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 | |
|---|---|---|---|---|---|---|
976
iShares MSCI Saudi Arabia ETF
KSA
$622M
| $4.3M | 0.01% |
164,435
+76,047
| +86% | +$1.98M |
|
977
Warner Bros
WBD
$64.2B
| $4.3M | 0.01% |
+201,768
| New | +$4.75M |
|
|
USCR
978
PUT
DELISTED
U S Concrete, Inc.
USCR
| $4.3M | 0.01% |
56,300
+49,300
| +704% | +$3.78M |
|
979
CALL
ProShares UltraPro Short Dow 30
SDOW
$160M
| $4.29M | 0.01% |
2,516
+999
| +66% | +$1.84M |
|
980
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
| $4.29M | 0.01% |
133,300
+86,800
| +187% | +$2.72M |
|
981
iShares US Equity Factor ETF
LRGF
$3.55B
| $4.29M | 0.01% |
143,262
+67,266
| +89% | +$1.97M |
|
|
OPPE
982
WisdomTree European Opportunities Fund
OPPE
$286M
| $4.29M | 0.01% |
139,493
+76,977
| +123% | +$2.3M |
|
983
CALL
Ubiquiti
UI
$32.4B
| $4.29M | 0.01% |
76,500
+60,800
| +387% | +$3.5M |
|
|
MOMO
984
PUT
Hello Group
MOMO
$869M
| $4.28M | 0.01% |
136,700
+57,200
| +72% | +$2.27M |
|
985
CALL
Tyson Foods
TSN
$21.5B
| $4.28M | 0.01% |
60,800
+46,200
| +316% | +$2.95M |
|
|
KEM
986
PUT
DELISTED
KEMET Corporation
KEM
| $4.28M | 0.01% |
+202,600
| New | +$3.83M |
|
987
iShares MSCI United Kingdom Small-Cap ETF
EWUS
$41.8M
| $4.28M | 0.01% |
102,617
-48,112
| -32% | -$1.92M |
|
988
PUT
AbbVie
ABBV
$465B
| $4.27M | 0.01% |
48,100
+40,100
| +501% | +$3.05M |
|
|
PX
989
DELISTED
Praxair Inc
PX
| $4.27M | 0.01% |
30,562
+24,243
| +384% | +$3.23M |
|
990
First Trust Utilities AlphaDEX Fund
FXU
$836M
| $4.26M | 0.01% |
157,708
+48,619
| +45% | +$1.34M |
|
991
CALL
Altria Group
MO
$125B
| $4.25M | 0.01% |
67,100
+35,600
| +113% | +$2.37M |
|
992
CALL
Equity Lifestyle Properties
ELS
$12.8B
| $4.25M | 0.01% |
100,000
| – | – |
|
993
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$321M
| $4.25M | 0.01% |
137,142
+76,737
| +127% | +$2.34M |
|
994
PUT
Halliburton
HAL
$26.1B
| $4.25M | 0.01% |
92,300
-824,000
| -90% | -$34.5M |
|
995
PACCAR
PCAR
$72.7B
| $4.24M | 0.01% |
87,935
+78,843
| +867% | +$3.56M |
|
|
CRZO
996
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $4.24M | 0.01% |
247,513
+189,025
| +323% | +$2.76M |
|
|
RSX
997
CALL
DELISTED
VanEck Russia ETF
RSX
| $4.24M | 0.01% |
190,000
+41,900
| +28% | +$865K |
|
998
Goldman Sachs ActiveBeta Japan Equity ETF
GSJY
$81.6M
| $4.23M | 0.01% |
+135,243
| New | +$4.14M |
|
999
First Trust Emerging Markets AlphaDEX Fund
FEM
$733M
| $4.21M | 0.01% |
153,875
+115,126
| +297% | +$2.99M |
|
1000
Cintas
CTAS
$86B
| $4.21M | 0.01% |
116,700
+98,124
| +528% | +$3.27M |
|
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.