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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.24B |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$552M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$535M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$471M |
| 5 |
Palo Alto Networks
PANW
|
+$393M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$2.11B |
| 2 |
Apple
AAPL
|
+$2.02B |
| 3 |
Microsoft
MSFT
|
+$612M |
| 4 |
Amazon
AMZN
|
+$554M |
| 5 |
iShares MSCI EAFE Value ETF
EFV
|
+$420M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.61% |
| 2 | Consumer Discretionary | 1.65% |
| 3 | Financials | 1.07% |
| 4 | Healthcare | 1.03% |
| 5 | Communication Services | 0.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
PUT
Caesars Entertainment
CZR
$6.03B
| $57.3M | 0.02% |
1,237,300
+128,700
| +12% | +$6.84M |
|
502
CALL
Medtronic
MDT
$120B
| $57.3M | 0.02% |
731,600
+154,000
| +27% | +$12.9M |
|
503
CALL
Valero Energy
VLO
$99.7B
| $57.1M | 0.02% |
402,700
+5,200
| +1% | +$681K |
|
504
Target
TGT
$72.2B
| $56.8M | 0.02% |
513,412
-751,086
| -59% | -$95.4M |
|
505
CALL
International Paper
IP
$21.7B
| $56.4M | 0.02% |
1,590,500
+5,400
| +0.3% | +$184K |
|
506
CALL
Twilio
TWLO
$34.1B
| $56.4M | 0.02% |
963,700
+374,600
| +64% | +$23.3M |
|
507
PUT
Blackrock
BLK
$179B
| $56.2M | 0.02% |
87,000
+22,300
| +34% | +$15.6M |
|
508
PUT
Roblox
RBLX
$27.6B
| $56.2M | 0.02% |
1,940,500
+1,053,100
| +119% | +$35M |
|
509
Dimensional International High Profitability ETF
DIHP
$6.59B
| $55.9M | 0.02% |
2,412,509
+1,959,115
| +432% | +$47.5M |
|
510
Builders FirstSource
BLDR
$7.81B
| $55.9M | 0.02% |
448,773
+294,939
| +192% | +$40.7M |
|
511
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.19B
| $55.8M | 0.02% |
1,157,803
+1,035,392
| +846% | +$65.6M |
|
512
Bilibili
BILI
$7.24B
| $55.8M | 0.02% |
4,050,123
+1,204,521
| +42% | +$18.6M |
|
513
Dollar General
DG
$27B
| $55.8M | 0.02% |
526,954
+355,598
| +208% | +$53M |
|
514
TSMC
TSM
$2.14T
| $55.4M | 0.02% |
637,329
-243,633
| -28% | -$23M |
|
515
CALL
Wynn Resorts
WYNN
$10.3B
| $55.4M | 0.02% |
599,000
-92,000
| -13% | -$9.23M |
|
516
Freeport-McMoran
FCX
$96.7B
| $55.3M | 0.02% |
1,483,179
-272,405
| -16% | -$11M |
|
517
CALL
Ford
F
$57.8B
| $55.2M | 0.02% |
4,441,700
+675,700
| +18% | +$8.77M |
|
|
X
518
CALL
DELISTED
US Steel
X
| $55.1M | 0.02% |
1,697,700
+823,800
| +94% | +$23.1M |
|
519
iShares Semiconductor ETF
SOXX
$41.2B
| $54.9M | 0.02% |
347,772
+275,592
| +382% | +$45.9M |
|
520
Philip Morris
PM
$296B
| $54.9M | 0.02% |
592,804
+253,622
| +75% | +$24.4M |
|
521
McDonald's
MCD
$189B
| $54.8M | 0.02% |
207,914
-117,585
| -36% | -$33.5M |
|
522
Occidental Petroleum
OXY
$60.1B
| $54.6M | 0.02% |
841,089
-492,000
| -37% | -$31M |
|
|
523
PUT
International Paper
IP
$21.7B
| $54.4M | 0.02% |
1,534,000
+50,900
| +3% | +$1.73M |
|
524
JPMorgan BetaBuilders Japan ETF
BBJP
$18.9B
| $54.3M | 0.02% |
1,080,885
+631,433
| +140% | +$32.5M |
|
525
FedEx
FDX
$77.7B
| $54.1M | 0.02% |
204,171
-196,988
| -49% | -$51.2M |
|
Similar funds
Jane Street's Q3 2023 Portfolio in Review
As of Q3 2023, Jane Street held 9,820 positions worth $309B, up 4.1% from $297B the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Jane Street deployed $28.2B of net new capital in Q3 2023, opening 1,242 new positions and adding to 3,523 existing holdings. Its largest new stake was iShares Core MSCI Emerging Markets ETF: 11,152,855 shares worth $531M.
By sector, the portfolio is most concentrated in Technology at 2.6% of assets, down from 4% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Tesla, an estimated $2.11B trimmed.
- Jane Street's largest Q3 2023 buy was iShares Core MSCI Emerging Markets ETF: 11,152,855 shares worth $531M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q3 2023, an estimated $6.24B increase.
- Jane Street's biggest Q3 2023 reduction was Tesla, cutting an estimated $2.11B.
- Jane Street fully exited iShares Silver Trust in Q3 2023, selling an estimated $130M.
- Jane Street's ten largest holdings make up 40% of its $309B portfolio in Q3 2023.
- Jane Street opened 1,242 new positions and closed 1,288 in Q3 2023.
- Jane Street's portfolio value rose 4.1% quarter-over-quarter to $309B.
Based on Jane Street's 13F filing for Q3 2023, filed 15 Nov 2023.