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 | |
|---|---|---|---|---|---|---|
776
iShares 1-3 Year International Treasury Bond ETF
ISHG
$828M
| $6.02M | 0.02% |
71,808
-19,009
| -21% | -$1.6M |
|
777
Group 1 Automotive
GPI
$4.12B
| $6.01M | 0.02% |
83,004
+77,659
| +1,453% | +$4.77M |
|
|
CLVS
778
DELISTED
Clovis Oncology, Inc.
CLVS
| $6.01M | 0.02% |
72,888
+10,634
| +17% | +$843K |
|
779
Sysco
SYY
$41B
| $6M | 0.02% |
111,245
+68,760
| +162% | +$3.58M |
|
780
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$345M
| $6M | 0.02% |
1,652
+1,304
| +375% | +$5.07M |
|
781
PUT
Illumina
ILMN
$29.1B
| $6M | 0.02% |
30,943
+17,579
| +132% | +$3.27M |
|
782
O'Reilly Automotive
ORLY
$76.7B
| $5.99M | 0.02% |
417,180
+40,635
| +11% | +$536K |
|
783
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
| $5.94M | 0.02% |
183,027
+105,283
| +135% | +$3.41M |
|
784
Suncor Energy
SU
$75B
| $5.9M | 0.02% |
168,350
+97,023
| +136% | +$3.1M |
|
785
CALL
International Paper
IP
$23.6B
| $5.89M | 0.02% |
109,402
+96,308
| +736% | +$5.06M |
|
786
Target
TGT
$65.5B
| $5.89M | 0.02% |
99,745
+70,481
| +241% | +$3.95M |
|
|
XLNX
787
CALL
DELISTED
Xilinx Inc
XLNX
| $5.88M | 0.02% |
83,000
+41,500
| +100% | +$2.71M |
|
788
CALL
Lockheed Martin
LMT
$134B
| $5.86M | 0.02% |
18,900
-3,100
| -14% | -$925K |
|
|
RSX
789
PUT
DELISTED
VanEck Russia ETF
RSX
| $5.86M | 0.02% |
262,900
-250,900
| -49% | -$5.18M |
|
|
FNSR
790
PUT
DELISTED
Finisar Corp
FNSR
| $5.83M | 0.02% |
263,100
-240,700
| -48% | -$5.89M |
|
791
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $5.83M | 0.02% |
96,031
+55,302
| +136% | +$3.36M |
|
792
CALL
ConocoPhillips
COP
$139B
| $5.82M | 0.02% |
116,300
+55,200
| +90% | +$2.48M |
|
793
Pearson
PSO
$10.4B
| $5.81M | 0.02% |
713,708
-642,301
| -47% | -$5.19M |
|
794
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$89M
| $5.81M | 0.02% |
100,319
+40,370
| +67% | +$2.34M |
|
795
Xerox
XRX
$357M
| $5.8M | 0.02% |
+174,192
| New | +$5.48M |
|
|
DBKO
796
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $5.79M | 0.02% |
192,303
+86,689
| +82% | +$2.57M |
|
797
iShares MSCI UAE ETF
UAE
$309M
| $5.77M | 0.02% |
+332,447
| New | +$5.85M |
|
798
Invesco International Corporate Bond ETF
PICB
$353M
| $5.75M | 0.02% |
212,643
+103,736
| +95% | +$2.8M |
|
799
PUT
Ubiquiti
UI
$32B
| $5.74M | 0.02% |
+102,500
| New | +$5.9M |
|
800
Transocean
RIG
$5.67B
| $5.69M | 0.02% |
529,117
+503,297
| +1,949% | +$4.33M |
|
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.