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 | |
|---|---|---|---|---|---|---|
701
CALL
Abbott
ABT
$187B
| $5.7M | 0.02% |
+117,200
| New | +$5.31M |
|
702
Signet Jewelers
SIG
$3.8B
| $5.67M | 0.02% |
89,725
-6,841
| -7% | -$420K |
|
703
Smith & Nephew
SNN
$13.7B
| $5.67M | 0.02% |
+162,781
| New | +$5.51M |
|
704
Salesforce
CRM
$149B
| $5.66M | 0.02% |
65,368
-18,912
| -22% | -$1.65M |
|
|
WFM
705
CALL
DELISTED
Whole Foods Market Inc
WFM
| $5.66M | 0.02% |
+134,400
| New | +$4.9M |
|
706
PUT
Coca-Cola
KO
$380B
| $5.66M | 0.02% |
126,100
+39,300
| +45% | +$1.74M |
|
707
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.3B
| $5.65M | 0.02% |
63,600
-31,100
| -33% | -$2.76M |
|
708
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
| $5.63M | 0.02% |
80,554
-43,840
| -35% | -$3.03M |
|
709
Bunge Global
BG
$22.8B
| $5.6M | 0.02% |
75,048
+10,455
| +16% | +$795K |
|
710
Schwab US Dividend Equity ETF
SCHD
$104B
| $5.6M | 0.02% |
372,426
-927,615
| -71% | -$13.9M |
|
711
VanEck High Yield Muni ETF
HYD
$4.45B
| $5.57M | 0.02% |
90,040
+85,961
| +2,107% | +$5.3M |
|
712
Manulife Financial
MFC
$74.2B
| $5.56M | 0.02% |
296,489
-758,203
| -72% | -$13.4M |
|
|
BNY
713
Bank of New York Mellon
BNY
$106B
| $5.53M | 0.02% |
+108,465
| New | +$5.19M |
|
|
TUZ
714
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
| $5.53M | 0.02% |
109,068
+10,080
| +10% | +$511K |
|
715
Valmont Industries
VMI
$9.33B
| $5.52M | 0.02% |
+36,880
| New | +$5.54M |
|
716
iShares New York Muni Bond ETF
NYF
$1.38B
| $5.5M | 0.02% |
98,612
+33,484
| +51% | +$1.86M |
|
717
CALL
RH
RH
$3.36B
| $5.5M | 0.02% |
85,200
-472,300
| -85% | -$25M |
|
718
PUT
ProShares UltraShort S&P500
SDS
$422M
| $5.49M | 0.02% |
4,333
-2,748
| -39% | -$3.58M |
|
719
O'Reilly Automotive
ORLY
$75.5B
| $5.49M | 0.02% |
+376,545
| New | +$6.15M |
|
720
PUT
iShares Silver Trust
SLV
$27.6B
| $5.48M | 0.02% |
349,100
-429,400
| -55% | -$6.99M |
|
721
PUT
Starbucks
SBUX
$117B
| $5.47M | 0.02% |
93,800
-277,100
| -75% | -$16.8M |
|
722
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $5.47M | 0.02% |
115,234
+28,475
| +33% | +$1.35M |
|
|
723
CALL
iShares Silver Trust
SLV
$27.6B
| $5.46M | 0.02% |
347,800
-499,900
| -59% | -$8.14M |
|
724
Vanguard Mega Cap Growth ETF
MGK
$31.8B
| $5.45M | 0.02% |
272,480
+113,860
| +72% | +$2.25M |
|
725
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
| $5.43M | 0.02% |
51,672
+4,813
| +10% | +$502K |
|
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.