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 | |
|---|---|---|---|---|---|---|
901
PUT
Williams-Sonoma
WSM
$27.8B
| $4.79M | 0.02% |
192,000
+164,200
| +591% | +$3.82M |
|
902
Cummins
CMI
$88.5B
| $4.78M | 0.02% |
28,468
-17,930
| -39% | -$2.9M |
|
903
Macy's
M
$6.62B
| $4.78M | 0.02% |
218,908
+41,376
| +23% | +$910K |
|
904
PUT
Assurant
AIZ
$14B
| $4.78M | 0.02% |
+50,000
| New | +$5M |
|
905
Ferrari
RACE
$68.6B
| $4.76M | 0.02% |
43,067
+8,605
| +25% | +$917K |
|
906
Vanguard Dividend Appreciation ETF
VIG
$113B
| $4.73M | 0.02% |
49,924
+25,675
| +106% | +$2.4M |
|
907
ProShares UltraPro QQQ
TQQQ
$30.5B
| $4.73M | 0.02% |
993,408
-1,186,320
| -54% | -$5.42M |
|
908
CALL
Qualcomm
QCOM
$172B
| $4.72M | 0.02% |
91,000
+76,600
| +532% | +$4.05M |
|
909
PUT
Newell Brands
NWL
$2.24B
| $4.71M | 0.02% |
+110,300
| New | +$5.39M |
|
910
Cisco
CSCO
$456B
| $4.7M | 0.02% |
139,760
-173,692
| -55% | -$5.53M |
|
|
MTOR
911
CALL
DELISTED
MERITOR, Inc.
MTOR
| $4.69M | 0.02% |
+180,300
| New | +$3.58M |
|
|
MOMO
912
CALL
Hello Group
MOMO
$869M
| $4.68M | 0.02% |
149,500
+29,500
| +25% | +$1.17M |
|
913
CALL
Deckers Outdoor
DECK
$14.2B
| $4.68M | 0.02% |
410,400
+387,600
| +1,700% | +$4.18M |
|
914
PUT
Oracle
ORCL
$346B
| $4.66M | 0.02% |
96,400
-11,100
| -10% | -$552K |
|
915
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$422M
| $4.64M | 0.02% |
+101,824
| New | +$4.53M |
|
916
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
| $4.64M | 0.02% |
155,317
+99,455
| +178% | +$2.95M |
|
917
Nike
NKE
$63.9B
| $4.64M | 0.02% |
89,437
-521,708
| -85% | -$29.3M |
|
918
ROBO Global Robotics & Automation Index ETF
ROBO
$1.91B
| $4.62M | 0.01% |
119,490
+32,264
| +37% | +$1.17M |
|
919
CALL
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $4.62M | 0.01% |
102,400
-160,700
| -61% | -$6.89M |
|
920
American Airlines Group
AAL
$10.2B
| $4.61M | 0.01% |
96,987
-124,935
| -56% | -$6.04M |
|
921
PUT
HF Sinclair
DINO
$16.1B
| $4.6M | 0.01% |
127,900
+117,500
| +1,130% | +$3.53M |
|
|
922
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $4.59M | 0.01% |
101,800
-162,200
| -61% | -$6.95M |
|
923
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
| $4.59M | 0.01% |
169,556
+98,161
| +137% | +$2.59M |
|
924
VanEck Rare Earth/Strategic Metals ETF
REMX
$1.95B
| $4.58M | 0.01% |
59,113
+43,665
| +283% | +$2.91M |
|
|
ESV
925
CALL
DELISTED
Ensco Rowan plc
ESV
| $4.58M | 0.01% |
+191,700
| New | +$3.83M |
|
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.