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 | |
|---|---|---|---|---|---|---|
426
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.47B
| $12.7M | 0.04% |
85,194
+79,770
| +1,471% | +$11.1M |
|
427
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $12.5M | 0.04% |
414,600
-167,800
| -29% | -$4.94M |
|
428
CALL
Cigna
CI
$77B
| $12.5M | 0.04% |
61,700
-14,800
| -19% | -$2.95M |
|
429
CALL
Nexstar Media Group
NXST
$5.67B
| $12.5M | 0.04% |
+160,000
| New | +$10.7M |
|
430
CALL
Coca-Cola
KO
$362B
| $12.5M | 0.04% |
272,200
-67,700
| -20% | -$3.11M |
|
431
Johnson & Johnson
JNJ
$641B
| $12.4M | 0.04% |
88,609
-22,746
| -20% | -$3.17M |
|
|
CTRA
432
PUT
DELISTED
Coterra Energy
CTRA
| $12.3M | 0.04% |
431,700
-351,600
| -45% | -$9.65M |
|
433
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
| $12.3M | 0.04% |
201,845
-253,458
| -56% | -$15.1M |
|
434
Mercado Libre
MELI
$92.3B
| $12.3M | 0.04% |
39,193
+34,476
| +731% | +$9.33M |
|
435
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $12.3M | 0.04% |
235,008
-186,484
| -44% | -$9.78M |
|
436
Broadcom
AVGO
$1.82T
| $12.3M | 0.04% |
477,900
-1,310,210
| -73% | -$34.1M |
|
437
Vanguard FTSE Europe ETF
VGK
$30.1B
| $12.2M | 0.04% |
+206,841
| New | +$12.1M |
|
438
Chipotle Mexican Grill
CMG
$42.6B
| $12.2M | 0.04% |
2,109,600
-1,110,550
| -34% | -$6.62M |
|
439
Advance Auto Parts
AAP
$3.48B
| $12.2M | 0.04% |
122,174
+87,300
| +250% | +$8.03M |
|
440
Southwest Airlines
LUV
$22.2B
| $12.1M | 0.03% |
185,486
+72,606
| +64% | +$4.27M |
|
441
Intuitive Surgical
ISRG
$128B
| $12.1M | 0.03% |
99,630
+61,371
| +160% | +$7.68M |
|
442
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $12M | 0.03% |
48,694
+45,001
| +1,219% | +$10.7M |
|
443
CALL
Freeport-McMoran
FCX
$90.2B
| $12M | 0.03% |
634,600
+443,500
| +232% | +$6.69M |
|
444
CALL
ProShares UltraShort S&P500
SDS
$424M
| $12M | 0.03% |
11,650
-17,229
| -60% | -$18.8M |
|
445
Autodesk
ADSK
$47.7B
| $11.9M | 0.03% |
113,978
+103,081
| +946% | +$12M |
|
446
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $11.9M | 0.03% |
292,700
-76,900
| -21% | -$3.17M |
|
447
iShares Russell Mid-Cap ETF
IWR
$56.1B
| $11.9M | 0.03% |
+227,948
| New | +$11.6M |
|
448
PUT
Macerich
MAC
$7.41B
| $11.8M | 0.03% |
+180,000
| New | +$11M |
|
449
Intuit
INTU
$83.1B
| $11.8M | 0.03% |
74,814
+52,951
| +242% | +$8.07M |
|
450
CALL
Sempra
SRE
$59.7B
| $11.8M | 0.03% |
220,000
-200
| -0.1% | -$11.6K |
|
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.