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 | |
|---|---|---|---|---|---|---|
551
CALL
Intel
INTC
$441B
| $8.11M | 0.03% |
240,400
-1,866,400
| -89% | -$66.8M |
|
|
WPZ
552
DELISTED
Williams Partners L.P.
WPZ
| $8.11M | 0.03% |
202,200
+88,673
| +78% | +$3.55M |
|
553
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $8.1M | 0.03% |
95,890
+86,358
| +906% | +$7.3M |
|
554
PUT
Ethan Allen Interiors
ETD
$605M
| $8.07M | 0.03% |
+250,000
| New | +$7.36M |
|
555
Lowe's Companies
LOW
$122B
| $8.07M | 0.03% |
104,057
+51,484
| +98% | +$4.21M |
|
556
PUT
Dover
DOV
$27.5B
| $8.05M | 0.03% |
+124,295
| New | +$8.1M |
|
557
CALL
American Airlines Group
AAL
$10.1B
| $8.04M | 0.03% |
159,700
+46,800
| +41% | +$2.18M |
|
558
PUT
Nike
NKE
$64B
| $7.96M | 0.03% |
135,000
-220,000
| -62% | -$11.9M |
|
559
Olin
OLN
$2.48B
| $7.96M | 0.03% |
+262,917
| New | +$8.05M |
|
|
AGN
560
CALL
DELISTED
Allergan plc
AGN
| $7.95M | 0.03% |
32,700
-123,400
| -79% | -$29M |
|
|
HRG
561
DELISTED
HRG Group, Inc.
HRG
| $7.93M | 0.03% |
447,840
+269,298
| +151% | +$5.06M |
|
|
SCHV
562
Schwab US Large-Cap Value ETF
SCHV
$15.8B
| $7.93M | 0.03% |
473,919
-55,014
| -10% | -$915K |
|
563
CALL
Kinder Morgan
KMI
$70.3B
| $7.89M | 0.03% |
411,800
-212,100
| -34% | -$4.22M |
|
564
Vanguard Mid-Cap ETF
VO
$107B
| $7.88M | 0.03% |
221,216
-60,964
| -22% | -$2.15M |
|
565
CALL
FMC
FMC
$1.42B
| $7.86M | 0.03% |
124,063
+82,901
| +201% | +$5.34M |
|
566
CALL
Canadian National Railway
CNI
$78.1B
| $7.83M | 0.03% |
+96,600
| New | +$7.37M |
|
|
BPL
567
DELISTED
Buckeye Partners, L.P.
BPL
| $7.83M | 0.03% |
122,417
+50,908
| +71% | +$3.35M |
|
568
Broadcom
AVGO
$1.83T
| $7.82M | 0.03% |
335,730
-24,490
| -7% | -$568K |
|
569
PUT
Seagate
STX
$170B
| $7.76M | 0.03% |
200,300
+153,300
| +326% | +$6.69M |
|
570
Vale
VALE
$62.9B
| $7.74M | 0.03% |
884,656
+448,796
| +103% | +$3.81M |
|
|
DBVT
571
DBV Technologies
DBVT
$804M
| $7.72M | 0.03% |
21,625
+19,173
| +782% | +$6.55M |
|
572
PUT
United Airlines
UAL
$40.1B
| $7.71M | 0.03% |
102,400
+73,700
| +257% | +$5.56M |
|
573
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.86B
| $7.68M | 0.03% |
+187,337
| New | +$7.68M |
|
574
CALL
Wynn Resorts
WYNN
$10.3B
| $7.66M | 0.03% |
57,100
-163,400
| -74% | -$20.6M |
|
|
ALD
575
DELISTED
WisdomTree Asia Local Debt Fund
ALD
| $7.66M | 0.03% |
170,211
+129,520
| +318% | +$5.77M |
|
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.