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 | |
|---|---|---|---|---|---|---|
126
Baidu
BIDU
$35.8B
| $45.3M | 0.15% |
182,778
+17,449
| +11% | +$3.81M |
|
127
CALL
Adobe
ADBE
$89.5B
| $45.1M | 0.15% |
302,500
-318,000
| -51% | -$47.5M |
|
128
PUT
iShares China Large-Cap ETF
FXI
$4.14B
| $45.1M | 0.15% |
1,024,200
-550,700
| -35% | -$23.6M |
|
129
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| $44.7M | 0.14% |
1,071,900
-28,500
| -3% | -$1.11M |
|
130
PUT
Rockwell Automation
ROK
$51.4B
| $44.6M | 0.14% |
+250,500
| New | +$41.7M |
|
131
iShares MSCI South Korea ETF
EWY
$22.7B
| $44.4M | 0.14% |
642,536
+238,180
| +59% | +$16.4M |
|
132
PUT
C.H. Robinson
CHRW
$22B
| $44.4M | 0.14% |
583,000
+553,800
| +1,897% | +$38.4M |
|
|
133
PUT
Adobe
ADBE
$89.5B
| $44.2M | 0.14% |
296,300
+207,800
| +235% | +$31M |
|
134
PUT
PayPal
PYPL
$49.5B
| $44M | 0.14% |
686,400
+419,000
| +157% | +$25.1M |
|
135
PUT
ProShares Short S&P500
SH
$916M
| $43.5M | 0.14% |
338,200
-325
| -0.1% | -$42.7K |
|
136
Broadcom
AVGO
$1.82T
| $43.4M | 0.14% |
1,788,110
+1,452,380
| +433% | +$35.9M |
|
137
CALL
iShares Russell Mid-Cap Growth ETF
IWP
$19.7B
| $43.1M | 0.14% |
761,600
+561,600
| +281% | +$30.8M |
|
138
CALL
United States Oil Fund
USO
$2.27B
| $42.8M | 0.14% |
513,400
-54,625
| -10% | -$4.3M |
|
139
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$69.2M
| $42.6M | 0.14% |
659
-8
| -1% | -$534K |
|
|
VXX
140
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $42.5M | 0.14% |
1,083,300
+669,725
| +162% | +$31.1M |
|
|
K
141
DELISTED
Kellanova
K
| $42.1M | 0.14% |
718,533
+689,056
| +2,338% | +$43.5M |
|
142
CALL
Boeing
BA
$165B
| $41.8M | 0.14% |
164,300
+74,500
| +83% | +$17.4M |
|
143
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
| $41.7M | 0.13% |
858,558
+851,569
| +12,184% | +$41.5M |
|
144
Goldman Sachs
GS
$313B
| $41.5M | 0.13% |
175,059
-25,702
| -13% | -$5.8M |
|
145
PUT
AutoZone
AZO
$48.3B
| $41.5M | 0.13% |
69,700
-25,500
| -27% | -$13.6M |
|
146
Teva Pharmaceuticals
TEVA
$35.9B
| $41.4M | 0.13% |
2,354,776
+1,832,264
| +351% | +$41.2M |
|
147
CALL
Expedia Group
EXPE
$31.2B
| $41.3M | 0.13% |
286,700
+39,700
| +16% | +$5.88M |
|
148
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.8B
| $41.1M | 0.13% |
1,549,800
+676,000
| +77% | +$18.1M |
|
149
CALL
ProShares UltraPro S&P 500
UPRO
$5.08B
| $41M | 0.13% |
2,110,800
+360,600
| +21% | +$6.59M |
|
150
CALL
VanEck Oil Services ETF
OIH
$2.1B
| $39.8M | 0.13% |
76,290
+49,545
| +185% | +$23.8M |
|
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.