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 | |
|---|---|---|---|---|---|---|
651
Adobe
ADBE
$100B
| $6.23M | 0.02% |
44,031
+11,629
| +36% | +$1.59M |
|
652
PUT
Microchip Technology
MCHP
$41.4B
| $6.19M | 0.02% |
+160,400
| New | +$6.31M |
|
653
PUT
Kroger
KR
$36.7B
| $6.19M | 0.02% |
265,400
+203,800
| +331% | +$5.78M |
|
654
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
| $6.18M | 0.02% |
+80,837
| New | +$6.13M |
|
655
PUT
Ulta Beauty
ULTA
$21.5B
| $6.18M | 0.02% |
21,500
+17,500
| +438% | +$5.11M |
|
656
SLB Ltd
SLB
$74.4B
| $6.12M | 0.02% |
92,870
+34,906
| +60% | +$2.5M |
|
657
CALL
Lockheed Martin
LMT
$134B
| $6.11M | 0.02% |
22,000
+13,800
| +168% | +$3.79M |
|
658
PUT
Home Depot
HD
$344B
| $6.11M | 0.02% |
39,800
-219,000
| -85% | -$33.6M |
|
|
BWLD
659
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $6.07M | 0.02% |
47,930
+46,218
| +2,700% | +$6.9M |
|
660
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.33B
| $6.07M | 0.02% |
127,198
-270,326
| -68% | -$13M |
|
|
661
PUT
Walmart Inc
WMT
$904B
| $6.06M | 0.02% |
240,300
+148,800
| +163% | +$3.78M |
|
662
iShares MSCI ACWI ETF
ACWI
$32.5B
| $6.06M | 0.02% |
92,548
-621,288
| -87% | -$40.3M |
|
663
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.41B
| $6.06M | 0.02% |
97,123
+92,473
| +1,989% | +$5.8M |
|
664
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.5B
| $6.05M | 0.02% |
+204,788
| New | +$6M |
|
665
T-Mobile US
TMUS
$198B
| $6.01M | 0.02% |
99,121
-97,180
| -50% | -$6.33M |
|
666
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.6M
| $6M | 0.02% |
83,739
-2,817
| -3% | -$203K |
|
667
MACOM Technology Solutions
MTSI
$19B
| $6M | 0.02% |
+107,617
| New | +$5.81M |
|
668
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$731M
| $5.99M | 0.02% |
1,733
-3,048
| -64% | -$9.9M |
|
669
PUT
F5
FFIV
$23.3B
| $5.99M | 0.02% |
47,100
+31,500
| +202% | +$4.13M |
|
670
IQVIA
IQV
$39.7B
| $5.98M | 0.02% |
+66,778
| New | +$5.64M |
|
671
CALL
ProShares UltraShort S&P500
SDS
$421M
| $5.98M | 0.02% |
4,714
-2,484
| -35% | -$3.23M |
|
672
Vanguard Russell 3000 ETF
VTHR
$4.65B
| $5.96M | 0.02% |
+53,539
| New | +$5.9M |
|
673
WisdomTree US Total Dividend Fund
DTD
$1.66B
| $5.96M | 0.02% |
140,208
+34,186
| +32% | +$1.45M |
|
674
CALL
PayPal
PYPL
$51.5B
| $5.94M | 0.02% |
110,700
+71,100
| +180% | +$3.49M |
|
675
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
| $5.93M | 0.02% |
217,700
+140,800
| +183% | +$3.58M |
|
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.