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 | |
|---|---|---|---|---|---|---|
301
PUT
Darden Restaurants
DRI
$23.4B
| $15.7M | 0.05% |
+173,200
| New | +$15.1M |
|
302
PUT
Mondelez International
MDLZ
$77.9B
| $15.6M | 0.05% |
360,200
-103,600
| -22% | -$4.67M |
|
303
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$384M
| $15.6M | 0.05% |
297,212
+161,000
| +118% | +$8.36M |
|
304
PUT
Gilead Sciences
GILD
$162B
| $15.4M | 0.05% |
218,000
+69,100
| +46% | +$4.6M |
|
305
PUT
Vanguard Real Estate ETF
VNQ
$39.8B
| $15.4M | 0.05% |
185,200
+11,700
| +7% | +$976K |
|
306
iShares National Muni Bond ETF
MUB
$45.2B
| $15.3M | 0.05% |
139,196
+18,795
| +16% | +$2.07M |
|
307
Marathon Petroleum
MPC
$91.2B
| $15.3M | 0.05% |
292,223
+208,541
| +249% | +$10.8M |
|
308
CALL
IBM
IBM
$204B
| $15.2M | 0.05% |
103,240
-17,050
| -14% | -$2.57M |
|
309
Schwab US Large- Cap ETF
SCHX
$71.1B
| $15.2M | 0.05% |
1,575,312
+617,694
| +65% | +$5.89M |
|
310
CALL
CarMax
KMX
$8.29B
| $15.1M | 0.05% |
240,100
+140,900
| +142% | +$8.51M |
|
311
Bank of Montreal
BMO
$125B
| $15M | 0.05% |
204,705
+126,178
| +161% | +$8.93M |
|
312
CALL
Lowe's Companies
LOW
$119B
| $15M | 0.05% |
193,100
+106,800
| +124% | +$8.73M |
|
313
Nuveen ESG 1-5 Year US Aggregate Bond ETF
NUSA
$34.6M
| $14.9M | 0.05% |
+592,900
| New | +$14.9M |
|
314
Ryder
R
$10.3B
| $14.8M | 0.05% |
206,067
+195,827
| +1,912% | +$13.6M |
|
315
Altria Group
MO
$122B
| $14.7M | 0.05% |
197,156
+108,119
| +121% | +$7.91M |
|
316
Vanguard Growth ETF
VUG
$216B
| $14.7M | 0.05% |
+693,126
| New | +$14.5M |
|
|
317
Walmart Inc
WMT
$889B
| $14.7M | 0.05% |
580,719
-1,981,224
| -77% | -$50.3M |
|
318
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $14.6M | 0.05% |
430,000
+255,800
| +147% | +$8.37M |
|
|
FL
319
DELISTED
Foot Locker
FL
| $14.4M | 0.05% |
+292,668
| New | +$19M |
|
320
Union Pacific
UNP
$178B
| $14.4M | 0.05% |
132,154
+124,526
| +1,632% | +$13.6M |
|
321
TotalEnergies
TTE
$187B
| $14.4M | 0.05% |
290,184
+19,777
| +7% | +$1.02M |
|
322
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $14.4M | 0.05% |
+320,800
| New | +$14.4M |
|
323
PUT
PayPal
PYPL
$49.5B
| $14.4M | 0.05% |
267,400
+257,100
| +2,496% | +$12.6M |
|
324
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $13.9M | 0.05% |
138,714
+90,000
| +185% | +$9.08M |
|
325
CALL
Johnson & Johnson
JNJ
$641B
| $13.9M | 0.05% |
104,900
+88,300
| +532% | +$11.3M |
|
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.