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 | |
|---|---|---|---|---|---|---|
|
ZIV
101
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
| $58.9M | 0.17% |
663,895
-72,687
| -10% | -$5.87M |
|
102
Constellation Brands
STZ
$22.2B
| $58.4M | 0.17% |
255,552
-101,564
| -28% | -$22M |
|
103
PUT
Deere & Co
DE
$170B
| $57.6M | 0.17% |
368,000
+266,200
| +261% | +$37.2M |
|
104
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $57.5M | 0.17% |
9,955,000
+2,485,000
| +33% | +$14.8M |
|
105
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $57.5M | 0.17% |
1,011,300
+674,300
| +200% | +$37.1M |
|
|
106
PUT
Constellation Brands
STZ
$22.2B
| $57.1M | 0.16% |
249,600
-745,400
| -75% | -$161M |
|
107
PUT
Parker-Hannifin
PH
$125B
| $56.6M | 0.16% |
283,800
-218,100
| -43% | -$40.5M |
|
108
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $56.5M | 0.16% |
1,563,600
-9,800
| -0.6% | -$337K |
|
109
Micron Technology
MU
$1.04T
| $56.3M | 0.16% |
1,369,037
-546,069
| -29% | -$23.5M |
|
110
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $55.8M | 0.16% |
948,700
-941,600
| -50% | -$54.1M |
|
111
CALL
JPMorgan Chase
JPM
$939B
| $55.4M | 0.16% |
518,500
+232,300
| +81% | +$23.5M |
|
112
CALL
Qualcomm
QCOM
$176B
| $54.7M | 0.16% |
854,200
+763,200
| +839% | +$46.3M |
|
113
National Grid
NGG
$82.7B
| $53.2M | 0.15% |
1,023,699
+886,341
| +645% | +$47.3M |
|
114
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $53.1M | 0.15% |
1,571,600
+915,300
| +139% | +$31.9M |
|
115
Chevron
CVX
$388B
| $53M | 0.15% |
423,200
+227,231
| +116% | +$26.9M |
|
116
Lam Research
LRCX
$382B
| $51.6M | 0.15% |
2,801,600
+2,446,690
| +689% | +$48.1M |
|
|
117
PUT
VanEck Gold Miners ETF
GDX
$23B
| $51.4M | 0.15% |
2,212,400
-286,500
| -11% | -$6.52M |
|
118
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.63B
| $50.9M | 0.15% |
765,288
+753,240
| +6,252% | +$49.2M |
|
119
CALL
IBM
IBM
$202B
| $50.9M | 0.15% |
346,749
+272,274
| +366% | +$39.6M |
|
|
AABA
120
PUT
DELISTED
Altaba Inc
AABA
| $50.6M | 0.15% |
724,200
+225,800
| +45% | +$15.7M |
|
121
PUT
Vanguard Real Estate ETF
VNQ
$39.9B
| $50.1M | 0.14% |
604,300
+356,200
| +144% | +$29.9M |
|
122
Alibaba
BABA
$269B
| $49.5M | 0.14% |
286,799
-198,592
| -41% | -$35.6M |
|
|
123
Qualcomm
QCOM
$176B
| $49.3M | 0.14% |
769,800
-390,156
| -34% | -$23.7M |
|
124
Goldman Sachs
GS
$313B
| $48.7M | 0.14% |
191,102
+16,043
| +9% | +$3.93M |
|
125
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $48.4M | 0.14% |
585,700
+300,100
| +105% | +$24.7M |
|
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.