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 | |
|---|---|---|---|---|---|---|
1101
Alerian MLP ETF
AMLP
$12.9B
| $3.63M | 0.01% |
+64,677
| New | +$3.7M |
|
1102
Parker-Hannifin
PH
$125B
| $3.63M | 0.01% |
20,730
+15,761
| +317% | +$2.59M |
|
|
CRC
1103
PUT
DELISTED
California Resources Corporation
CRC
| $3.62M | 0.01% |
346,100
+332,100
| +2,372% | +$2.65M |
|
|
WW
1104
CALL
DELISTED
WW International
WW
| $3.62M | 0.01% |
83,000
+38,500
| +87% | +$1.6M |
|
|
COL
1105
DELISTED
Rockwell Collins
COL
| $3.62M | 0.01% |
27,653
+15,617
| +130% | +$1.9M |
|
1106
iShares Global Utilities ETF
JXI
$319M
| $3.61M | 0.01% |
71,299
+766
| +1% | +$39K |
|
1107
PUT
Kraft Heinz
KHC
$32.4B
| $3.61M | 0.01% |
46,600
+22,600
| +94% | +$1.89M |
|
1108
CALL
Lithia Motors
LAD
$8.17B
| $3.61M | 0.01% |
+30,000
| New | +$3.14M |
|
1109
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$104M
| $3.6M | 0.01% |
+154,257
| New | +$3.53M |
|
1110
TripAdvisor
TRIP
$1.74B
| $3.6M | 0.01% |
88,734
-26,874
| -23% | -$1.09M |
|
|
NBIS
1111
Nebius Group N.V.
NBIS
$43.1B
| $3.59M | 0.01% |
108,948
+38,117
| +54% | +$1.16M |
|
1112
CALL
Bristol-Myers Squibb
BMY
$130B
| $3.58M | 0.01% |
56,200
-33,700
| -37% | -$1.97M |
|
1113
WisdomTree Dynamic International Equity Fund
DDWM
$1.48B
| $3.58M | 0.01% |
120,441
-166,365
| -58% | -$4.83M |
|
|
TAHO
1114
DELISTED
Tahoe Resources Inc
TAHO
| $3.57M | 0.01% |
677,583
+557,264
| +463% | +$3.03M |
|
1115
Workday
WDAY
$39.4B
| $3.57M | 0.01% |
33,832
+5,010
| +17% | +$517K |
|
1116
CALL
Nike
NKE
$63.9B
| $3.54M | 0.01% |
68,300
-143,700
| -68% | -$8.07M |
|
|
GRA
1117
DELISTED
W.R. Grace & Co.
GRA
| $3.53M | 0.01% |
48,984
-32,113
| -40% | -$2.27M |
|
1118
iShares MSCI Japan ETF
EWJ
$21.3B
| $3.53M | 0.01% |
63,403
-791,298
| -93% | -$43.2M |
|
1119
CALL
Las Vegas Sands
LVS
$32B
| $3.53M | 0.01% |
55,000
-102,900
| -65% | -$6.38M |
|
1120
CALL
Marathon Petroleum
MPC
$89.3B
| $3.53M | 0.01% |
62,900
-34,300
| -35% | -$1.84M |
|
1121
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.94B
| $3.53M | 0.01% |
111,528
+93,132
| +506% | +$2.88M |
|
|
B
1122
Barrick Mining
B
$61.5B
| $3.52M | 0.01% |
218,837
+103,198
| +89% | +$1.73M |
|
1123
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$349M
| $3.51M | 0.01% |
106,856
+98,001
| +1,107% | +$3.15M |
|
1124
Trane Technologies
TT
$104B
| $3.51M | 0.01% |
39,333
+37,012
| +1,595% | +$3.27M |
|
1125
CALL
Devon Energy
DVN
$49.2B
| $3.5M | 0.01% |
95,400
-723,900
| -88% | -$23.5M |
|
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.