |
1,658,400
+1,372,800
| +481% | +$76.5M |
|
388
iShares MSCI ACWI ETF
ACWI
$33.4B
| $99.5M | 0.03% |
977,330
-2,040,428
| -68% | -$195M |
|
389
PUT
Vanguard Morningstar Mega Cap Growth ETF
MGK
$34B
| $99.2M | 0.03% |
+1,910,500
| New | +$92.7M |
|
390
CALL
Vertiv
VRT
$104B
| $98.9M | 0.03% |
2,059,500
+974,800
| +90% | +$41.5M |
|
391
CALL
Wells Fargo
WFC
$267B
| $98.6M | 0.03% |
2,002,600
+883,700
| +79% | +$38.1M |
|
392
Builders FirstSource
BLDR
$8.11B
| $98.3M | 0.03% |
588,881
+140,108
| +31% | +$18.6M |
|
393
PUT
Halliburton
HAL
$27B
| $97.4M | 0.03% |
2,693,600
+362,600
| +16% | +$13.9M |
|
394
PUT
Starbucks
SBUX
$120B
| $97.1M | 0.03% |
1,011,300
+69,100
| +7% | +$6.73M |
|
395
CALL
Linde
LIN
$223B
| $97.1M | 0.03% |
236,300
+203,100
| +612% | +$80.1M |
|
396
Citigroup
C
$230B
| $96.7M | 0.03% |
1,878,932
-718,290
| -28% | -$31.8M |
|
397
ProShares UltraShort Bloomberg Natural Gas
KOLD
$102M
| $96M | 0.03% |
1,991,200
+1,306,570
| +191% | +$45.7M |
|
398
Vanguard Short-Term Tax-Exempt Bond ETF
VTES
$2.08B
| $95.9M | 0.03% |
946,027
+690,876
| +271% | +$68.9M |
|
399
ProShares UltraPro QQQ
TQQQ
$38B
| $95.7M | 0.02% |
3,775,894
+3,282,974
| +666% | +$68.1M |
|
400
PUT
Take-Two Interactive
TTWO
$44.9B
| $95.6M | 0.02% |
594,100
+231,100
| +64% | +$34.5M |
|
Similar funds
Jane Street's Q4 2023 Portfolio in Review
As of Q4 2023, Jane Street held 10,187 positions worth $384B, up 24% from $309B the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Jane Street deployed $33.7B of net new capital in Q4 2023, opening 1,659 new positions and adding to 4,053 existing holdings. Its largest new stake was Schwab Fundamental International Large Company Index ETF: 10,652,718 shares worth $359M.
By sector, the portfolio is most concentrated in Technology at 4.4% of assets, up from 2.6% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $6.5B trimmed.
- Jane Street's largest Q4 2023 buy was Schwab Fundamental International Large Company Index ETF: 10,652,718 shares worth $359M.
- Jane Street added most to Microsoft in Q4 2023, an estimated $1.89B increase.
- Jane Street's biggest Q4 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $6.5B.
- Jane Street fully exited JPMorgan USD Emerging Markets Sovereign Bond ETF in Q4 2023, selling an estimated $121M.
- Jane Street's ten largest holdings make up 38% of its $384B portfolio in Q4 2023.
- Jane Street opened 1,659 new positions and closed 1,080 in Q4 2023.
- Jane Street's portfolio value rose 24% quarter-over-quarter to $384B.
Based on Jane Street's 13F filing for Q4 2023, filed 15 Feb 2024.