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 | |
|---|---|---|---|---|---|---|
601
iShares Europe ETF
IEV
$1.64B
| $7.22M | 0.03% |
162,888
+155,720
| +2,172% | +$6.86M |
|
602
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.91B
| $7.21M | 0.03% |
363,120
-276,210
| -43% | -$5.5M |
|
603
CALL
Mastercard
MA
$496B
| $7.12M | 0.02% |
58,600
+48,300
| +469% | +$5.73M |
|
604
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
| $7.12M | 0.02% |
+89,802
| New | +$6.84M |
|
605
iShares Core S&P US Growth ETF
IUSG
$31.1B
| $7.11M | 0.02% |
147,564
-86,337
| -37% | -$4.12M |
|
|
MNDT
606
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $7.07M | 0.02% |
464,800
+4,300
| +0.9% | +$61.1K |
|
607
United Airlines
UAL
$40.3B
| $7.05M | 0.02% |
93,631
+67,046
| +252% | +$5.06M |
|
|
SHPG
608
PUT
DELISTED
Shire pic
SHPG
| $7.02M | 0.02% |
42,500
+7,600
| +22% | +$1.33M |
|
609
Schwab US Broad Market ETF
SCHB
$43B
| $7.02M | 0.02% |
720,282
+472,494
| +191% | +$4.56M |
|
|
WBA
610
DELISTED
Walgreens Boots Alliance
WBA
| $6.97M | 0.02% |
89,024
+69,225
| +350% | +$5.7M |
|
611
VanEck Agribusiness ETF
MOO
$997M
| $6.95M | 0.02% |
126,244
+100,661
| +393% | +$5.48M |
|
612
Schwab Fundamental International Large Company Index ETF
FNDF
$24.5B
| $6.91M | 0.02% |
+246,748
| New | +$6.79M |
|
613
GE Aerospace
GE
$377B
| $6.88M | 0.02% |
53,180
-14,560
| -21% | -$2M |
|
|
MLPI
614
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
| $6.84M | 0.02% |
+256,752
| New | +$7.03M |
|
615
Vanguard World Funds Extended Duration ETF
EDV
$3.36B
| $6.84M | 0.02% |
+58,255
| New | +$6.73M |
|
616
CALL
Visa
V
$701B
| $6.84M | 0.02% |
72,900
+63,600
| +684% | +$5.9M |
|
617
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $6.84M | 0.02% |
134,245
-49,416
| -27% | -$2.51M |
|
618
CALL
lululemon athletica
LULU
$13.7B
| $6.8M | 0.02% |
113,900
-130,400
| -53% | -$6.79M |
|
|
BCR
619
DELISTED
CR Bard Inc.
BCR
| $6.78M | 0.02% |
21,437
+20,501
| +2,190% | +$6.09M |
|
620
CALL
Charter Communications
CHTR
$16.4B
| $6.77M | 0.02% |
20,100
+3,300
| +20% | +$1.1M |
|
621
iShares ESG Aware MSCI EM ETF
ESGE
$6.42B
| $6.76M | 0.02% |
210,518
+113,806
| +118% | +$3.59M |
|
622
PUT
Dollar Tree
DLTR
$24.4B
| $6.75M | 0.02% |
96,600
+18,200
| +23% | +$1.4M |
|
623
CALL
Mohawk Industries
MHK
$7.14B
| $6.74M | 0.02% |
27,900
+25,800
| +1,229% | +$6.09M |
|
624
Teledyne Technologies
TDY
$29.9B
| $6.72M | 0.02% |
52,668
+46,765
| +792% | +$6.06M |
|
625
CALL
Darden Restaurants
DRI
$23.7B
| $6.71M | 0.02% |
+74,200
| New | +$6.48M |
|
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.