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 | |
|---|---|---|---|---|---|---|
2926
Schwab US Mid-Cap ETF
SCHM
$14.5B
| $543K | ﹤0.01% |
33,843
-86,523
| -72% | -$1.38M |
|
2927
CALL
Take-Two Interactive
TTWO
$46.3B
| $543K | ﹤0.01% |
+7,400
| New | +$507K |
|
2928
CALL
Vale
VALE
$63.8B
| $543K | ﹤0.01% |
62,000
+5,300
| +9% | +$45K |
|
2929
CALL
Waste Management
WM
$90.9B
| $543K | ﹤0.01% |
7,400
+3,600
| +95% | +$262K |
|
2930
ARK Innovation ETF
ARKK
$5.77B
| $542K | ﹤0.01% |
+18,725
| New | +$504K |
|
|
APU
2931
DELISTED
AmeriGas Partners, L.P.
APU
| $542K | ﹤0.01% |
+12,008
| New | +$539K |
|
2932
Kilroy Realty
KRC
$4.6B
| $541K | ﹤0.01% |
7,195
+1,787
| +33% | +$132K |
|
2933
PUT
Vanguard Russell 2000 ETF
VTWO
$17.4B
| $541K | ﹤0.01% |
+9,600
| New | +$533K |
|
2934
John Wiley & Sons Class A
WLY
$2.66B
| $541K | ﹤0.01% |
10,264
+2,703
| +36% | +$141K |
|
|
RJI
2935
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
| $541K | ﹤0.01% |
110,723
+75,661
| +216% | +$372K |
|
2936
Commercial Metals
CMC
$7.57B
| $540K | ﹤0.01% |
27,791
-15,896
| -36% | -$294K |
|
|
ESV
2937
DELISTED
Ensco Rowan plc
ESV
| $540K | ﹤0.01% |
26,148
+17,952
| +219% | +$516K |
|
2938
PUT
Ralph Lauren
RL
$23B
| $539K | ﹤0.01% |
7,300
-31,500
| -81% | -$2.36M |
|
2939
CALL
Akamai
AKAM
$16.5B
| $538K | ﹤0.01% |
10,800
-28,800
| -73% | -$1.52M |
|
2940
CALL
PVH
PVH
$4.01B
| $538K | ﹤0.01% |
4,700
-280,500
| -98% | -$29.1M |
|
|
AVP
2941
DELISTED
Avon Products, Inc.
AVP
| $538K | ﹤0.01% |
+141,697
| New | +$554K |
|
2942
Blackstone
BX
$102B
| $537K | ﹤0.01% |
16,103
-76,383
| -83% | -$2.4M |
|
2943
WIX.com
WIX
$2.37B
| $537K | ﹤0.01% |
7,709
-4,873
| -39% | -$364K |
|
|
OA
2944
DELISTED
Orbital ATK, Inc.
OA
| $537K | ﹤0.01% |
+5,464
| New | +$539K |
|
2945
First Trust STOXX European Select Dividend Income Fund
FDD
$887M
| $536K | ﹤0.01% |
41,020
-144,628
| -78% | -$1.88M |
|
2946
GameStop
GME
$9.82B
| $536K | ﹤0.01% |
99,188
-181,564
| -65% | -$1.02M |
|
2947
CALL
iShares Russell 1000 Growth ETF
IWF
$120B
| $536K | ﹤0.01% |
18,000
-91,200
| -84% | -$2.68M |
|
2948
Invesco Dividend Achievers ETF
PFM
$792M
| $536K | ﹤0.01% |
22,216
-2,694
| -11% | -$64.8K |
|
2949
Global X MSCI China Consumer Discretionary ETF
CHIQ
$131M
| $535K | ﹤0.01% |
36,589
-605
| -2% | -$8.45K |
|
2950
CALL
Hasbro
HAS
$13.4B
| $535K | ﹤0.01% |
4,800
+200
| +4% | +$20.6K |
|
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.