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 | |
|---|---|---|---|---|---|---|
701
iShares US Pharmaceuticals ETF
IHE
$1.48B
| $6.62M | 0.02% |
127,080
+92,808
| +271% | +$4.76M |
|
702
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$244M
| $6.59M | 0.02% |
+159,243
| New | +$6.45M |
|
703
Lam Research
LRCX
$365B
| $6.57M | 0.02% |
354,910
+86,670
| +32% | +$1.41M |
|
|
BLUE
704
CALL
DELISTED
bluebird bio
BLUE
| $6.55M | 0.02% |
3,682
+1,582
| +75% | +$2.21M |
|
705
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$68.4M
| $6.55M | 0.02% |
101
+77
| +321% | +$5.14M |
|
706
CALL
Universal Display
OLED
$3.81B
| $6.53M | 0.02% |
50,700
+44,300
| +692% | +$5.36M |
|
707
ConocoPhillips
COP
$141B
| $6.53M | 0.02% |
130,454
+66,198
| +103% | +$2.97M |
|
708
CALL
CarMax
KMX
$8.29B
| $6.53M | 0.02% |
86,100
-154,000
| -64% | -$10.3M |
|
709
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
| $6.51M | 0.02% |
89,127
+5,388
| +6% | +$390K |
|
|
KITE
710
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $6.51M | 0.02% |
36,200
-34,200
| -49% | -$4.77M |
|
|
CUMB
711
DELISTED
Virtus Cumberland Municipal Bond ETF
CUMB
| $6.51M | 0.02% |
255,122
+106,724
| +72% | +$2.73M |
|
712
CALL
Cummins
CMI
$91.3B
| $6.5M | 0.02% |
38,700
+22,300
| +136% | +$3.61M |
|
713
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $6.5M | 0.02% |
117,980
-49,526
| -30% | -$2.73M |
|
|
TLRD
714
CALL
DELISTED
Tailored Brands, Inc.
TLRD
| $6.5M | 0.02% |
+450,000
| New | +$5.48M |
|
715
iShares MSCI USA Equal Weighted ETF
EUSA
$1.82B
| $6.49M | 0.02% |
+123,742
| New | +$6.36M |
|
716
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.51B
| $6.49M | 0.02% |
158,133
-179,788
| -53% | -$7.35M |
|
717
Toronto Dominion Bank
TD
$198B
| $6.49M | 0.02% |
115,269
+106,438
| +1,205% | +$5.59M |
|
|
RHT
718
PUT
DELISTED
Red Hat Inc
RHT
| $6.49M | 0.02% |
58,500
+10,400
| +22% | +$1.06M |
|
719
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.33B
| $6.48M | 0.02% |
99,812
+72,935
| +271% | +$4.07M |
|
720
Bank of Montreal
BMO
$125B
| $6.47M | 0.02% |
85,469
-119,236
| -58% | -$8.89M |
|
721
CALL
JD.com
JD
$41.8B
| $6.47M | 0.02% |
169,400
-155,500
| -48% | -$6.66M |
|
722
Expedia Group
EXPE
$33.4B
| $6.47M | 0.02% |
44,944
+40,069
| +822% | +$5.94M |
|
723
iShares California Muni Bond ETF
CMF
$4.56B
| $6.45M | 0.02% |
108,876
+16,826
| +18% | +$998K |
|
724
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
| $6.45M | 0.02% |
83,889
+78,524
| +1,464% | +$6.08M |
|
725
iShares MSCI Australia ETF
EWA
$1.37B
| $6.43M | 0.02% |
286,400
+190,620
| +199% | +$4.29M |
|
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.