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 | |
|---|---|---|---|---|---|---|
|
JPXN
1051
iShares JPX-Nikkei 400 ETF
JPXN
$130M
| $3.94M | 0.01% |
65,181
+10,016
| +18% | +$594K |
|
1052
Vanguard Small-Cap ETF
VB
$80.2B
| $3.93M | 0.01% |
27,803
+25,528
| +1,122% | +$3.48M |
|
1053
United Parks & Resorts
PRKS
$2.21B
| $3.93M | 0.01% |
+302,265
| New | +$4.14M |
|
1054
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $3.92M | 0.01% |
82,777
-32,457
| -28% | -$1.54M |
|
|
ATVI
1055
PUT
DELISTED
Activision Blizzard
ATVI
| $3.91M | 0.01% |
60,600
+42,900
| +242% | +$2.68M |
|
1056
APA Corp
APA
$12.3B
| $3.9M | 0.01% |
85,257
+42,725
| +100% | +$1.88M |
|
|
KITE
1057
PUT
DELISTED
Kite Pharma, Inc.
KITE
| $3.88M | 0.01% |
21,600
-3,900
| -15% | -$543K |
|
1058
CALL
Procter & Gamble
PG
$347B
| $3.88M | 0.01% |
42,600
+13,100
| +44% | +$1.19M |
|
1059
FlexShares STOXX Global Broad Infrastructure Index Fund
NFRA
$3.02B
| $3.87M | 0.01% |
+80,723
| New | +$3.87M |
|
1060
Invesco S&P Global Water Index ETF
CGW
$1.06B
| $3.86M | 0.01% |
112,140
+84,175
| +301% | +$2.82M |
|
1061
IAMGOLD
IAG
$8.24B
| $3.86M | 0.01% |
632,511
+368,223
| +139% | +$2.14M |
|
1062
AT&T
T
$169B
| $3.86M | 0.01% |
130,372
+90,289
| +225% | +$2.56M |
|
1063
ARK Web x.0 ETF
ARKW
$1.64B
| $3.86M | 0.01% |
94,839
+68,838
| +265% | +$2.64M |
|
1064
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94M
| $3.85M | 0.01% |
73,093
+47,552
| +186% | +$2.36M |
|
1065
iShares ESG Advanced High Yield Corporate Bond ETF
HYXF
$192M
| $3.85M | 0.01% |
74,102
-5,567
| -7% | -$290K |
|
1066
PUT
Kimberly-Clark
KMB
$37.5B
| $3.84M | 0.01% |
32,600
+15,200
| +87% | +$1.86M |
|
|
DISH
1067
CALL
DELISTED
DISH Network Corp.
DISH
| $3.83M | 0.01% |
70,700
+23,000
| +48% | +$1.36M |
|
1068
JPMorgan Diversified Return International Equity ETF
JPIN
$364M
| $3.83M | 0.01% |
66,063
-85,479
| -56% | -$4.88M |
|
|
KL
1069
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $3.83M | 0.01% |
+297,010
| New | +$3.76M |
|
|
FINL
1070
PUT
DELISTED
Finish Line
FINL
| $3.81M | 0.01% |
316,400
+299,000
| +1,718% | +$3.57M |
|
1071
Banco Santander
SAN
$200B
| $3.81M | 0.01% |
572,110
+561,631
| +5,360% | +$3.59M |
|
1072
Illumina
ILMN
$29.2B
| $3.79M | 0.01% |
19,570
+14,778
| +308% | +$2.75M |
|
|
TTM
1073
DELISTED
Tata Motors Limited
TTM
| $3.79M | 0.01% |
122,398
+43,196
| +55% | +$1.39M |
|
1074
Roku
ROKU
$21.3B
| $3.78M | 0.01% |
+142,579
| New | +$3.57M |
|
|
BAS
1075
CALL
DELISTED
Basis Energy Services, Inc.
BAS
| $3.78M | 0.01% |
196,000
+171,000
| +684% | +$3.39M |
|
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.