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 | |
|---|---|---|---|---|---|---|
|
AGN
776
PUT
DELISTED
Allergan plc
AGN
| $4.98M | 0.02% |
20,500
-60,300
| -75% | -$14.2M |
|
|
SNBR
777
PUT
DELISTED
Sleep Number
SNBR
| $4.98M | 0.02% |
+140,300
| New | +$4.2M |
|
|
HDS
778
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $4.98M | 0.02% |
+162,500
| New | +$6.14M |
|
779
PUT
Advanced Micro Devices
AMD
$741B
| $4.98M | 0.02% |
398,700
+293,200
| +278% | +$3.58M |
|
780
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$925M
| $4.97M | 0.02% |
98,516
+82,940
| +532% | +$4.18M |
|
781
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
| $4.95M | 0.02% |
169,981
+49,303
| +41% | +$1.42M |
|
|
VXX
782
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $4.94M | 0.02% |
96,859
-180,459
| -65% | -$10.4M |
|
783
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
| $4.94M | 0.02% |
53,312
-140,896
| -73% | -$12.9M |
|
784
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
| $4.94M | 0.02% |
+58,744
| New | +$4.89M |
|
785
Equinor
EQNR
$90.9B
| $4.93M | 0.02% |
298,030
+224,255
| +304% | +$3.85M |
|
786
HCA Healthcare
HCA
$92.8B
| $4.92M | 0.02% |
56,472
+49,576
| +719% | +$4.19M |
|
|
WES
787
CALL
DELISTED
Western Gas Partners Lp
WES
| $4.92M | 0.02% |
+88,000
| New | +$5M |
|
788
CALL
LyondellBasell Industries
LYB
$18.8B
| $4.92M | 0.02% |
58,300
+51,400
| +745% | +$4.27M |
|
789
Abbott
ABT
$187B
| $4.92M | 0.02% |
101,196
+74,867
| +284% | +$3.39M |
|
790
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
| $4.92M | 0.02% |
99,672
+41,175
| +70% | +$2.02M |
|
|
TWTR
791
DELISTED
Twitter, Inc.
TWTR
| $4.91M | 0.02% |
274,737
-7,767
| -3% | -$132K |
|
|
RTN
792
DELISTED
Raytheon Company
RTN
| $4.9M | 0.02% |
30,320
-12,725
| -30% | -$2.02M |
|
|
VMIN
793
DELISTED
REX VolMAXX Short VIX Futures Strategy ETF
VMIN
| $4.88M | 0.02% |
174,416
+102,697
| +143% | +$2.78M |
|
794
Universal Display
OLED
$3.85B
| $4.87M | 0.02% |
44,605
+33,737
| +310% | +$3.55M |
|
795
Coca-Cola
KO
$380B
| $4.84M | 0.02% |
107,974
+71,037
| +192% | +$3.14M |
|
796
PUT
Hain Celestial
HAIN
$44.8M
| $4.84M | 0.02% |
+124,700
| New | +$4.5M |
|
|
BBBY
797
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.83M | 0.02% |
+158,800
| New | +$5.74M |
|
798
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$190M
| $4.83M | 0.02% |
246,815
+205,720
| +501% | +$3.98M |
|
799
Applied Materials
AMAT
$378B
| $4.82M | 0.02% |
116,568
+67,876
| +139% | +$2.88M |
|
800
iShares Latin America 40 ETF
ILF
$3.79B
| $4.81M | 0.02% |
158,886
-622,740
| -80% | -$19.3M |
|
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.