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 | |
|---|---|---|---|---|---|---|
|
TWX
526
PUT
DELISTED
Time Warner Inc
TWX
| $9.81M | 0.03% |
95,800
+90,100
| +1,581% | +$9.14M |
|
527
PUT
Shopify
SHOP
$165B
| $9.79M | 0.03% |
840,000
-718,000
| -46% | -$7.33M |
|
528
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $9.75M | 0.03% |
145
+80
| +123% | +$5.68M |
|
529
Ericsson
ERIC
$31.8B
| $9.73M | 0.03% |
1,692,288
+135,636
| +9% | +$838K |
|
530
Vanguard World Funds Extended Duration ETF
EDV
$3.33B
| $9.7M | 0.03% |
83,122
+24,867
| +43% | +$2.95M |
|
531
PUT
Transocean
RIG
$5.84B
| $9.68M | 0.03% |
899,900
+885,800
| +6,282% | +$7.63M |
|
532
Vanguard Russell 1000 ETF
VONE
$8.19B
| $9.64M | 0.03% |
83,538
+43,085
| +107% | +$4.88M |
|
533
PUT
Aptiv
APTV
$12.2B
| $9.62M | 0.03% |
+97,800
| New | +$9.23M |
|
534
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.64B
| $9.6M | 0.03% |
+154,700
| New | +$9.56M |
|
|
AMJ
535
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $9.59M | 0.03% |
339,900
-27,100
| -7% | -$779K |
|
536
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$548M
| $9.59M | 0.03% |
5,611
+4,775
| +571% | +$6.63M |
|
537
Cardinal Health
CAH
$53.7B
| $9.59M | 0.03% |
143,282
+135,033
| +1,637% | +$9.55M |
|
538
PUT
Universal Display
OLED
$3.81B
| $9.55M | 0.03% |
74,100
+55,600
| +301% | +$6.73M |
|
539
PUT
United Parks & Resorts
PRKS
$2.12B
| $9.47M | 0.03% |
+729,000
| New | +$9.98M |
|
540
CVS Health
CVS
$137B
| $9.47M | 0.03% |
116,441
-274,482
| -70% | -$21.7M |
|
541
CALL
PBF Energy
PBF
$7.43B
| $9.4M | 0.03% |
340,400
+327,600
| +2,559% | +$7.58M |
|
|
MTOR
542
PUT
DELISTED
MERITOR, Inc.
MTOR
| $9.38M | 0.03% |
+360,500
| New | +$7.15M |
|
543
CALL
Enovis
ENOV
$1.63B
| $9.37M | 0.03% |
+130,725
| New | +$9.1M |
|
544
PIMCO RAFI Multi-Factor International Equity ETF
MFDX
$451M
| $9.36M | 0.03% |
+363,130
| New | +$9.28M |
|
|
PAY
545
DELISTED
Verifone Systems Inc
PAY
| $9.36M | 0.03% |
461,504
-1,120,157
| -71% | -$21.9M |
|
546
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.56B
| $9.34M | 0.03% |
325,899
+202,098
| +163% | +$5.7M |
|
547
CALL
Simon Property Group
SPG
$75.1B
| $9.34M | 0.03% |
58,000
+53,500
| +1,189% | +$8.54M |
|
548
Keurig Dr Pepper
KDP
$41B
| $9.29M | 0.03% |
105,005
+91,736
| +691% | +$8.32M |
|
549
CALL
First Solar
FSLR
$22.1B
| $9.28M | 0.03% |
202,300
-78,200
| -28% | -$3.63M |
|
|
NFX
550
CALL
DELISTED
Newfield Exploration
NFX
| $9.28M | 0.03% |
312,700
+291,400
| +1,368% | +$7.82M |
|
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.