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 | |
|---|---|---|---|---|---|---|
351
CALL
Gilead Sciences
GILD
$162B
| $15.5M | 0.05% |
191,200
-92,100
| -33% | -$7.04M |
|
352
PUT
ProShares Ultra QQQ
QLD
$12.5B
| $15.5M | 0.05% |
1,926,400
+652,800
| +51% | +$5.09M |
|
353
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$109M
| $15.4M | 0.05% |
555,373
+501,192
| +925% | +$13.7M |
|
354
Valero Energy
VLO
$90.5B
| $15.4M | 0.05% |
200,047
+133,345
| +200% | +$9.18M |
|
355
CALL
CME Group
CME
$92.3B
| $15.4M | 0.05% |
113,400
+92,000
| +430% | +$11.6M |
|
356
Novartis
NVS
$297B
| $15.4M | 0.05% |
199,785
+66,637
| +50% | +$5.03M |
|
357
CALL
Coca-Cola
KO
$362B
| $15.3M | 0.05% |
339,900
+89,700
| +36% | +$4.08M |
|
358
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $15.2M | 0.05% |
369,600
-172,000
| -32% | -$6.86M |
|
|
KITE
359
DELISTED
Kite Pharma, Inc.
KITE
| $15.2M | 0.05% |
84,746
+12,400
| +17% | +$1.73M |
|
360
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$767M
| $15.2M | 0.05% |
537,044
-546,077
| -50% | -$15.1M |
|
|
JWN
361
DELISTED
Nordstrom
JWN
| $15.2M | 0.05% |
321,927
+224,720
| +231% | +$10.4M |
|
362
Regeneron Pharmaceuticals
REGN
$69.9B
| $15.1M | 0.05% |
33,831
-107
| -0.3% | -$50.9K |
|
363
iShares Short Maturity Bond ETF
NEAR
$4.82B
| $15.1M | 0.05% |
+300,165
| New | +$15.1M |
|
364
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.84B
| $15.1M | 0.05% |
341,072
+140,030
| +70% | +$6.02M |
|
365
Harley-Davidson
HOG
$2.61B
| $15M | 0.05% |
310,433
+258,248
| +495% | +$12.6M |
|
366
PUT
Thor Industries
THO
$3.98B
| $14.9M | 0.05% |
118,500
+115,800
| +4,289% | +$12.5M |
|
367
PUT
TJX Companies
TJX
$173B
| $14.9M | 0.05% |
404,400
+21,400
| +6% | +$762K |
|
368
PUT
Group 1 Automotive
GPI
$4.01B
| $14.9M | 0.05% |
+205,300
| New | +$12.6M |
|
369
PUT
RTX Corp
RTX
$294B
| $14.9M | 0.05% |
203,392
+200,691
| +7,430% | +$14.8M |
|
370
CALL
Spectrum Brands
SPB
$2.04B
| $14.8M | 0.05% |
+139,800
| New | +$15.7M |
|
371
Adobe
ADBE
$94.5B
| $14.8M | 0.05% |
99,211
+55,180
| +125% | +$8.23M |
|
372
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.43B
| $14.7M | 0.05% |
262,900
+207,900
| +378% | +$10.7M |
|
373
Goldman Sachs Access Investment Grade Corporate Bond ETF
GIGB
$969M
| $14.7M | 0.05% |
292,812
+47,374
| +19% | +$2.37M |
|
374
Invesco Senior Loan ETF
BKLN
$6.97B
| $14.7M | 0.05% |
+634,359
| New | +$14.7M |
|
375
CALL
Centene
CNC
$31.6B
| $14.7M | 0.05% |
303,600
+283,600
| +1,418% | +$12.2M |
|
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.