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 | |
|---|---|---|---|---|---|---|
1401
Schwab U.S Small- Cap ETF
SCHA
$21.9B
| $2.46M | 0.01% |
146,092
-448,216
| -75% | -$7.21M |
|
|
BAS
1402
DELISTED
Basis Energy Services, Inc.
BAS
| $2.45M | 0.01% |
+127,135
| New | +$2.52M |
|
1403
Seagate
STX
$173B
| $2.45M | 0.01% |
73,965
+36,659
| +98% | +$1.25M |
|
1404
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $2.45M | 0.01% |
30,000
-59,802
| -67% | -$4.8M |
|
1405
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$555M
| $2.45M | 0.01% |
44,509
+23,554
| +112% | +$1.23M |
|
1406
PUT
iShares Silver Trust
SLV
$27.5B
| $2.45M | 0.01% |
155,500
-193,600
| -55% | -$3.09M |
|
1407
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
| $2.45M | 0.01% |
128,900
-375,300
| -74% | -$7.24M |
|
1408
FMC
FMC
$1.29B
| $2.45M | 0.01% |
31,574
+5,492
| +21% | +$394K |
|
1409
CALL
NXP Semiconductors
NXPI
$61.8B
| $2.44M | 0.01% |
21,600
+12,200
| +130% | +$1.36M |
|
1410
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$106M
| $2.44M | 0.01% |
+345
| New | +$3.32M |
|
1411
iShares MSCI Spain ETF
EWP
$2.04B
| $2.44M | 0.01% |
72,295
-256,296
| -78% | -$8.63M |
|
1412
Frontline
FRO
$8.58B
| $2.44M | 0.01% |
398,059
+272,875
| +218% | +$1.54M |
|
1413
PUT
American Express
AXP
$226B
| $2.43M | 0.01% |
26,900
+18,200
| +209% | +$1.56M |
|
1414
PUT
Dycom Industries
DY
$11.5B
| $2.42M | 0.01% |
28,200
+15,000
| +114% | +$1.26M |
|
|
NUVA
1415
DELISTED
NuVasive, Inc.
NUVA
| $2.42M | 0.01% |
+43,662
| New | +$2.89M |
|
1416
PUT
Vulcan Materials
VMC
$37.4B
| $2.42M | 0.01% |
+20,200
| New | +$2.42M |
|
1417
PUT
Murphy USA
MUSA
$11.5B
| $2.42M | 0.01% |
+35,000
| New | +$2.43M |
|
|
X
1418
DELISTED
US Steel
X
| $2.42M | 0.01% |
94,150
-485,419
| -84% | -$11.9M |
|
|
OILU
1419
CALL
DELISTED
ProShares UltraPro 3x Crude Oil ETF
OILU
| $2.41M | 0.01% |
+96,200
| New | +$2.07M |
|
|
WBII
1420
DELISTED
WBI BullBear Global Income ETF
WBII
| $2.41M | 0.01% |
94,483
+82,475
| +687% | +$2.1M |
|
|
PX
1421
PUT
DELISTED
Praxair Inc
PX
| $2.4M | 0.01% |
17,200
+14,100
| +455% | +$1.88M |
|
1422
Danaher
DHR
$141B
| $2.4M | 0.01% |
31,566
+11,652
| +59% | +$862K |
|
1423
CALL
Transocean
RIG
$5.46B
| $2.4M | 0.01% |
222,900
+162,000
| +266% | +$1.39M |
|
1424
iShares US Healthcare ETF
IYH
$3.46B
| $2.4M | 0.01% |
69,675
+44,055
| +172% | +$1.48M |
|
|
FONE
1425
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
| $2.39M | 0.01% |
47,832
+20,629
| +76% | +$1.02M |
|
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.