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 | |
|---|---|---|---|---|---|---|
301
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
| $17.8M | 0.06% |
+637,087
| New | +$17.8M |
|
302
PUT
Gilead Sciences
GILD
$163B
| $17.5M | 0.06% |
216,000
-2,000
| -0.9% | -$153K |
|
|
303
PUT
Rio Tinto
RIO
$150B
| $17.4M | 0.06% |
369,000
+62,200
| +20% | +$2.89M |
|
304
CRH
CRH
$68B
| $17.4M | 0.06% |
458,301
-370,525
| -45% | -$13.1M |
|
305
PUT
Palo Alto Networks
PANW
$260B
| $17.3M | 0.06% |
721,800
+229,800
| +47% | +$5.23M |
|
306
Eaton
ETN
$154B
| $17.3M | 0.06% |
225,635
+214,158
| +1,866% | +$16.2M |
|
307
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $17.2M | 0.06% |
484,000
+171,300
| +55% | +$6.04M |
|
308
PUT
Bath & Body Works
BBWI
$4.13B
| $17.2M | 0.06% |
510,263
+499,748
| +4,753% | +$16.8M |
|
|
IPG
309
DELISTED
Interpublic Group of Companies
IPG
| $17.1M | 0.06% |
824,128
+786,315
| +2,079% | +$17.1M |
|
310
iShares Core MSCI Pacific ETF
IPAC
$2.63B
| $17.1M | 0.06% |
302,673
+168,423
| +125% | +$9.35M |
|
311
PUT
Texas Instruments
TXN
$256B
| $17.1M | 0.06% |
190,600
-122,400
| -39% | -$10.1M |
|
312
CALL
PPG Industries
PPG
$26.4B
| $17M | 0.06% |
156,500
+152,200
| +3,540% | +$16.2M |
|
313
PUT
Vanguard S&P 500 ETF
VOO
$969B
| $17M | 0.05% |
73,500
+60,700
| +474% | +$13.7M |
|
314
Vanguard Value ETF
VTV
$189B
| $16.9M | 0.05% |
169,279
-81,116
| -32% | -$7.94M |
|
315
PUT
iShares Russell 2000 Growth ETF
IWO
$14.5B
| $16.9M | 0.05% |
94,300
+62,300
| +195% | +$10.6M |
|
316
CALL
AbbVie
ABBV
$456B
| $16.8M | 0.05% |
189,300
+141,200
| +294% | +$10.7M |
|
|
CELG
317
PUT
DELISTED
Celgene Corp
CELG
| $16.7M | 0.05% |
114,800
-8,900
| -7% | -$1.21M |
|
318
Newell Brands
NWL
$2.24B
| $16.7M | 0.05% |
391,335
+239,798
| +158% | +$11.7M |
|
319
CALL
Walt Disney
DIS
$168B
| $16.6M | 0.05% |
168,100
+58,600
| +54% | +$6.03M |
|
320
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $16.5M | 0.05% |
582,400
+341,600
| +142% | +$9.4M |
|
|
RTN
321
CALL
DELISTED
Raytheon Company
RTN
| $16.5M | 0.05% |
88,300
+57,200
| +184% | +$10.1M |
|
322
WisdomTree Emerging Markets Local Debt Fund
ELD
$141M
| $16.4M | 0.05% |
426,256
+396,014
| +1,309% | +$15.3M |
|
|
AGN
323
CALL
DELISTED
Allergan plc
AGN
| $16.4M | 0.05% |
79,800
+47,100
| +144% | +$11M |
|
324
CALL
AT&T
T
$167B
| $16.3M | 0.05% |
549,857
+500,472
| +1,013% | +$14.2M |
|
325
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $16.3M | 0.05% |
332,530
-182,585
| -35% | -$8.96M |
|
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.