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 | Miscellaneous | 79.27% |
| 2 | Communication Services | 3.79% |
| 3 | Technology | 3.2% |
| 4 | Consumer Discretionary | 3.02% |
| 5 | Industrials | 2.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
PUT
iShares Russell Mid-Cap Growth ETF
IWP
$19.2B
| $27.8M | 0.09% |
490,800
+307,800
| +168% | +$16.9M |
|
202
PUT
lululemon athletica
LULU
$11.1B
| $27.5M | 0.09% |
441,800
+16,000
| +4% | +$964K |
|
203
CALL
CSX Corp
CSX
$90.6B
| $27.4M | 0.09% |
1,513,200
-189,300
| -11% | -$3.25M |
|
204
CALL
JPMorgan Chase
JPM
$931B
| $27.3M | 0.09% |
286,200
+42,700
| +18% | +$3.94M |
|
205
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
| $27.3M | 0.09% |
499,608
+269,418
| +117% | +$14.1M |
|
206
PUT
HCA Healthcare
HCA
$92.1B
| $27.3M | 0.09% |
343,000
+328,200
| +2,218% | +$26.4M |
|
207
Netflix
NFLX
$334B
| $27.3M | 0.09% |
1,504,550
+253,420
| +20% | +$4.42M |
|
208
PUT
Citigroup
C
$228B
| $27.1M | 0.09% |
372,000
+230,100
| +162% | +$15.7M |
|
209
State Street Financial Select Sector SPDR ETF
XLF
$54.5B
| $26.9M | 0.09% |
1,040,658
-1,584,624
| -60% | -$39.5M |
|
210
Schwab Fundamental International Large Company Index ETF
FNDF
$26.1B
| $26.8M | 0.09% |
896,899
+650,151
| +263% | +$18.8M |
|
211
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.17B
| $26.7M | 0.09% |
167,990
+53,075
| +46% | +$8.84M |
|
212
CALL
TransDigm Group
TDG
$61.4B
| $26.6M | 0.09% |
+104,000
| New | +$28.1M |
|
213
PepsiCo
PEP
$186B
| $26.5M | 0.09% |
237,803
+217,183
| +1,053% | +$25.1M |
|
214
iShares Core S&P Total US Stock Market ETF
ITOT
$95.8B
| $26.2M | 0.08% |
455,303
+274,979
| +152% | +$15.5M |
|
215
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.36B
| $26.1M | 0.08% |
632,613
+623,636
| +6,947% | +$24.9M |
|
216
CALL
Deere & Co
DE
$184B
| $25.5M | 0.08% |
203,100
+180,800
| +811% | +$22.3M |
|
217
PUT
Costco
COST
$408B
| $25.4M | 0.08% |
154,600
-524,600
| -77% | -$82.4M |
|
218
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.5B
| $25.2M | 0.08% |
467,300
+244,400
| +110% | +$13.4M |
|
219
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.79B
| $25.2M | 0.08% |
247,866
+52,431
| +27% | +$5.31M |
|
220
iShares 3-7 Year Treasury Bond ETF
IEI
$17.3B
| $25.2M | 0.08% |
203,632
+190,987
| +1,510% | +$23.7M |
|
221
PUT
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$41M
| $25M | 0.08% |
89
+15
| +20% | +$4.45M |
|
222
PUT
United States Oil Fund
USO
$2.28B
| $25M | 0.08% |
299,838
-255,462
| -46% | -$20.1M |
|
223
CALL
iShares MSCI South Korea ETF
EWY
$26.9B
| $24.9M | 0.08% |
361,000
-115,100
| -24% | -$7.91M |
|
224
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.51B
| $24.2M | 0.08% |
+828,696
| New | +$23.6M |
|
225
Amgen
AMGN
$206B
| $24.2M | 0.08% |
129,547
+57,135
| +79% | +$10.1M |
|
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's Q3 2017 filing shows 1,284 new, 1,608 increased, 1,453 reduced and 1,178 closed positions. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 5,628,764 shares worth $245M. The largest sale was iShares MSCI EAFE ETF, an estimated $267M.
By sector, the portfolio is most concentrated in Miscellaneous at 79% of assets, down from 81% a quarter earlier, followed by Communication Services and Technology.
- 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.