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 | |
|---|---|---|---|---|---|---|
376
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $14.6M | 0.05% |
91,850
+20,525
| +29% | +$3.42M |
|
377
CALL
Citigroup
C
$223B
| $14.6M | 0.05% |
200,700
-245,700
| -55% | -$16.8M |
|
378
PUT
Vanguard Total Stock Market ETF
VTI
$655B
| $14.6M | 0.05% |
112,400
+58,800
| +110% | +$7.45M |
|
|
VXZ
379
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $14.6M | 0.05% |
699,325
+271,455
| +63% | +$5.89M |
|
380
State Street SPDR Dow Jones International Real Estate ETF
RWX
$265M
| $14.5M | 0.05% |
+377,342
| New | +$14.6M |
|
381
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $14.5M | 0.05% |
490,052
-1,088,872
| -69% | -$31.4M |
|
382
Johnson & Johnson
JNJ
$641B
| $14.5M | 0.05% |
111,355
-21,650
| -16% | -$2.87M |
|
|
TIF
383
CALL
DELISTED
Tiffany & Co.
TIF
| $14.5M | 0.05% |
157,500
+153,100
| +3,480% | +$14M |
|
384
CALL
Cigna
CI
$77B
| $14.3M | 0.05% |
76,500
+12,300
| +19% | +$2.19M |
|
385
Vanguard Large-Cap ETF
VV
$51.9B
| $14.3M | 0.05% |
123,747
-143,567
| -54% | -$16.3M |
|
386
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.86B
| $14.2M | 0.05% |
150,897
+109,619
| +266% | +$10.3M |
|
387
AB InBev
BUD
$156B
| $14.2M | 0.05% |
119,106
-36,476
| -23% | -$4.27M |
|
388
CALL
American International
AIG
$42B
| $14.2M | 0.05% |
231,100
+195,300
| +546% | +$12.2M |
|
389
PUT
Accenture
ACN
$94.3B
| $14.2M | 0.05% |
105,000
+75,500
| +256% | +$9.84M |
|
390
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
| $14.1M | 0.05% |
2,589
+816
| +46% | +$5.28M |
|
|
HRG
391
DELISTED
HRG Group, Inc.
HRG
| $14M | 0.05% |
898,656
+450,816
| +101% | +$7.28M |
|
392
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
MFEM
$143M
| $14M | 0.05% |
+574,389
| New | +$14.3M |
|
|
NLSN
393
DELISTED
Nielsen Holdings plc
NLSN
| $14M | 0.05% |
336,743
+329,874
| +4,802% | +$13.2M |
|
394
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $13.9M | 0.05% |
164,660
+68,770
| +72% | +$5.81M |
|
395
Walmart Inc
WMT
$889B
| $13.8M | 0.04% |
530,886
-49,833
| -9% | -$1.31M |
|
396
CALL
Chevron
CVX
$378B
| $13.8M | 0.04% |
117,500
+33,800
| +40% | +$3.69M |
|
397
Applied Materials
AMAT
$410B
| $13.8M | 0.04% |
264,630
+148,062
| +127% | +$6.7M |
|
398
Wells Fargo
WFC
$264B
| $13.7M | 0.04% |
248,912
+20,490
| +9% | +$1.09M |
|
|
VSTO
399
PUT
DELISTED
Vista Outdoor Inc.
VSTO
| $13.7M | 0.04% |
+596,000
| New | +$13.4M |
|
400
Vanguard Growth ETF
VUG
$216B
| $13.6M | 0.04% |
614,814
-78,312
| -11% | -$1.7M |
|
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.