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 | |
|---|---|---|---|---|---|---|
2276
CALL
Prudential Financial
PRU
$42.8B
| $1.02M | ﹤0.01% |
9,600
-93,600
| -91% | -$10M |
|
2277
Qorvo
QRVO
$7.86B
| $1.02M | ﹤0.01% |
14,451
+5,209
| +56% | +$363K |
|
|
IBKC
2278
DELISTED
IBERIABANK Corp
IBKC
| $1.02M | ﹤0.01% |
+12,425
| New | +$976K |
|
2279
PUT
Procter & Gamble
PG
$340B
| $1.02M | ﹤0.01% |
11,200
-351,700
| -97% | -$32M |
|
2280
Alnylam Pharmaceuticals
ALNY
$29.1B
| $1.02M | ﹤0.01% |
8,667
-143
| -2% | -$12.2K |
|
2281
CALL
Progressive
PGR
$124B
| $1.02M | ﹤0.01% |
+21,000
| New | +$982K |
|
2282
CALL
Texas Roadhouse
TXRH
$14B
| $1.02M | ﹤0.01% |
+20,700
| New | +$1.01M |
|
2283
Main Sector Rotation ETF
SECT
$2.78B
| $1.02M | ﹤0.01% |
+39,275
| New | +$999K |
|
|
SWN
2284
DELISTED
Southwestern Energy Company
SWN
| $1.01M | ﹤0.01% |
166,047
+115,984
| +232% | +$657K |
|
|
CLVS
2285
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.01M | ﹤0.01% |
12,300
-51,000
| -81% | -$4.04M |
|
|
DTYS
2286
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
| $1.01M | ﹤0.01% |
59,775
-1,473
| -2% | -$23.6K |
|
2287
Neurocrine Biosciences
NBIX
$17B
| $1.01M | ﹤0.01% |
16,499
+8,870
| +116% | +$468K |
|
2288
CALL
NextEra Energy
NEE
$180B
| $1.01M | ﹤0.01% |
27,600
-13,600
| -33% | -$498K |
|
|
WBIA
2289
DELISTED
WBI BullBear Rising Income 2000 ETF
WBIA
| $1.01M | ﹤0.01% |
41,741
-369
| -0.9% | -$8.69K |
|
|
USG
2290
DELISTED
Usg
USG
| $1.01M | ﹤0.01% |
+30,905
| New | +$891K |
|
2291
CALL
Nutanix
NTNX
$16.4B
| $1.01M | ﹤0.01% |
+45,000
| New | +$984K |
|
2292
Direxion Daily CSI 300 China A Share Bull 2X ETF
CHAU
$88.2M
| $1.01M | ﹤0.01% |
38,700
-4,570
| -11% | -$114K |
|
2293
CALL
General Dynamics
GD
$104B
| $1.01M | ﹤0.01% |
4,900
-12,700
| -72% | -$2.54M |
|
|
ESRX
2294
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.01M | ﹤0.01% |
15,900
+7,800
| +96% | +$485K |
|
|
JUNO
2295
PUT
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1M | ﹤0.01% |
22,400
-18,100
| -45% | -$617K |
|
2296
Nabors Industries
NBR
$1.21B
| $1M | ﹤0.01% |
2,487
+1,622
| +188% | +$593K |
|
2297
Huntsman Corp
HUN
$1.74B
| $1M | ﹤0.01% |
36,530
-30,201
| -45% | -$805K |
|
2298
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.44B
| $1M | ﹤0.01% |
85,671
-26,553
| -24% | -$302K |
|
2299
CALL
FirstEnergy
FE
$28.2B
| $999K | ﹤0.01% |
32,400
+22,200
| +218% | +$699K |
|
|
EUHY
2300
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$245M
| $999K | ﹤0.01% |
18,646
-21,777
| -54% | -$1.15M |
|
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.