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 | |
|---|---|---|---|---|---|---|
1126
WisdomTree US Total Dividend Fund
DTD
$1.66B
| $3.48M | 0.01% |
79,340
-60,868
| -43% | -$2.62M |
|
1127
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
| $3.48M | 0.01% |
87,400
+80,600
| +1,185% | +$3.1M |
|
1128
Freeport-McMoran
FCX
$88.6B
| $3.48M | 0.01% |
247,560
-13,040
| -5% | -$183K |
|
1129
Advance Auto Parts
AAP
$3.54B
| $3.46M | 0.01% |
34,874
+26,825
| +333% | +$2.71M |
|
1130
B2Gold
BTG
$5.12B
| $3.46M | 0.01% |
1,234,354
+826,846
| +203% | +$2.19M |
|
1131
PUT
Twilio
TWLO
$29.5B
| $3.45M | 0.01% |
115,500
+95,700
| +483% | +$2.87M |
|
|
OCLR
1132
DELISTED
Oclaro Inc.
OCLR
| $3.45M | 0.01% |
399,499
+314,178
| +368% | +$2.83M |
|
|
AMTD
1133
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.45M | 0.01% |
70,628
+53,707
| +317% | +$2.41M |
|
1134
iShares Core 5-10 Year USD Bond ETF
IMTB
$276M
| $3.44M | 0.01% |
69,235
+62,277
| +895% | +$3.1M |
|
1135
PUT
Alcoa
AA
$11.7B
| $3.43M | 0.01% |
73,600
-14,500
| -16% | -$580K |
|
1136
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$74.4M
| $3.42M | 0.01% |
111,962
+80,516
| +256% | +$2.38M |
|
1137
Incyte
INCY
$26B
| $3.42M | 0.01% |
29,258
+26,256
| +875% | +$3.32M |
|
1138
PUT
Humana
HUM
$46.7B
| $3.41M | 0.01% |
14,000
+3,200
| +30% | +$784K |
|
1139
PUT
Morgan Stanley
MS
$333B
| $3.41M | 0.01% |
70,800
-27,900
| -28% | -$1.29M |
|
1140
Invesco S&P International Developed Low Volatility ETF
IDLV
$344M
| $3.4M | 0.01% |
+102,610
| New | +$3.38M |
|
1141
CALL
XPO
XPO
$24B
| $3.4M | 0.01% |
145,148
-686,417
| -83% | -$14.4M |
|
1142
PUT
Plains All American Pipeline
PAA
$17.2B
| $3.4M | 0.01% |
160,500
-286,100
| -64% | -$6.62M |
|
|
TWTR
1143
DELISTED
Twitter, Inc.
TWTR
| $3.4M | 0.01% |
201,401
-73,336
| -27% | -$1.28M |
|
1144
WisdomTree New Economy Real Estate Fund
WTRE
$15.5M
| $3.39M | 0.01% |
107,248
+25,331
| +31% | +$783K |
|
|
MMP
1145
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $3.38M | 0.01% |
+47,600
| New | +$3.29M |
|
1146
Tyson Foods
TSN
$21.5B
| $3.38M | 0.01% |
47,963
+368
| +0.8% | +$23.5K |
|
1147
Invesco S&P 500 Revenue ETF
RWL
$9.67B
| $3.38M | 0.01% |
70,451
+3,250
| +5% | +$152K |
|
1148
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$1.97B
| $3.38M | 0.01% |
114,047
+43,279
| +61% | +$1.25M |
|
1149
PUT
Vanguard Growth ETF
VUG
$216B
| $3.37M | 0.01% |
+152,400
| New | +$3.31M |
|
|
KEM
1150
CALL
DELISTED
KEMET Corporation
KEM
| $3.37M | 0.01% |
+159,400
| New | +$3.01M |
|
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.