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 | |
|---|---|---|---|---|---|---|
|
STRP
526
DELISTED
Straight Path Communications Inc.
STRP
| $8.61M | 0.03% |
47,948
+33,270
| +227% | +$5.07M |
|
527
Schwab International Small-Cap Equity ETF
SCHC
$5.38B
| $8.59M | 0.03% |
255,376
-324,786
| -56% | -$10.6M |
|
528
iShares MSCI Thailand ETF
THD
$363M
| $8.58M | 0.03% |
+110,088
| New | +$8.6M |
|
529
CALL
OneMain Financial
OMF
$7.08B
| $8.57M | 0.03% |
348,400
+56,800
| +19% | +$1.34M |
|
530
W.W. Grainger
GWW
$66B
| $8.56M | 0.03% |
47,437
+40,850
| +620% | +$7.71M |
|
531
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$148M
| $8.55M | 0.03% |
100,000
+17,700
| +22% | +$1.43M |
|
532
JPMorgan Diversified Return International Equity ETF
JPIN
$363M
| $8.51M | 0.03% |
151,542
-358,665
| -70% | -$19.8M |
|
533
PUT
XPO
XPO
$24.4B
| $8.5M | 0.03% |
+380,218
| New | +$7.12M |
|
534
PUT
Genuine Parts
GPC
$17.6B
| $8.46M | 0.03% |
+91,200
| New | +$8.38M |
|
535
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.84B
| $8.39M | 0.03% |
201,042
-200,280
| -50% | -$8.26M |
|
|
WBA
536
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $8.38M | 0.03% |
107,000
-7,300
| -6% | -$601K |
|
537
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $8.38M | 0.03% |
94,760
-312,765
| -77% | -$27.5M |
|
538
PUT
PepsiCo
PEP
$191B
| $8.33M | 0.03% |
72,100
+69,200
| +2,386% | +$7.94M |
|
539
General Motors
GM
$78.7B
| $8.28M | 0.03% |
237,152
-97,658
| -29% | -$3.32M |
|
540
Thor Industries
THO
$3.98B
| $8.28M | 0.03% |
79,184
+71,987
| +1,000% | +$6.97M |
|
541
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $8.27M | 0.03% |
335,200
+106,300
| +46% | +$2.52M |
|
542
CALL
Palo Alto Networks
PANW
$259B
| $8.24M | 0.03% |
369,600
-256,800
| -41% | -$5.19M |
|
543
iShares Agency Bond ETF
AGZ
$559M
| $8.24M | 0.03% |
72,463
-14,219
| -16% | -$1.62M |
|
544
Align Technology
ALGN
$12B
| $8.21M | 0.03% |
54,702
+44,046
| +413% | +$5.97M |
|
545
PUT
Chevron
CVX
$378B
| $8.21M | 0.03% |
78,700
+8,800
| +13% | +$932K |
|
546
CALL
Dover
DOV
$27.7B
| $8.21M | 0.03% |
126,647
+83,069
| +191% | +$5.42M |
|
547
First Solar
FSLR
$22.1B
| $8.21M | 0.03% |
205,769
+190,795
| +1,274% | +$6.48M |
|
548
WisdomTree Dynamic International Equity Fund
DDWM
$1.48B
| $8.16M | 0.03% |
286,806
+197,106
| +220% | +$5.61M |
|
549
CALL
Ambarella
AMBA
$2.99B
| $8.14M | 0.03% |
167,700
+120,000
| +252% | +$6.65M |
|
550
Newell Brands
NWL
$2.2B
| $8.13M | 0.03% |
151,537
-46,597
| -24% | -$2.36M |
|
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.