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 | |
|---|---|---|---|---|---|---|
|
HAPN
801
CALL
Happen Inc
HAPN
$2.18B
| $5.68M | 0.02% |
+186,700
| New | +$5.37M |
|
802
PUT
Snap
SNAP
$7.99B
| $5.68M | 0.02% |
390,700
-103,100
| -21% | -$1.49M |
|
|
803
CALL
Snap
SNAP
$7.99B
| $5.68M | 0.02% |
390,400
-27,400
| -7% | -$397K |
|
804
Western Union
WU
$2.58B
| $5.67M | 0.02% |
+295,542
| New | +$5.63M |
|
805
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $5.67M | 0.02% |
56,463
-82,251
| -59% | -$8.26M |
|
806
Air Products & Chemicals
APD
$65.6B
| $5.66M | 0.02% |
37,407
+26,325
| +238% | +$3.86M |
|
807
Skyworks Solutions
SWKS
$9.68B
| $5.64M | 0.02% |
55,337
+39,670
| +253% | +$4.12M |
|
|
CELG
808
DELISTED
Celgene Corp
CELG
| $5.62M | 0.02% |
38,510
-7,010
| -15% | -$955K |
|
|
GIMO
809
DELISTED
Gigamon Inc.
GIMO
| $5.61M | 0.02% |
+133,127
| New | +$5.43M |
|
810
PUT
Banc of California
BANC
$3.21B
| $5.6M | 0.02% |
270,000
| – | – |
|
811
Herbalife
HLF
$1.29B
| $5.6M | 0.02% |
165,088
+135,516
| +458% | +$4.64M |
|
812
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16B
| $5.59M | 0.02% |
727,500
+255,000
| +54% | +$1.65M |
|
|
DDBI
813
DELISTED
Legg Mason ETF Investment Trust Legg Mason Developed ex-US Diversified Core ETF
DDBI
| $5.58M | 0.02% |
+192,284
| New | +$5.5M |
|
|
HES
814
PUT
DELISTED
Hess
HES
| $5.58M | 0.02% |
119,000
+71,300
| +149% | +$3.02M |
|
815
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$16.7B
| $5.57M | 0.02% |
146,030
+24,852
| +21% | +$927K |
|
816
iShares Morningstar US Equity ETF
ILCB
$1.26B
| $5.56M | 0.02% |
147,680
+128,744
| +680% | +$4.79M |
|
817
PUT
Kroger
KR
$36.6B
| $5.54M | 0.02% |
276,000
+10,600
| +4% | +$239K |
|
818
Verizon
VZ
$202B
| $5.52M | 0.02% |
111,581
+92,864
| +496% | +$4.37M |
|
819
PUT
Macy's
M
$6.62B
| $5.52M | 0.02% |
253,000
+95,500
| +61% | +$2.1M |
|
820
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.18B
| $5.52M | 0.02% |
+52,254
| New | +$5.37M |
|
|
PXD
821
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.52M | 0.02% |
37,404
+15,686
| +72% | +$2.25M |
|
822
PUT
Estee Lauder
EL
$30.7B
| $5.5M | 0.02% |
51,000
+42,400
| +493% | +$4.35M |
|
|
HDS
823
DELISTED
HD Supply Holdings, Inc.
HDS
| $5.5M | 0.02% |
152,400
+120,704
| +381% | +$3.88M |
|
824
iShares ESG Aware MSCI EM ETF
ESGE
$6.41B
| $5.5M | 0.02% |
158,184
-52,334
| -25% | -$1.78M |
|
825
CALL
O'Reilly Automotive
ORLY
$75.7B
| $5.49M | 0.02% |
382,500
-906,000
| -70% | -$12M |
|
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.