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 | |
|---|---|---|---|---|---|---|
2726
Vanguard Materials ETF
VAW
$2.95B
| $682K | ﹤0.01% |
5,308
-25,866
| -83% | -$3.22M |
|
|
HEWI
2727
DELISTED
iShares Currency Hedged MSCI Italy ETF
HEWI
| $682K | ﹤0.01% |
38,837
+16,248
| +72% | +$274K |
|
2728
Plains All American Pipeline
PAA
$17.3B
| $681K | ﹤0.01% |
32,126
-325,997
| -91% | -$7.54M |
|
|
EMWP
2729
DELISTED
Eros Media World PLC
EMWP
| $681K | ﹤0.01% |
+2,381
| New | +$533K |
|
2730
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $680K | ﹤0.01% |
+12,200
| New | +$665K |
|
|
TCF
2731
DELISTED
TCF Financial Corporation
TCF
| $680K | ﹤0.01% |
+39,888
| New | +$629K |
|
2732
PUT
GameStop
GME
$9.75B
| $678K | ﹤0.01% |
131,200
+89,200
| +212% | +$462K |
|
2733
CALL
Nucor
NUE
$58.6B
| $678K | ﹤0.01% |
12,100
-54,300
| -82% | -$3.07M |
|
2734
Bank OZK
OZK
$5.6B
| $678K | ﹤0.01% |
14,107
-197,895
| -93% | -$8.81M |
|
2735
CALL
Williams Companies
WMB
$87.5B
| $678K | ﹤0.01% |
22,600
+300
| +1% | +$9.13K |
|
2736
iShares Yield Optimized Bond ETF
BYLD
$447M
| $677K | ﹤0.01% |
26,894
+321
| +1% | +$8.06K |
|
2737
CALL
Perrigo
PRGO
$1.4B
| $677K | ﹤0.01% |
8,000
+800
| +11% | +$62.2K |
|
2738
Range Resources
RRC
$9.38B
| $677K | ﹤0.01% |
34,587
-28,287
| -45% | -$547K |
|
|
CBI
2739
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $677K | ﹤0.01% |
40,300
-194,100
| -83% | -$2.97M |
|
2740
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
ASHS
$32.7M
| $675K | ﹤0.01% |
18,530
+9,890
| +114% | +$344K |
|
2741
Chord Energy
CHRD
$7.9B
| $674K | ﹤0.01% |
73,913
+37,590
| +103% | +$295K |
|
|
CPE
2742
PUT
DELISTED
Callon Petroleum Company
CPE
| $674K | ﹤0.01% |
6,000
-26,500
| -82% | -$2.82M |
|
2743
Intercontinental Exchange
ICE
$85.6B
| $673K | ﹤0.01% |
9,801
+674
| +7% | +$44.4K |
|
|
RDUS
2744
CALL
DELISTED
Radius Recycling
RDUS
| $673K | ﹤0.01% |
+23,900
| New | +$626K |
|
2745
PUT
YPF
YPF
$206B
| $673K | ﹤0.01% |
+30,200
| New | +$623K |
|
2746
First Trust Technology AlphaDEX Fund
FXL
$2.53B
| $672K | ﹤0.01% |
14,012
-16,764
| -54% | -$768K |
|
2747
ICICI Bank
IBN
$108B
| $672K | ﹤0.01% |
78,560
+66,713
| +563% | +$610K |
|
2748
McEwen Inc
MUX
$1.03B
| $672K | ﹤0.01% |
34,484
+25,169
| +270% | +$616K |
|
2749
Global Payments
GPN
$23B
| $671K | ﹤0.01% |
+7,066
| New | +$666K |
|
2750
Invesco Active US Real Estate Fund
PSR
$59.4M
| $671K | ﹤0.01% |
8,501
+1,585
| +23% | +$126K |
|
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.