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 | |
|---|---|---|---|---|---|---|
476
PUT
Biogen
BIIB
$29.5B
| $11.2M | 0.04% |
35,800
-74,700
| -68% | -$22.1M |
|
477
AutoZone
AZO
$50.2B
| $11.2M | 0.04% |
18,771
+13,408
| +250% | +$7.14M |
|
478
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.23B
| $11.1M | 0.04% |
+436,391
| New | +$11.2M |
|
479
NetEase
NTES
$79.2B
| $11.1M | 0.04% |
210,955
+161,455
| +326% | +$9.27M |
|
480
PUT
ExxonMobil
XOM
$642B
| $11.1M | 0.04% |
135,400
-31,200
| -19% | -$2.48M |
|
481
WisdomTree International SmallCap Dividend Fund
DLS
$1.05B
| $11.1M | 0.04% |
+149,906
| New | +$10.8M |
|
482
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $11M | 0.04% |
201,700
+195,900
| +3,378% | +$10.3M |
|
483
CALL
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$378M
| $11M | 0.04% |
12,292
+1,119
| +10% | +$1.05M |
|
484
PUT
Wynn Resorts
WYNN
$10.3B
| $10.9M | 0.04% |
73,400
+4,600
| +7% | +$627K |
|
485
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $10.8M | 0.04% |
303,000
+45,500
| +18% | +$1.58M |
|
486
DB Gold Double Long ETN due February 15, 2038
DGP
$221M
| $10.8M | 0.04% |
430,882
-84,561
| -16% | -$2.08M |
|
487
T-Mobile US
TMUS
$190B
| $10.8M | 0.03% |
175,215
+76,094
| +77% | +$4.77M |
|
488
Las Vegas Sands
LVS
$31.6B
| $10.8M | 0.03% |
168,042
+117,349
| +231% | +$7.28M |
|
489
CALL
Skyworks Solutions
SWKS
$9.54B
| $10.7M | 0.03% |
105,200
+81,300
| +340% | +$8.43M |
|
|
ALXN
490
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $10.7M | 0.03% |
76,300
-197,100
| -72% | -$26.8M |
|
491
PUT
ProShares UltraPro Dow 30
UDOW
$830M
| $10.7M | 0.03% |
612,400
-75,600
| -11% | -$1.23M |
|
492
CALL
Bank of America
BAC
$436B
| $10.7M | 0.03% |
421,900
-1,814,300
| -81% | -$44M |
|
493
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$384M
| $10.6M | 0.03% |
187,730
-109,482
| -37% | -$6.09M |
|
494
CALL
Charter Communications
CHTR
$15.7B
| $10.6M | 0.03% |
29,100
+9,000
| +45% | +$3.35M |
|
495
iShares MSCI EAFE Growth ETF
EFG
$16.4B
| $10.6M | 0.03% |
136,444
-486,030
| -78% | -$36.8M |
|
496
CALL
Morgan Stanley
MS
$337B
| $10.5M | 0.03% |
219,000
+146,100
| +200% | +$6.78M |
|
497
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.2B
| $10.5M | 0.03% |
203,115
+133,389
| +191% | +$6.89M |
|
498
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
| $10.5M | 0.03% |
+351,961
| New | +$10.4M |
|
499
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $10.5M | 0.03% |
34,870
+8,200
| +31% | +$2.07M |
|
500
Bristol-Myers Squibb
BMY
$128B
| $10.4M | 0.03% |
163,784
+133,418
| +439% | +$7.79M |
|
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.