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 | |
|---|---|---|---|---|---|---|
601
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$82.8M
| $8.1M | 0.03% |
132,300
+93,700
| +243% | +$5.33M |
|
602
Bath & Body Works
BBWI
$4.13B
| $8.09M | 0.03% |
240,400
+4,692
| +2% | +$158K |
|
603
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
| $8.08M | 0.03% |
262,780
+249,720
| +1,912% | +$7.67M |
|
|
LSI
604
PUT
DELISTED
Life Storage, Inc.
LSI
| $8.05M | 0.03% |
+147,600
| New | +$7.41M |
|
605
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $8.03M | 0.03% |
+70,400
| New | +$8M |
|
606
CALL
Walmart Inc
WMT
$889B
| $8.01M | 0.03% |
307,500
-109,500
| -26% | -$2.87M |
|
607
PUT
SLB Ltd
SLB
$76.5B
| $8M | 0.03% |
114,700
+104,700
| +1,047% | +$6.92M |
|
608
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $7.96M | 0.03% |
300,000
-638,020
| -68% | -$17.1M |
|
609
CALL
Johnson & Johnson
JNJ
$641B
| $7.93M | 0.03% |
61,000
-43,900
| -42% | -$5.82M |
|
610
Schwab International Small-Cap Equity ETF
SCHC
$5.38B
| $7.93M | 0.03% |
221,287
-34,089
| -13% | -$1.18M |
|
611
CALL
RTX Corp
RTX
$294B
| $7.91M | 0.03% |
108,211
+54,979
| +103% | +$4.07M |
|
612
CALL
Shopify
SHOP
$165B
| $7.89M | 0.03% |
677,000
+88,000
| +15% | +$899K |
|
613
CALL
APA Corp
APA
$12.3B
| $7.87M | 0.03% |
171,900
-96,200
| -36% | -$4.24M |
|
614
PUT
Tractor Supply
TSCO
$16.7B
| $7.86M | 0.03% |
621,000
+366,500
| +144% | +$4.16M |
|
615
PUT
ProShares UltraPro Short Russell2000
SRTY
$78.5M
| $7.81M | 0.03% |
+2,170
| New | +$9.28M |
|
616
PUT
Cummins
CMI
$91.3B
| $7.81M | 0.03% |
46,500
-294,900
| -86% | -$47.7M |
|
617
Paychex
PAYX
$41.1B
| $7.8M | 0.03% |
130,085
+122,412
| +1,595% | +$6.99M |
|
618
CALL
Ally Financial
ALLY
$13.3B
| $7.78M | 0.03% |
320,700
+273,000
| +572% | +$6.09M |
|
619
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
| $7.78M | 0.03% |
275,888
+114,738
| +71% | +$3.24M |
|
620
CALL
Whirlpool
WHR
$2.44B
| $7.75M | 0.03% |
42,000
+37,900
| +924% | +$6.78M |
|
621
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.2B
| $7.73M | 0.03% |
302,840
+82,210
| +37% | +$2.05M |
|
622
PUT
TripAdvisor
TRIP
$1.66B
| $7.71M | 0.02% |
190,300
-56,100
| -23% | -$2.28M |
|
|
GLCN
623
DELISTED
VanEck China Growth Leaders ETF
GLCN
| $7.7M | 0.02% |
+169,162
| New | +$7.55M |
|
624
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$348M
| $7.68M | 0.02% |
2,114
+530
| +33% | +$2.06M |
|
|
PXD
625
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $7.67M | 0.02% |
52,000
+39,100
| +303% | +$5.62M |
|
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.