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 | |
|---|---|---|---|---|---|---|
|
XEC
1651
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $1.88M | 0.01% |
+16,500
| New | +$1.65M |
|
1652
VanEck High Yield Muni ETF
HYD
$4.44B
| $1.87M | 0.01% |
29,892
-60,148
| -67% | -$3.74M |
|
1653
Molson Coors Class B
TAP
$8.02B
| $1.87M | 0.01% |
22,924
+10,949
| +91% | +$963K |
|
1654
PUT
Cigna
CI
$78.4B
| $1.87M | 0.01% |
10,000
+8,000
| +400% | +$1.42M |
|
1655
CALL
Lam Research
LRCX
$316B
| $1.87M | 0.01% |
101,000
-738,000
| -88% | -$12M |
|
|
DGL
1656
DELISTED
Invesco DB Gold Fund
DGL
| $1.86M | 0.01% |
45,710
+14,501
| +46% | +$591K |
|
|
XLPS
1657
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
| $1.86M | 0.01% |
25,866
+15,389
| +147% | +$1.11M |
|
1658
Vertex Pharmaceuticals
VRTX
$123B
| $1.86M | 0.01% |
12,255
-10,915
| -47% | -$1.64M |
|
|
VALE.P
1659
DELISTED
Vale S A
VALE.P
| $1.86M | 0.01% |
198,917
+80,208
| +68% | +$752K |
|
1660
PUT
Canadian Solar
CSIQ
$932M
| $1.86M | 0.01% |
+110,400
| New | +$1.81M |
|
1661
eBay
EBAY
$51.2B
| $1.86M | 0.01% |
48,290
+29,219
| +153% | +$1.06M |
|
1662
Old Dominion Freight Line
ODFL
$46.3B
| $1.86M | 0.01% |
50,571
+34,764
| +220% | +$1.15M |
|
1663
ProShares Large Cap Core Plus
CSM
$506M
| $1.85M | 0.01% |
+59,298
| New | +$1.81M |
|
1664
Mattel
MAT
$4.47B
| $1.85M | 0.01% |
119,775
+94,223
| +369% | +$1.68M |
|
1665
Pacer Trendpilot 100 ETF
PTNQ
$1.16B
| $1.85M | 0.01% |
65,440
+19,627
| +43% | +$546K |
|
|
IBDC
1666
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
| $1.85M | 0.01% |
70,370
-23,460
| -25% | -$617K |
|
1667
Akamai
AKAM
$15.6B
| $1.85M | 0.01% |
37,906
+25,585
| +208% | +$1.22M |
|
1668
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.74B
| $1.84M | 0.01% |
73,495
+54,155
| +280% | +$1.29M |
|
1669
iShares Emerging Markets Infrastructure ETF
EMIF
$13M
| $1.84M | 0.01% |
54,480
+28,151
| +107% | +$944K |
|
1670
Fortive
FTV
$18.2B
| $1.84M | 0.01% |
+41,200
| New | +$1.71M |
|
1671
Raymond James Financial
RJF
$33.5B
| $1.84M | 0.01% |
32,709
-3,785
| -10% | -$204K |
|
1672
PUT
iShares Semiconductor ETF
SOXX
$38.4B
| $1.84M | 0.01% |
34,800
-50,400
| -59% | -$2.51M |
|
1673
CALL
ProShares UltraShort Silver
ZSL
$67M
| $1.84M | 0.01% |
350
+237
| +210% | +$1.24M |
|
|
ICPT
1674
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $1.83M | 0.01% |
31,596
+28,412
| +892% | +$3.06M |
|
1675
Puma Biotechnology
PBYI
$398M
| $1.83M | 0.01% |
15,290
+5,586
| +58% | +$520K |
|
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.