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 | |
|---|---|---|---|---|---|---|
|
ETP
476
DELISTED
Energy Transfer Partners, L.P.
ETP
| $9.64M | 0.03% |
472,822
+422,580
| +841% | +$9.42M |
|
477
PUT
Cisco
CSCO
$452B
| $9.61M | 0.03% |
306,900
+295,100
| +2,501% | +$9.61M |
|
|
VMW
478
CALL
DELISTED
VMware, Inc
VMW
| $9.6M | 0.03% |
109,800
+63,100
| +135% | +$5.82M |
|
479
PUT
Walt Disney
DIS
$168B
| $9.55M | 0.03% |
89,900
-59,000
| -40% | -$6.46M |
|
480
RH
RH
$3.4B
| $9.54M | 0.03% |
147,827
-85,188
| -37% | -$4.51M |
|
481
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$69.1M
| $9.52M | 0.03% |
317,019
+47,356
| +18% | +$1.41M |
|
482
Schwab U.S Small- Cap ETF
SCHA
$22.4B
| $9.5M | 0.03% |
594,308
-657,388
| -53% | -$10.4M |
|
483
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $9.49M | 0.03% |
211,790
+161,790
| +324% | +$7.25M |
|
484
PUT
Citigroup
C
$223B
| $9.49M | 0.03% |
141,900
-384,300
| -73% | -$23.6M |
|
485
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$693M
| $9.48M | 0.03% |
144,316
+74,908
| +108% | +$4.96M |
|
486
Medtronic
MDT
$108B
| $9.45M | 0.03% |
106,491
+103,812
| +3,875% | +$8.75M |
|
487
PUT
TripAdvisor
TRIP
$1.66B
| $9.41M | 0.03% |
+246,400
| New | +$10.2M |
|
488
Plains All American Pipeline
PAA
$17.1B
| $9.41M | 0.03% |
358,123
+170,011
| +90% | +$4.71M |
|
489
CALL
DuPont de Nemours
DD
$18.9B
| $9.4M | 0.03% |
58,877
+47,662
| +425% | +$7.57M |
|
490
PUT
Wynn Resorts
WYNN
$10.3B
| $9.23M | 0.03% |
68,800
-4,300
| -6% | -$541K |
|
491
Vanguard Mega Cap 300 Index ETF
MGC
$9.86B
| $9.21M | 0.03% |
+111,051
| New | +$9.12M |
|
492
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $9.19M | 0.03% |
+167,506
| New | +$9.18M |
|
493
PUT
ProShares Ultra QQQ
QLD
$12.5B
| $9.18M | 0.03% |
1,273,600
-3,492,800
| -73% | -$25.2M |
|
494
CALL
Golar LNG
GLNG
$4.99B
| $9.18M | 0.03% |
+412,400
| New | +$10.3M |
|
495
PUT
Amgen
AMGN
$203B
| $9.16M | 0.03% |
53,200
-16,300
| -23% | -$2.65M |
|
496
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
| $9.13M | 0.03% |
86,356
-7,262
| -8% | -$769K |
|
|
LKFT
497
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.84B
| $9.12M | 0.03% |
+119,139
| New | +$10M |
|
|
P
498
CALL
DELISTED
Pandora Media Inc
P
| $9.05M | 0.03% |
1,014,300
+89,400
| +10% | +$860K |
|
499
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.1B
| $9.04M | 0.03% |
271,404
+115,186
| +74% | +$3.79M |
|
500
Bright Horizons
BFAM
$4.1B
| $9M | 0.03% |
+116,579
| New | +$8.85M |
|
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.