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 | |
|---|---|---|---|---|---|---|
1276
Steel Dynamics
STLD
$37.5B
| $2.92M | 0.01% |
84,583
+73,281
| +648% | +$2.57M |
|
|
MXWL
1277
PUT
DELISTED
Maxwell Technologies Inc
MXWL
| $2.91M | 0.01% |
566,700
-93,300
| -14% | -$532K |
|
|
DISH
1278
DELISTED
DISH Network Corp.
DISH
| $2.9M | 0.01% |
53,569
+21,501
| +67% | +$1.27M |
|
1279
CALL
BP
BP
$107B
| $2.9M | 0.01% |
83,720
+47,851
| +133% | +$1.52M |
|
1280
CALL
Sarepta Therapeutics
SRPT
$1.63B
| $2.9M | 0.01% |
+63,900
| New | +$2.55M |
|
|
XLNX
1281
PUT
DELISTED
Xilinx Inc
XLNX
| $2.9M | 0.01% |
40,900
-96,100
| -70% | -$6.28M |
|
1282
Universal Display
OLED
$3.85B
| $2.9M | 0.01% |
22,468
-22,137
| -50% | -$2.68M |
|
1283
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
| $2.89M | 0.01% |
35,192
-47,506
| -57% | -$3.7M |
|
|
CDK
1284
PUT
DELISTED
CDK Global, Inc.
CDK
| $2.89M | 0.01% |
+45,800
| New | +$2.88M |
|
|
COL
1285
PUT
DELISTED
Rockwell Collins
COL
| $2.88M | 0.01% |
+22,000
| New | +$2.67M |
|
1286
iShares Future Exponential Technologies ETF
XT
$3.77B
| $2.88M | 0.01% |
+83,749
| New | +$2.77M |
|
1287
Invesco FTSE RAFI US 1000 ETF
PRF
$9.82B
| $2.87M | 0.01% |
134,030
+120,525
| +892% | +$2.52M |
|
|
PVG
1288
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.87M | 0.01% |
310,130
-149,447
| -33% | -$1.34M |
|
1289
Stanley Black & Decker
SWK
$14.6B
| $2.87M | 0.01% |
18,994
+7,353
| +63% | +$1.06M |
|
1290
PUT
Applied Optoelectronics
AAOI
$7.07B
| $2.87M | 0.01% |
44,300
+3,200
| +8% | +$226K |
|
1291
PUT
Brookdale Senior Living
BKD
$3.67B
| $2.86M | 0.01% |
+270,000
| New | +$3.42M |
|
1292
GraniteShares Gold Shares
BAR
$1.36B
| $2.86M | 0.01% |
+223,180
| New | +$2.94M |
|
|
CLR
1293
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.85M | 0.01% |
73,883
+13,654
| +23% | +$464K |
|
1294
PUT
Huntsman Corp
HUN
$2B
| $2.85M | 0.01% |
104,000
-16,100
| -13% | -$429K |
|
|
AUSE
1295
DELISTED
WisdomTree Australia Dividend Fund
AUSE
| $2.85M | 0.01% |
51,433
+21,465
| +72% | +$1.23M |
|
1296
SM Energy
SM
$7.11B
| $2.84M | 0.01% |
160,341
+80,750
| +101% | +$1.26M |
|
1297
NextEra Energy
NEE
$186B
| $2.84M | 0.01% |
77,472
+55,560
| +254% | +$2.04M |
|
1298
PUT
Veeva Systems
VEEV
$32.7B
| $2.83M | 0.01% |
50,200
+46,300
| +1,187% | +$2.81M |
|
1299
PUT
Autoliv
ALV
$9.09B
| $2.83M | 0.01% |
31,785
+10,965
| +53% | +$890K |
|
1300
PUT
Wayfair
W
$12.5B
| $2.82M | 0.01% |
41,900
+29,800
| +246% | +$2.21M |
|
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.