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 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$244M |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$183M |
| 3 |
GE Aerospace
GE
|
+$145M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$132M |
| 5 |
Intel
INTC
|
+$120M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$267M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$231M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$168M |
| 4 |
Rio Tinto
RIO
|
+$149M |
| 5 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$132M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.74% |
| 2 | Technology | 3.17% |
| 3 | Consumer Discretionary | 3.01% |
| 4 | Industrials | 2.46% |
| 5 | Consumer Staples | 2.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
General Dynamics
GD
$105B
| $24.1M | 0.08% |
117,317
+111,185
| +1,813% | +$22.3M |
|
227
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.48B
| $24M | 0.08% |
629,000
+147,200
| +31% | +$5.3M |
|
228
CALL
Costco
COST
$421B
| $24M | 0.08% |
146,000
-922,800
| -86% | -$145M |
|
229
PUT
First Solar
FSLR
$21.7B
| $23.9M | 0.08% |
521,400
-3,000
| -0.6% | -$139K |
|
230
PUT
Equifax
EFX
$21B
| $23.9M | 0.08% |
+225,500
| New | +$29.8M |
|
231
Palo Alto Networks
PANW
$266B
| $23.7M | 0.08% |
988,074
+691,074
| +233% | +$15.7M |
|
232
PUT
Automatic Data Processing
ADP
$102B
| $23.6M | 0.08% |
216,000
+200,600
| +1,303% | +$21.5M |
|
233
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $23.4M | 0.08% |
656,300
-158,000
| -19% | -$5.57M |
|
234
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $23.3M | 0.08% |
285,600
+146,300
| +105% | +$11.7M |
|
235
Chevron
CVX
$382B
| $23M | 0.07% |
195,969
+161,455
| +468% | +$17.6M |
|
236
PUT
Intuitive Surgical
ISRG
$128B
| $23M | 0.07% |
198,000
+111,600
| +129% | +$12.2M |
|
237
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $23M | 0.07% |
913,600
-261,200
| -22% | -$6.79M |
|
238
KraneShares CSI China Internet ETF
KWEB
$5.33B
| $22.9M | 0.07% |
+402,802
| New | +$22M |
|
239
CALL
Oracle
ORCL
$344B
| $22.9M | 0.07% |
473,600
+130,500
| +38% | +$6.49M |
|
|
SHPG
240
PUT
DELISTED
Shire pic
SHPG
| $22.8M | 0.07% |
149,000
+106,500
| +251% | +$16.7M |
|
241
PUT
FedEx
FDX
$73.7B
| $22.8M | 0.07% |
101,100
-16,300
| -14% | -$3.47M |
|
242
United Parcel Service
UPS
$96B
| $22.7M | 0.07% |
189,141
+177,295
| +1,497% | +$20.2M |
|
243
PUT
Signet Jewelers
SIG
$3.75B
| $22.7M | 0.07% |
340,500
-20,500
| -6% | -$1.26M |
|
|
UN
244
DELISTED
Unilever NV New York Registry Shares
UN
| $22.7M | 0.07% |
383,804
-751,927
| -66% | -$43.9M |
|
245
Charter Communications
CHTR
$15.3B
| $22.5M | 0.07% |
62,001
+46,991
| +313% | +$17.5M |
|
246
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
| $22.3M | 0.07% |
194,182
-113,203
| -37% | -$12.7M |
|
247
PUT
Starbucks
SBUX
$119B
| $22.3M | 0.07% |
414,700
+320,900
| +342% | +$17.8M |
|
248
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $22.2M | 0.07% |
421,492
+65,410
| +18% | +$3.45M |
|
249
Wynn Resorts
WYNN
$10.4B
| $22.2M | 0.07% |
149,035
+10,775
| +8% | +$1.47M |
|
250
CALL
AutoZone
AZO
$50B
| $22.1M | 0.07% |
37,200
+21,900
| +143% | +$11.7M |
|
Similar funds
Jane Street's Q3 2017 Portfolio in Review
As of Q3 2017, Jane Street held 5,548 positions worth $30.9B, up 8.4% from $28.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $1.07B of net new capital in Q3 2017, opening 1,284 new positions and adding to 1,608 existing holdings. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 5,628,764 shares worth $245M.
By sector, the portfolio is most concentrated in Communication Services at 3.7% of assets, up from 2.8% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $267M trimmed.
- Jane Street's largest Q3 2017 buy was Vanguard FTSE Emerging Markets ETF: 5,628,764 shares worth $245M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q3 2017, an estimated $183M increase.
- Jane Street's biggest Q3 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $267M.
- Jane Street fully exited Vanguard Total World Stock ETF in Q3 2017, selling an estimated $50.3M.
- Jane Street's ten largest holdings make up 14% of its $30.9B portfolio in Q3 2017.
- Jane Street opened 1,284 new positions and closed 1,178 in Q3 2017.
- Jane Street's portfolio value rose 8.4% quarter-over-quarter to $30.9B.
Based on Jane Street's 13F filing for Q3 2017, filed 14 Nov 2017.