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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.52B |
| 2 |
NVIDIA
NVDA
|
+$732M |
| 3 |
ProShares UltraPro QQQ
TQQQ
|
+$555M |
| 4 |
Dell
DELL
|
+$542M |
| 5 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$421M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$4.18B |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$1.29B |
| 3 |
Visa
V
|
+$1.12B |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$918M |
| 5 |
Broadcom
AVGO
|
+$892M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.93% |
| 2 | Consumer Discretionary | 1.52% |
| 3 | Healthcare | 0.84% |
| 4 | Financials | 0.83% |
| 5 | Communication Services | 0.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
901
PUT
Merck
MRK
$317B
| $33.5M | 0.01% |
295,400
+171,900
| +139% | +$20.4M |
|
902
PUT
Prudential Financial
PRU
$41.9B
| $33.5M | 0.01% |
276,900
-110,600
| -29% | -$13.1M |
|
903
PUT
General Dynamics
GD
$105B
| $33.4M | 0.01% |
110,400
+94,400
| +590% | +$27.7M |
|
904
Allstate
ALL
$70.5B
| $33.3M | 0.01% |
175,708
-22,274
| -11% | -$3.96M |
|
905
CALL
Ross Stores
ROST
$81.2B
| $33.3M | 0.01% |
221,400
+168,200
| +316% | +$24.8M |
|
906
Dimensional International Small Cap Value ETF
DISV
$5.07B
| $33.3M | 0.01% |
1,146,584
+335,298
| +41% | +$9.35M |
|
907
PUT
Aflac
AFL
$64.3B
| $33.3M | 0.01% |
298,000
+17,800
| +6% | +$1.81M |
|
908
PUT
Teck Resources
TECK
$32.5B
| $33.3M | 0.01% |
637,300
+492,500
| +340% | +$23.5M |
|
909
State Street Blackstone Senior Loan ETF
SRLN
$5.33B
| $33.2M | 0.01% |
796,102
+395,902
| +99% | +$16.5M |
|
910
CALL
Coherent
COHR
$66B
| $33.1M | 0.01% |
372,500
+196,800
| +112% | +$14.7M |
|
911
CALL
MPLX
MPLX
$60.7B
| $33.1M | 0.01% |
744,300
+434,600
| +140% | +$18.6M |
|
912
PUT
AerCap
AER
$24.3B
| $33.1M | 0.01% |
349,200
+38,700
| +12% | +$3.63M |
|
913
PepsiCo
PEP
$189B
| $33M | 0.01% |
194,319
-38,221
| -16% | -$6.57M |
|
914
Cintas
CTAS
$80.5B
| $33M | 0.01% |
160,338
-709,774
| -82% | -$137M |
|
915
CALL
Progressive
PGR
$125B
| $33M | 0.01% |
130,000
+55,600
| +75% | +$12.9M |
|
916
JPMorgan Chase
JPM
$947B
| $33M | 0.01% |
156,447
-1,254,774
| -89% | -$264M |
|
917
Sherwin-Williams
SHW
$88.3B
| $33M | 0.01% |
86,362
-62,684
| -42% | -$21.9M |
|
918
PUT
3M
MMM
$92.7B
| $32.9M | 0.01% |
240,900
+102,600
| +74% | +$12.6M |
|
919
Pultegroup
PHM
$24.7B
| $32.8M | 0.01% |
228,797
-176,777
| -44% | -$22.5M |
|
920
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $32.8M | 0.01% |
+395,500
| New | +$31.8M |
|
921
PUT
Duolingo
DUOL
$5.72B
| $32.8M | 0.01% |
116,300
+26,400
| +29% | +$5.41M |
|
922
CALL
Energy Transfer Partners
ET
$70.9B
| $32.7M | 0.01% |
2,039,200
+845,400
| +71% | +$13.6M |
|
923
Parker-Hannifin
PH
$134B
| $32.7M | 0.01% |
51,799
-111,356
| -68% | -$63.3M |
|
924
Teradyne
TER
$60.3B
| $32.7M | 0.01% |
243,802
-277,288
| -53% | -$37.4M |
|
925
CALL
SentinelOne
S
$7.05B
| $32.6M | 0.01% |
1,363,700
+372,400
| +38% | +$8.41M |
|
Similar funds
Jane Street's Q3 2024 Portfolio in Review
As of Q3 2024, Jane Street held 10,828 positions worth $453B, up 3.6% from $438B the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Jane Street withdrew a net $18.5B in Q3 2024, closing 1,349 positions and reducing 4,327 holdings. Its most notable exit was iShares Core MSCI International Developed Markets ETF, an estimated $290M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.9% of assets, down from 4.6% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Jane Street opened a new position in Schwab Short-Term US Treasury ETF worth $424M.
- Jane Street's largest Q3 2024 buy was Schwab Short-Term US Treasury ETF: 17,304,274 shares worth $424M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q3 2024, an estimated $2.52B increase.
- Jane Street's biggest Q3 2024 reduction was Apple, cutting an estimated $4.18B.
- Jane Street fully exited iShares Core MSCI International Developed Markets ETF in Q3 2024, selling an estimated $290M.
- Jane Street's ten largest holdings make up 44% of its $453B portfolio in Q3 2024.
- Jane Street opened 1,593 new positions and closed 1,349 in Q3 2024.
- Jane Street's portfolio value rose 3.6% quarter-over-quarter to $453B.
Based on Jane Street's 13F filing for Q3 2024, filed 15 Nov 2024.