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 | |
|---|---|---|---|---|---|---|
1001
PUT
iShares Russell 2000 Value ETF
IWN
$14.5B
| $4.21M | 0.01% |
+33,900
| New | +$4M |
|
1002
Pan American Silver
PAAS
$18.2B
| $4.2M | 0.01% |
246,168
+161,760
| +192% | +$2.79M |
|
|
AET
1003
CALL
DELISTED
Aetna Inc
AET
| $4.2M | 0.01% |
26,400
+11,000
| +71% | +$1.72M |
|
1004
Invesco S&P 500 Top 50 ETF
XLG
$10.4B
| $4.18M | 0.01% |
+235,080
| New | +$4.12M |
|
1005
PUT
Alaska Air
ALK
$5.42B
| $4.18M | 0.01% |
54,800
+52,400
| +2,183% | +$4.28M |
|
1006
PUT
LPL Financial
LPLA
$27.4B
| $4.18M | 0.01% |
+81,000
| New | +$3.73M |
|
|
NGD
1007
DELISTED
New Gold Inc
NGD
| $4.18M | 0.01% |
1,125,914
+1,090,970
| +3,122% | +$3.77M |
|
1008
Stellantis
STLA
$16.7B
| $4.18M | 0.01% |
233,165
+219,702
| +1,632% | +$3.04M |
|
1009
CALL
MetLife
MET
$62.7B
| $4.16M | 0.01% |
80,100
+20,971
| +35% | +$1.02M |
|
1010
H&R Block
HRB
$5.7B
| $4.16M | 0.01% |
157,081
+135,156
| +616% | +$3.93M |
|
1011
WisdomTree International Equity Fund
DWM
$671M
| $4.15M | 0.01% |
76,131
+13,720
| +22% | +$732K |
|
1012
iShares MSCI Philippines ETF
EPHE
$132M
| $4.13M | 0.01% |
111,584
+47,510
| +74% | +$1.72M |
|
|
JUNO
1013
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $4.12M | 0.01% |
91,900
+16,800
| +22% | +$573K |
|
1014
PUT
Intuit
INTU
$85.6B
| $4.11M | 0.01% |
+28,900
| New | +$3.99M |
|
1015
iShares MSCI Emerging Markets ex China ETF
EMXC
$22.8B
| $4.11M | 0.01% |
+80,435
| New | +$4.11M |
|
1016
ProShares VIX Short-Term Futures ETF
VIXY
$208M
| $4.1M | 0.01% |
1,577
+951
| +152% | +$2.94M |
|
|
GRUB
1017
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.09M | 0.01% |
38,800
+5,000
| +15% | +$512K |
|
1018
Canadian Imperial Bank of Commerce
CM
$109B
| $4.08M | 0.01% |
93,166
+62,552
| +204% | +$2.68M |
|
1019
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$225M
| $4.07M | 0.01% |
1,675
+321
| +24% | +$619K |
|
1020
Genpact
G
$5.87B
| $4.07M | 0.01% |
+141,575
| New | +$4.03M |
|
1021
CALL
Thermo Fisher Scientific
TMO
$214B
| $4.07M | 0.01% |
21,500
+15,600
| +264% | +$2.83M |
|
1022
PUT
Carnival Corporation Ltd
CCL
$38.7B
| $4.06M | 0.01% |
62,900
+54,000
| +607% | +$3.61M |
|
1023
Simon Property Group
SPG
$76.8B
| $4.06M | 0.01% |
25,189
+6,802
| +37% | +$1.09M |
|
|
ATVI
1024
DELISTED
Activision Blizzard
ATVI
| $4.05M | 0.01% |
62,790
+20,247
| +48% | +$1.26M |
|
1025
CALL
Occidental Petroleum
OXY
$53.6B
| $4.04M | 0.01% |
63,000
+16,900
| +37% | +$1.03M |
|
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.