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 | |
|---|---|---|---|---|---|---|
651
Vanguard International High Dividend Yield ETF
VYMI
$20.3B
| $7.32M | 0.02% |
111,388
+37,027
| +50% | +$2.39M |
|
652
WisdomTree International High Dividend Fund
DTH
$641M
| $7.32M | 0.02% |
167,143
+139,077
| +496% | +$5.98M |
|
653
EOG Resources
EOG
$74.7B
| $7.31M | 0.02% |
75,601
+11,425
| +18% | +$1.03M |
|
654
PUT
Goodyear
GT
$2.04B
| $7.29M | 0.02% |
+219,300
| New | +$7.13M |
|
|
AET
655
PUT
DELISTED
Aetna Inc
AET
| $7.28M | 0.02% |
45,800
+34,800
| +316% | +$5.44M |
|
|
LL
656
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $7.28M | 0.02% |
+186,800
| New | +$6.21M |
|
657
Invesco China Technology ETF
CQQQ
$3.08B
| $7.28M | 0.02% |
127,331
+96,057
| +307% | +$5.1M |
|
658
PUT
Sherwin-Williams
SHW
$80.7B
| $7.27M | 0.02% |
60,900
+56,400
| +1,253% | +$6.47M |
|
|
DTO
659
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $7.23M | 0.02% |
60,580
-12,492
| -17% | -$1.71M |
|
660
First Trust Value Line Dividend Fund
FVD
$8.32B
| $7.23M | 0.02% |
242,933
-61,197
| -20% | -$1.8M |
|
661
Archer Daniels Midland
ADM
$40.1B
| $7.2M | 0.02% |
169,449
+143,328
| +549% | +$6.04M |
|
662
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$69.1M
| $7.18M | 0.02% |
225,948
-91,071
| -29% | -$2.87M |
|
|
663
PUT
GE Aerospace
GE
$375B
| $7.15M | 0.02% |
61,701
+30,026
| +95% | +$3.63M |
|
664
CALL
Equifax
EFX
$20.8B
| $7.14M | 0.02% |
+67,400
| New | +$8.91M |
|
665
PUT
Autodesk
ADSK
$47.7B
| $7.14M | 0.02% |
63,600
+58,200
| +1,078% | +$6.42M |
|
|
666
CALL
Sherwin-Williams
SHW
$80.7B
| $7.13M | 0.02% |
59,700
+40,200
| +206% | +$4.61M |
|
667
Accenture
ACN
$94.3B
| $7.08M | 0.02% |
52,458
+35,018
| +201% | +$4.56M |
|
668
DuPont de Nemours
DD
$18.9B
| $7.08M | 0.02% |
40,368
+34,773
| +622% | +$5.8M |
|
669
Agnico Eagle Mines
AEM
$73B
| $7.07M | 0.02% |
156,338
+141,429
| +949% | +$6.62M |
|
670
iShares Core 10+ Year USD Bond ETF
ILTB
$599M
| $7.04M | 0.02% |
+110,299
| New | +$7.04M |
|
671
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $7.03M | 0.02% |
39,304
-55,143
| -58% | -$9.37M |
|
672
Schwab US Large- Cap ETF
SCHX
$71.1B
| $7.03M | 0.02% |
702,396
-872,916
| -55% | -$8.57M |
|
673
Cemex
CX
$17.6B
| $6.99M | 0.02% |
770,006
+629,488
| +448% | +$5.97M |
|
674
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$143M
| $6.96M | 0.02% |
189,687
+57,447
| +43% | +$1.99M |
|
675
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$77.7M
| $6.94M | 0.02% |
103,435
+34,225
| +49% | +$2.27M |
|
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.