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 | |
|---|---|---|---|---|---|---|
326
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.6B
| $16.2M | 0.05% |
339,465
+330,545
| +3,706% | +$15.8M |
|
327
CALL
HCA Healthcare
HCA
$86.4B
| $16.2M | 0.05% |
203,800
+400
| +0.2% | +$32.2K |
|
328
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
| $16.2M | 0.05% |
+146,832
| New | +$16.2M |
|
329
Gold Fields
GFI
$29.4B
| $16.1M | 0.05% |
+3,739,373
| New | +$15.3M |
|
330
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
| $16M | 0.05% |
318,122
-2,259
| -0.7% | -$113K |
|
331
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $16M | 0.05% |
195,900
-17,100
| -8% | -$1.37M |
|
332
CALL
Ulta Beauty
ULTA
$20.7B
| $16M | 0.05% |
70,800
+22,700
| +47% | +$5.46M |
|
333
CALL
ProShares Ultra QQQ
QLD
$12.5B
| $16M | 0.05% |
1,991,200
+948,000
| +91% | +$7.39M |
|
334
PUT
Micron Technology
MU
$1.02T
| $16M | 0.05% |
406,000
-351,800
| -46% | -$11.1M |
|
335
Honeywell
HON
$77.9B
| $16M | 0.05% |
124,580
+115,402
| +1,257% | +$14.3M |
|
336
Electronic Arts
EA
$52.4B
| $15.9M | 0.05% |
135,032
+19,570
| +17% | +$2.27M |
|
337
Visa
V
$689B
| $15.9M | 0.05% |
150,953
-33,760
| -18% | -$3.42M |
|
338
CALL
United Rentals
URI
$70.2B
| $15.9M | 0.05% |
114,400
-2,100
| -2% | -$251K |
|
339
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $15.8M | 0.05% |
596,400
+496,200
| +495% | +$13.3M |
|
340
PUT
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$18.7B
| $15.8M | 0.05% |
2,052,000
+1,068,000
| +109% | +$6.9M |
|
341
Sanofi
SNY
$105B
| $15.7M | 0.05% |
315,734
+50,935
| +19% | +$2.46M |
|
342
iShares Core MSCI International Developed Markets ETF
IDEV
$31.3B
| $15.7M | 0.05% |
278,866
+274,805
| +6,767% | +$15.1M |
|
343
CALL
EQT Corp
EQT
$32.5B
| $15.7M | 0.05% |
441,799
+422,878
| +2,235% | +$14.4M |
|
344
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $15.7M | 0.05% |
+70,000
| New | +$15.3M |
|
345
American Express
AXP
$229B
| $15.7M | 0.05% |
173,065
+126,685
| +273% | +$10.9M |
|
346
CALL
ProShares UltraPro Short S&P 500
SPXU
$419M
| $15.6M | 0.05% |
2,835
+1,424
| +101% | +$8.41M |
|
347
CALL
Microsoft
MSFT
$2.89T
| $15.6M | 0.05% |
209,700
-94,000
| -31% | -$6.87M |
|
|
348
PUT
Microsoft
MSFT
$2.89T
| $15.6M | 0.05% |
209,600
+20,900
| +11% | +$1.53M |
|
349
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $15.6M | 0.05% |
219,044
+47,944
| +28% | +$3.3M |
|
350
PUT
Lockheed Martin
LMT
$134B
| $15.5M | 0.05% |
50,100
+34,100
| +213% | +$10.2M |
|
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.