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 | |
|---|---|---|---|---|---|---|
1251
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
| $2.98M | 0.01% |
26,728
+23,248
| +668% | +$2.31M |
|
1252
Rockwell Automation
ROK
$52.4B
| $2.97M | 0.01% |
16,687
+12,883
| +339% | +$2.14M |
|
1253
Galicia Financial Group
GGAL
$7.9B
| $2.97M | 0.01% |
57,609
+50,600
| +722% | +$2.17M |
|
1254
JD.com
JD
$42.9B
| $2.96M | 0.01% |
77,532
-54,099
| -41% | -$2.32M |
|
1255
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.8B
| $2.96M | 0.01% |
45,754
-11,062
| -19% | -$718K |
|
1256
PUT
Devon Energy
DVN
$49.2B
| $2.96M | 0.01% |
80,500
-7,600
| -9% | -$246K |
|
|
EUMV
1257
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
| $2.95M | 0.01% |
116,787
-118,514
| -50% | -$2.96M |
|
1258
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$225M
| $2.95M | 0.01% |
1,214
+979
| +417% | +$1.89M |
|
1259
Harmony Gold Mining
HMY
$9.7B
| $2.95M | 0.01% |
1,612,863
+1,302,658
| +420% | +$2.39M |
|
1260
CALL
Tenet Healthcare
THC
$22.6B
| $2.95M | 0.01% |
+179,400
| New | +$3.04M |
|
1261
iShares MSCI Taiwan ETF
EWT
$9.59B
| $2.94M | 0.01% |
81,566
-609,824
| -88% | -$22.4M |
|
|
MON
1262
DELISTED
Monsanto Co
MON
| $2.94M | 0.01% |
24,566
-7,176
| -23% | -$844K |
|
1263
VanEck Steel ETF
SLX
$167M
| $2.94M | 0.01% |
69,695
-16,009
| -19% | -$663K |
|
1264
CALL
Comcast
CMCSA
$85.8B
| $2.94M | 0.01% |
76,400
+49,500
| +184% | +$1.95M |
|
|
BMLA
1265
DELISTED
Horizons ETF Trust I BullMark LatAm Select Leaders ETF
BMLA
| $2.94M | 0.01% |
85,324
+65,414
| +329% | +$2.21M |
|
1266
United States Natural Gas Fund
UNG
$444M
| $2.93M | 0.01% |
27,888
+22,023
| +375% | +$2.32M |
|
1267
FlexShares Quality Dividend Index Fund
QDF
$2.23B
| $2.93M | 0.01% |
69,051
+53,872
| +355% | +$2.24M |
|
|
TSRO
1268
DELISTED
TESARO, Inc.
TSRO
| $2.93M | 0.01% |
22,688
-19,702
| -46% | -$2.45M |
|
1269
CALL
Cboe Global Markets
CBOE
$31.1B
| $2.93M | 0.01% |
+27,200
| New | +$2.68M |
|
1270
Alaska Air
ALK
$5.42B
| $2.93M | 0.01% |
38,367
+12,092
| +46% | +$989K |
|
1271
JPMorgan Diversified Return US Mid Cap Equity ETF
JPME
$471M
| $2.92M | 0.01% |
+48,064
| New | +$2.86M |
|
1272
Schwab US TIPS ETF
SCHP
$16.4B
| $2.92M | 0.01% |
+105,752
| New | +$2.93M |
|
|
X
1273
CALL
DELISTED
US Steel
X
| $2.92M | 0.01% |
113,700
-118,700
| -51% | -$2.91M |
|
1274
PUT
APA Corp
APA
$12.3B
| $2.92M | 0.01% |
63,700
-29,500
| -32% | -$1.3M |
|
|
SINA
1275
DELISTED
Sina Corp
SINA
| $2.92M | 0.01% |
25,447
+3,703
| +17% | +$374K |
|
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.