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 | |
|---|---|---|---|---|---|---|
826
Emerson Electric
EMR
$85.1B
| $5.48M | 0.02% |
87,207
+70,518
| +423% | +$4.25M |
|
827
iShares Agency Bond ETF
AGZ
$560M
| $5.46M | 0.02% |
48,055
-24,408
| -34% | -$2.78M |
|
828
PUT
Nike
NKE
$63.8B
| $5.43M | 0.02% |
104,700
-30,300
| -22% | -$1.7M |
|
829
Dollar General
DG
$27.8B
| $5.41M | 0.02% |
66,771
-21,177
| -24% | -$1.59M |
|
830
CALL
Plains All American Pipeline
PAA
$17.1B
| $5.39M | 0.02% |
254,500
+192,500
| +310% | +$4.45M |
|
831
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$174M
| $5.38M | 0.02% |
+112,520
| New | +$5.34M |
|
|
RTN
832
PUT
DELISTED
Raytheon Company
RTN
| $5.37M | 0.02% |
28,800
+24,800
| +620% | +$4.37M |
|
833
PUT
Target
TGT
$65.5B
| $5.36M | 0.02% |
90,900
+21,000
| +30% | +$1.18M |
|
834
Microchip Technology
MCHP
$42B
| $5.36M | 0.02% |
119,342
+58,104
| +95% | +$2.44M |
|
835
PUT
Cemex
CX
$17.5B
| $5.34M | 0.02% |
+587,800
| New | +$5.58M |
|
836
Coca-Cola
KO
$378B
| $5.34M | 0.02% |
118,524
+10,550
| +10% | +$480K |
|
|
ALXN
837
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $5.32M | 0.02% |
37,900
-24,300
| -39% | -$3.3M |
|
838
CALL
3M
MMM
$94.5B
| $5.31M | 0.02% |
30,259
+6,459
| +27% | +$1.12M |
|
|
SODA
839
DELISTED
SodaStream International Ltd
SODA
| $5.31M | 0.02% |
79,848
+14,195
| +22% | +$826K |
|
|
AXJL
840
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| $5.3M | 0.02% |
79,048
+35,273
| +81% | +$2.39M |
|
841
Johnson Controls International
JCI
$85.3B
| $5.25M | 0.02% |
130,342
-236,572
| -64% | -$9.57M |
|
842
CALL
United Airlines
UAL
$40.4B
| $5.24M | 0.02% |
86,100
+71,000
| +470% | +$4.73M |
|
|
LNW
843
PUT
DELISTED
Light & Wonder
LNW
| $5.24M | 0.02% |
114,200
+12,800
| +13% | +$446K |
|
|
844
PUT
Dollar General
DG
$27.8B
| $5.21M | 0.02% |
64,300
+43,700
| +212% | +$3.27M |
|
845
iShares Morningstar Growth ETF
ILCG
$3.07B
| $5.2M | 0.02% |
177,735
+56,475
| +47% | +$1.63M |
|
846
Thermo Fisher Scientific
TMO
$214B
| $5.2M | 0.02% |
27,496
+22,980
| +509% | +$4.16M |
|
847
iShare MSCI Eurozone ETF
EZU
$9.46B
| $5.2M | 0.02% |
120,025
-948,922
| -89% | -$39.7M |
|
848
MGM Resorts International
MGM
$11.8B
| $5.2M | 0.02% |
159,484
+22,090
| +16% | +$711K |
|
849
PUT
ProShares UltraPro Russell2000
URTY
$331M
| $5.2M | 0.02% |
68,200
+10,400
| +18% | +$680K |
|
850
Franco-Nevada
FNV
$40.9B
| $5.19M | 0.02% |
+67,036
| New | +$5.15M |
|
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.