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 | |
|---|---|---|---|---|---|---|
|
LOGM
451
DELISTED
LogMein, Inc.
LOGM
| $10.3M | 0.04% |
98,788
+93,762
| +1,866% | +$10.3M |
|
452
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.3B
| $10.3M | 0.04% |
148,732
+145,094
| +3,988% | +$10M |
|
|
JHG
453
DELISTED
Janus Henderson
JHG
| $10.3M | 0.04% |
+307,919
| New | +$10.1M |
|
454
Bath & Body Works
BBWI
$4.18B
| $10.3M | 0.04% |
235,708
+227,576
| +2,799% | +$9.33M |
|
455
iShares Russell 1000 ETF
IWB
$47.8B
| $10.3M | 0.04% |
75,899
+4,247
| +6% | +$567K |
|
456
iShares International Treasury Bond ETF
IGOV
$1.51B
| $10.1M | 0.04% |
211,710
+110,776
| +110% | +$5.2M |
|
457
CALL
Las Vegas Sands
LVS
$31.8B
| $10.1M | 0.04% |
157,900
-64,400
| -29% | -$3.86M |
|
|
X
458
PUT
DELISTED
US Steel
X
| $10M | 0.04% |
453,000
+350,900
| +344% | +$8.32M |
|
459
CALL
Invesco DB Agriculture Fund
DBA
$1.24B
| $10M | 0.04% |
504,200
-49,200
| -9% | -$971K |
|
460
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
| $9.99M | 0.04% |
180,324
-243,544
| -57% | -$13.4M |
|
461
Novartis
NVS
$300B
| $9.96M | 0.03% |
133,148
+100,008
| +302% | +$7.09M |
|
462
Walt Disney
DIS
$168B
| $9.95M | 0.03% |
93,647
-118,485
| -56% | -$13M |
|
463
Bank OZK
OZK
$5.51B
| $9.94M | 0.03% |
+212,002
| New | +$10.1M |
|
464
PUT
iShares Russell Mid-Cap Growth ETF
IWP
$19.7B
| $9.89M | 0.03% |
183,000
+51,400
| +39% | +$2.74M |
|
|
EGN
465
CALL
DELISTED
Energen
EGN
| $9.87M | 0.03% |
+200,000
| New | +$10.7M |
|
|
LNW
466
DELISTED
Light & Wonder
LNW
| $9.87M | 0.03% |
378,048
+30,125
| +9% | +$716K |
|
|
RSX
467
PUT
DELISTED
VanEck Russia ETF
RSX
| $9.85M | 0.03% |
513,800
+13,900
| +3% | +$278K |
|
468
PUT
Skyworks Solutions
SWKS
$9.63B
| $9.84M | 0.03% |
102,500
+12,400
| +14% | +$1.27M |
|
469
PUT
SPDR Gold Trust
GLD
$131B
| $9.83M | 0.03% |
83,300
-988,500
| -92% | -$118M |
|
470
Cisco
CSCO
$450B
| $9.81M | 0.03% |
313,452
+175,413
| +127% | +$5.71M |
|
|
DFT
471
DELISTED
DuPont Fabros Technology Inc.
DFT
| $9.79M | 0.03% |
+160,056
| New | +$8.8M |
|
472
Home Depot
HD
$343B
| $9.79M | 0.03% |
63,813
+34,279
| +116% | +$5.26M |
|
|
VXZ
473
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $9.69M | 0.03% |
427,870
+266,377
| +165% | +$6.57M |
|
474
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$545M
| $9.67M | 0.03% |
7,665
+2,470
| +48% | +$2.49M |
|
475
Qualcomm
QCOM
$174B
| $9.65M | 0.03% |
174,789
+151,700
| +657% | +$8.47M |
|
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.