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 | |
|---|---|---|---|---|---|---|
1476
PUT
XPO
XPO
$23.7B
| $2.26M | 0.01% |
96,283
-283,935
| -75% | -$5.95M |
|
|
LOXO
1477
DELISTED
Loxo Oncology, Inc
LOXO
| $2.25M | 0.01% |
+24,457
| New | +$1.9M |
|
1478
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$542M
| $2.25M | 0.01% |
52,278
-12,230
| -19% | -$536K |
|
1479
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $2.25M | 0.01% |
19,700
-20,900
| -51% | -$2.37M |
|
1480
PUT
ConocoPhillips
COP
$143B
| $2.25M | 0.01% |
44,900
+21,900
| +95% | +$984K |
|
1481
UBS Group
UBS
$171B
| $2.24M | 0.01% |
130,847
+60,597
| +86% | +$1.04M |
|
1482
MSCI
MSCI
$42.5B
| $2.24M | 0.01% |
+19,171
| New | +$2.13M |
|
1483
First Trust Rising Dividend Achievers ETF
RDVY
$24.6B
| $2.24M | 0.01% |
80,366
+2,348
| +3% | +$64.1K |
|
|
COHR
1484
DELISTED
Coherent Inc
COHR
| $2.24M | 0.01% |
9,516
-16,347
| -63% | -$3.94M |
|
1485
iShares MSCI BIC ETF
BKF
$77M
| $2.23M | 0.01% |
51,998
-59,589
| -53% | -$2.45M |
|
1486
SK Telecom
SKM
$11.6B
| $2.23M | 0.01% |
+54,982
| New | +$2.32M |
|
1487
Cambria Tail Risk ETF
TAIL
$149M
| $2.22M | 0.01% |
+94,339
| New | +$2.27M |
|
1488
Ford
F
$62.1B
| $2.22M | 0.01% |
185,531
-145,386
| -44% | -$1.64M |
|
1489
First Trust STOXX European Select Dividend Income Fund
FDD
$871M
| $2.22M | 0.01% |
162,785
+121,765
| +297% | +$1.62M |
|
1490
Vanguard International Dividend Appreciation ETF
VIGI
$9.08B
| $2.22M | 0.01% |
34,727
-13,582
| -28% | -$858K |
|
1491
Mohawk Industries
MHK
$6.96B
| $2.22M | 0.01% |
8,956
+6,900
| +336% | +$1.72M |
|
1492
Gerdau
GGB
$9.66B
| $2.22M | 0.01% |
814,146
+529,830
| +186% | +$1.49M |
|
1493
Eli Lilly
LLY
$1.08T
| $2.21M | 0.01% |
25,900
+1,109
| +4% | +$91K |
|
|
BLUE
1494
DELISTED
bluebird bio
BLUE
| $2.21M | 0.01% |
1,243
+338
| +37% | +$472K |
|
1495
Assurant
AIZ
$14B
| $2.2M | 0.01% |
+23,045
| New | +$2.3M |
|
1496
iShares MSCI Ireland ETF
EIRL
$76M
| $2.2M | 0.01% |
47,517
+28,299
| +147% | +$1.25M |
|
1497
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.3M
| $2.2M | 0.01% |
+88,965
| New | +$2.2M |
|
1498
PUT
iShares S&P 500 Growth ETF
IVW
$71.6B
| $2.19M | 0.01% |
61,200
-134,800
| -69% | -$4.75M |
|
1499
CALL
Marriott International
MAR
$101B
| $2.19M | 0.01% |
19,900
-4,900
| -20% | -$505K |
|
1500
ALPS Active Equity Opportunity ETF
RFFC
$29.5M
| $2.19M | 0.01% |
+71,508
| New | +$2.12M |
|
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.