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 | |
|---|---|---|---|---|---|---|
1
CALL
Amazon
AMZN
$2.5T
| $763M | 2.47% |
15,866,000
+8,006,000
| +102% | +$393M |
|
|
2
PUT
Amazon
AMZN
$2.5T
| $571M | 1.84% |
11,870,000
+404,000
| +4% | +$19.8M |
|
3
CALL
Alibaba
BABA
$269B
| $562M | 1.82% |
3,252,600
+1,878,800
| +137% | +$305M |
|
4
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $485M | 1.57% |
10,827,600
-280,000
| -3% | -$12.3M |
|
|
5
Alphabet (Google) Class C
GOOG
$3.9T
| $460M | 1.49% |
9,598,960
+2,839,220
| +42% | +$132M |
|
|
6
CALL
Alphabet (Google) Class A
GOOGL
$3.91T
| $367M | 1.19% |
7,530,000
+1,420,000
| +23% | +$67.3M |
|
7
CALL
Apple
AAPL
$4.89T
| $325M | 1.05% |
8,446,000
-1,884,000
| -18% | -$73.1M |
|
|
8
Amazon
AMZN
$2.5T
| $285M | 0.92% |
5,934,040
+2,337,000
| +65% | +$115M |
|
9
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $253M | 0.82% |
1,351,900
-926,200
| -41% | -$156M |
|
|
10
PUT
Apple
AAPL
$4.89T
| $252M | 0.82% |
6,542,000
+2,784,400
| +74% | +$108M |
|
|
11
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $245M | 0.79% |
+5,628,764
| New | +$244M |
|
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $243M | 0.79% |
2,740,600
-1,740,200
| -39% | -$154M |
|
|
13
Alphabet (Google) Class A
GOOGL
$3.91T
| $237M | 0.77% |
4,867,480
+365,520
| +8% | +$17.3M |
|
|
14
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $221M | 0.72% |
3,230,900
+2,334,600
| +260% | +$156M |
|
15
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $215M | 0.69% |
1,722,000
+596,500
| +53% | +$75M |
|
16
CALL
iShares US Real Estate ETF
IYR
$4.59B
| $214M | 0.69% |
2,681,700
+1,042,500
| +64% | +$83.7M |
|
|
17
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $212M | 0.68% |
1,128,654
-68,332
| -6% | -$11.5M |
|
|
18
PUT
Alibaba
BABA
$269B
| $211M | 0.68% |
1,219,800
+156,900
| +15% | +$25.4M |
|
19
CALL
Tesla
TSLA
$1.24T
| $207M | 0.67% |
9,115,500
-3,456,000
| -27% | -$79.7M |
|
|
20
PUT
Tesla
TSLA
$1.24T
| $207M | 0.67% |
9,093,000
-1,023,000
| -10% | -$23.6M |
|
|
21
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $204M | 0.66% |
4,200,000
-1,378,000
| -25% | -$65.4M |
|
|
22
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $204M | 0.66% |
4,541,400
-543,500
| -11% | -$23.9M |
|
23
PUT
Constellation Brands
STZ
$22.2B
| $198M | 0.64% |
995,000
-292,800
| -23% | -$57.9M |
|
24
VanEck Gold Miners ETF
GDX
$23B
| $196M | 0.63% |
8,550,691
+1,377,855
| +19% | +$31.8M |
|
25
PUT
Meta Platforms (Facebook)
META
$1.51T
| $194M | 0.63% |
1,135,600
+575,000
| +103% | +$96M |
|
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.