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 | |
|---|---|---|---|---|---|---|
251
PUT
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$69.3M
| $22M | 0.07% |
340
+123
| +57% | +$8.21M |
|
252
Teck Resources
TECK
$29B
| $21.9M | 0.07% |
1,036,742
+975,677
| +1,598% | +$21.2M |
|
253
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
| $21.8M | 0.07% |
268,226
+1,473
| +0.6% | +$119K |
|
254
PUT
Valero Energy
VLO
$89.9B
| $21.7M | 0.07% |
282,700
+186,500
| +194% | +$12.8M |
|
255
CALL
Kraft Heinz
KHC
$31B
| $21.7M | 0.07% |
280,200
+264,700
| +1,708% | +$22.1M |
|
256
PUT
ProShares UltraShort S&P500
SDS
$425M
| $21.6M | 0.07% |
18,535
+14,202
| +328% | +$17.3M |
|
257
CALL
SLB Ltd
SLB
$78.1B
| $21.6M | 0.07% |
309,700
+246,700
| +392% | +$16.3M |
|
258
Mastercard
MA
$489B
| $21.6M | 0.07% |
152,913
+63,791
| +72% | +$8.44M |
|
259
Invesco QQQ Trust
QQQ
$447B
| $21.5M | 0.07% |
147,881
+142,883
| +2,859% | +$20.5M |
|
260
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
| $21.5M | 0.07% |
302,900
+251,800
| +493% | +$17.3M |
|
|
261
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $21.5M | 0.07% |
492,600
-4,000
| -0.8% | -$173K |
|
262
Lockheed Martin
LMT
$134B
| $21M | 0.07% |
67,820
+20,580
| +44% | +$6.14M |
|
263
FedEx
FDX
$73.7B
| $21M | 0.07% |
93,127
-83,625
| -47% | -$17.8M |
|
|
CTRA
264
PUT
DELISTED
Coterra Energy
CTRA
| $21M | 0.07% |
783,300
+747,500
| +2,088% | +$19M |
|
|
AMJ
265
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $20.7M | 0.07% |
735,100
+386,000
| +111% | +$11.1M |
|
|
AGN
266
DELISTED
Allergan plc
AGN
| $20.7M | 0.07% |
100,955
+64,813
| +179% | +$15.1M |
|
267
Campbell Soup
CPB
$6.71B
| $20.6M | 0.07% |
440,365
+422,297
| +2,337% | +$21.4M |
|
268
PUT
Vanguard Real Estate ETF
VNQ
$39.9B
| $20.6M | 0.07% |
248,100
+62,900
| +34% | +$5.26M |
|
269
US Bancorp
USB
$99.1B
| $20.3M | 0.07% |
379,518
+337,107
| +795% | +$17.6M |
|
270
PUT
iShares MSCI South Korea ETF
EWY
$22B
| $20.2M | 0.07% |
293,200
+14,700
| +5% | +$1.01M |
|
271
PUT
W.W. Grainger
GWW
$65.2B
| $20.2M | 0.07% |
+112,500
| New | +$19M |
|
272
PUT
NetEase
NTES
$79.5B
| $20M | 0.06% |
379,500
-118,500
| -24% | -$6.81M |
|
273
CALL
VanEck Semiconductor ETF
SMH
$65.2B
| $19.9M | 0.06% |
427,400
-672,000
| -61% | -$29.4M |
|
274
CALL
McDonald's
MCD
$192B
| $19.9M | 0.06% |
127,200
-211,400
| -62% | -$33.1M |
|
|
COL
275
CALL
DELISTED
Rockwell Collins
COL
| $19.9M | 0.06% |
+152,100
| New | +$18.5M |
|
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.