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 | |
|---|---|---|---|---|---|---|
|
XMX
801
DELISTED
WisdomTree Global ex-Mexico Equity Fund
XMX
| $4.81M | 0.02% |
177,800
+164,940
| +1,283% | +$4.35M |
|
802
PUT
Upbound Group
UPBD
$1.26B
| $4.8M | 0.02% |
410,000
+260,000
| +173% | +$2.94M |
|
803
BGC Group
BGC
$5.73B
| $4.8M | 0.02% |
590,841
+568,348
| +2,527% | +$4.26M |
|
|
FM
804
DELISTED
iShares Frontier and Select EM ETF
FM
| $4.8M | 0.02% |
167,986
+10,546
| +7% | +$305K |
|
|
RHT
805
DELISTED
Red Hat Inc
RHT
| $4.79M | 0.02% |
50,052
-58,279
| -54% | -$5.2M |
|
806
PUT
Lam Research
LRCX
$337B
| $4.78M | 0.02% |
+338,000
| New | +$4.96M |
|
|
CRZO
807
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $4.77M | 0.02% |
274,000
+265,900
| +3,283% | +$6.18M |
|
|
WES
808
DELISTED
Western Gas Partners Lp
WES
| $4.77M | 0.02% |
85,289
+44,566
| +109% | +$2.53M |
|
809
CALL
Advanced Micro Devices
AMD
$741B
| $4.77M | 0.02% |
381,900
+186,100
| +95% | +$2.27M |
|
|
FITB
810
Fifth Third Bancorp
FITB
$52.4B
| $4.76M | 0.02% |
183,366
+162,221
| +767% | +$4.01M |
|
811
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.7B
| $4.75M | 0.02% |
132,144
-17,578
| -12% | -$622K |
|
812
PUT
Boeing
BA
$175B
| $4.73M | 0.02% |
23,900
-121,900
| -84% | -$22.7M |
|
813
State Street SPDR S&P International Dividend ETF
DWX
$527M
| $4.72M | 0.02% |
120,722
-107,358
| -47% | -$4.2M |
|
814
Analog Devices
ADI
$178B
| $4.71M | 0.02% |
60,506
+48,534
| +405% | +$3.86M |
|
|
OCLR
815
CALL
DELISTED
Oclaro Inc.
OCLR
| $4.7M | 0.02% |
503,500
+486,200
| +2,810% | +$4.4M |
|
|
SCHW
816
CALL
Charles Schwab
SCHW
$184B
| $4.69M | 0.02% |
+109,200
| New | +$4.37M |
|
817
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.41B
| $4.69M | 0.02% |
93,450
+42,174
| +82% | +$2.09M |
|
818
Vanguard Russell 2000 ETF
VTWO
$17.5B
| $4.67M | 0.02% |
82,880
+39,482
| +91% | +$2.19M |
|
819
Conagra Brands
CAG
$7.38B
| $4.66M | 0.02% |
130,170
+74,310
| +133% | +$2.88M |
|
820
First Trust Europe AlphaDEX Fund
FEP
$515M
| $4.66M | 0.02% |
133,854
+37,021
| +38% | +$1.27M |
|
821
Vanguard International High Dividend Yield ETF
VYMI
$20.4B
| $4.65M | 0.02% |
74,361
-26,094
| -26% | -$1.62M |
|
|
JWN
822
DELISTED
Nordstrom
JWN
| $4.65M | 0.02% |
97,207
+87,179
| +869% | +$3.97M |
|
|
CBI
823
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $4.63M | 0.02% |
234,400
+200,000
| +581% | +$4.64M |
|
824
PUT
United Rentals
URI
$67.9B
| $4.61M | 0.02% |
40,900
-37,100
| -48% | -$4.14M |
|
|
MNDT
825
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $4.61M | 0.02% |
302,900
+199,200
| +192% | +$2.83M |
|
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.