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 | |
|---|---|---|---|---|---|---|
426
CALL
ExxonMobil
XOM
$642B
| $12.8M | 0.04% |
156,700
-52,200
| -25% | -$4.14M |
|
427
State Street SPDR S&P China ETF
GXC
$453M
| $12.8M | 0.04% |
125,305
+109,586
| +697% | +$10.7M |
|
428
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
| $12.8M | 0.04% |
+457,064
| New | +$12.9M |
|
429
PUT
Deere & Co
DE
$169B
| $12.8M | 0.04% |
101,800
+90,200
| +778% | +$11.1M |
|
430
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $12.8M | 0.04% |
309,600
-366,900
| -54% | -$14.6M |
|
431
AngloGold Ashanti
AU
$40.7B
| $12.7M | 0.04% |
1,364,908
+1,076,552
| +373% | +$10.4M |
|
432
Starbucks
SBUX
$118B
| $12.6M | 0.04% |
235,409
+158,390
| +206% | +$8.78M |
|
433
Invesco Variable Rate Preferred ETF
VRP
$2.99B
| $12.6M | 0.04% |
+485,042
| New | +$12.7M |
|
434
CALL
Tractor Supply
TSCO
$16.7B
| $12.6M | 0.04% |
993,000
+856,500
| +627% | +$9.72M |
|
435
CALL
Sempra
SRE
$59.7B
| $12.6M | 0.04% |
+220,200
| New | +$12.7M |
|
436
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.71B
| $12.5M | 0.04% |
254,966
+191,964
| +305% | +$9.26M |
|
437
Smith & Nephew
SNN
$13.1B
| $12.4M | 0.04% |
340,327
+177,546
| +109% | +$6.31M |
|
438
Vanguard Extended Market ETF
VXF
$30.5B
| $12.4M | 0.04% |
115,557
-17,860
| -13% | -$1.84M |
|
439
InterContinental Hotels
IHG
$23.5B
| $12.3M | 0.04% |
221,140
-287,766
| -57% | -$16M |
|
440
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.36B
| $12.3M | 0.04% |
105,612
+31,702
| +43% | +$3.72M |
|
441
PUT
Chevron
CVX
$378B
| $12.3M | 0.04% |
104,700
+26,000
| +33% | +$2.84M |
|
|
VIAB
442
DELISTED
Viacom Inc. Class B
VIAB
| $12.3M | 0.04% |
441,789
+390,168
| +756% | +$12M |
|
443
Amplify Cybersecurity ETF
HACK
$2.65B
| $12.3M | 0.04% |
408,195
+360,880
| +763% | +$10.7M |
|
444
PUT
SPDR Gold Trust
GLD
$132B
| $12.2M | 0.04% |
100,700
+17,400
| +21% | +$2.12M |
|
445
PUT
United Rentals
URI
$70.2B
| $12.2M | 0.04% |
88,100
+47,200
| +115% | +$5.64M |
|
446
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $12.2M | 0.04% |
40,670
-31,660
| -44% | -$7.98M |
|
447
CALL
Verizon
VZ
$198B
| $12.2M | 0.04% |
246,200
+213,600
| +655% | +$10.1M |
|
|
ETFC
448
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $12.2M | 0.04% |
279,200
+270,700
| +3,185% | +$11M |
|
449
Home Depot
HD
$335B
| $12.2M | 0.04% |
74,375
+10,562
| +17% | +$1.62M |
|
450
CALL
Capital One
COF
$127B
| $12.2M | 0.04% |
143,600
-22,800
| -14% | -$1.88M |
|
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.