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 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$197M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
+$161M |
| 3 |
Rio Tinto
RIO
|
+$105M |
| 4 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$90.7M |
| 5 |
UN
Unilever NV New York Registry Shares
UN
|
+$61.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$307M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$91.1M |
| 3 |
Amazon
AMZN
|
+$66.1M |
| 4 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$61.6M |
| 5 |
Walmart Inc
WMT
|
+$50.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.97% |
| 2 | Communication Services | 2.79% |
| 3 | Technology | 2.46% |
| 4 | Financials | 2.21% |
| 5 | Healthcare | 1.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Western Digital
WDC
$172B
| $22.2M | 0.08% |
331,544
+48,290
| +17% | +$3.21M |
|
227
PUT
Exelon
EXC
$48.2B
| $21.8M | 0.08% |
+846,247
| New | +$21.5M |
|
228
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $21.7M | 0.08% |
805,000
-1,162,800
| -59% | -$30.9M |
|
229
ExxonMobil
XOM
$642B
| $21.6M | 0.08% |
268,045
+261,266
| +3,854% | +$21.4M |
|
230
Colgate-Palmolive
CL
$73.6B
| $21.4M | 0.08% |
289,226
+224,009
| +343% | +$16.6M |
|
|
VXX
231
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $21.1M | 0.07% |
413,575
-858,175
| -67% | -$49.6M |
|
232
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
| $21.1M | 0.07% |
266,753
-65,088
| -20% | -$5.14M |
|
233
Gilead Sciences
GILD
$162B
| $21M | 0.07% |
296,628
+73,825
| +33% | +$4.91M |
|
234
CALL
Microsoft
MSFT
$2.89T
| $20.9M | 0.07% |
303,700
+242,300
| +395% | +$16.6M |
|
235
PUT
Visa
V
$689B
| $20.9M | 0.07% |
223,100
+201,400
| +928% | +$18.7M |
|
236
PUT
First Solar
FSLR
$22.1B
| $20.9M | 0.07% |
+524,400
| New | +$17.8M |
|
237
PUT
Charter Communications
CHTR
$15.7B
| $20.9M | 0.07% |
61,900
+30,800
| +99% | +$10.3M |
|
238
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $20.8M | 0.07% |
541,600
-1,736,600
| -76% | -$66.6M |
|
239
PUT
General Dynamics
GD
$105B
| $20.8M | 0.07% |
104,900
-49,800
| -32% | -$9.75M |
|
240
Costco
COST
$422B
| $20.6M | 0.07% |
129,024
+92,790
| +256% | +$16M |
|
241
Intuitive Surgical
ISRG
$128B
| $20.4M | 0.07% |
196,209
+123,768
| +171% | +$11.9M |
|
|
FL
242
CALL
DELISTED
Foot Locker
FL
| $20.3M | 0.07% |
411,600
+408,100
| +11,660% | +$26.5M |
|
243
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $20.3M | 0.07% |
+496,600
| New | +$20.1M |
|
244
Vanguard Small-Cap Value ETF
VBR
$37.3B
| $20.2M | 0.07% |
164,736
+119,971
| +268% | +$14.7M |
|
|
WFM
245
PUT
DELISTED
Whole Foods Market Inc
WFM
| $20.2M | 0.07% |
480,400
+201,400
| +72% | +$7.34M |
|
|
246
CALL
Gilead Sciences
GILD
$162B
| $20.1M | 0.07% |
283,300
+245,200
| +644% | +$16.3M |
|
247
PUT
Align Technology
ALGN
$12B
| $20M | 0.07% |
133,400
+102,300
| +329% | +$13.9M |
|
|
FL
248
PUT
DELISTED
Foot Locker
FL
| $19.9M | 0.07% |
+403,800
| New | +$26.2M |
|
249
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
| $19.8M | 0.07% |
195,435
+192,487
| +6,529% | +$19.5M |
|
250
CALL
Paychex
PAYX
$41.1B
| $19.8M | 0.07% |
347,600
+332,000
| +2,128% | +$19.5M |
|
Similar funds
Jane Street's Q2 2017 Portfolio in Review
As of Q2 2017, Jane Street held 5,342 positions worth $28.5B, up 27% from $22.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $5.3B of net new capital in Q2 2017, opening 1,293 new positions and adding to 1,546 existing holdings. Its largest new stake was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,648,258 shares worth $199M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3% of assets, up from 3% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $307M trimmed.
- Jane Street's largest Q2 2017 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,648,258 shares worth $199M.
- Jane Street added most to VanEck Junior Gold Miners ETF in Q2 2017, an estimated $161M increase.
- Jane Street's biggest Q2 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $307M.
- Jane Street fully exited iShares MSCI EAFE Value ETF in Q2 2017, selling an estimated $48.6M.
- Jane Street's ten largest holdings make up 14% of its $28.5B portfolio in Q2 2017.
- Jane Street opened 1,293 new positions and closed 1,078 in Q2 2017.
- Jane Street's portfolio value rose 27% quarter-over-quarter to $28.5B.
Based on Jane Street's 13F filing for Q2 2017, filed 14 Aug 2017.