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 | |
|---|---|---|---|---|---|---|
|
RHT
826
PUT
DELISTED
Red Hat Inc
RHT
| $4.61M | 0.02% |
48,100
+30,400
| +172% | +$2.71M |
|
|
APC
827
PUT
DELISTED
Anadarko Petroleum
APC
| $4.6M | 0.02% |
101,500
-217,500
| -68% | -$11.5M |
|
828
UnitedHealth
UNH
$389B
| $4.59M | 0.02% |
24,765
-8,766
| -26% | -$1.54M |
|
829
Dolby
DLB
$4.97B
| $4.58M | 0.02% |
93,513
-171,464
| -65% | -$8.74M |
|
830
Fidelity Limited Term Bond ETF
FLTB
$415M
| $4.58M | 0.02% |
90,719
-21,273
| -19% | -$1.07M |
|
831
Logitech
LOGI
$16B
| $4.57M | 0.02% |
124,744
+59,332
| +91% | +$2.06M |
|
832
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$143M
| $4.54M | 0.02% |
132,240
+88,053
| +199% | +$2.96M |
|
833
ALPS REIT Dividend Dogs ETF
RDOG
$11.6M
| $4.53M | 0.02% |
102,705
+16,928
| +20% | +$747K |
|
834
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $4.53M | 0.02% |
161,150
+17,354
| +12% | +$491K |
|
835
WisdomTree Global High Dividend Fund
DEW
$148M
| $4.51M | 0.02% |
99,752
+49,618
| +99% | +$2.24M |
|
836
CALL
PNC Financial Services
PNC
$100B
| $4.51M | 0.02% |
36,100
+34,100
| +1,705% | +$4.11M |
|
837
American International
AIG
$42.9B
| $4.51M | 0.02% |
72,076
+53,585
| +290% | +$3.33M |
|
838
Affiliated Managers Group
AMG
$9.78B
| $4.51M | 0.02% |
27,171
+25,833
| +1,931% | +$4.12M |
|
839
Valero Energy
VLO
$88.7B
| $4.5M | 0.02% |
66,702
+12,482
| +23% | +$810K |
|
840
CALL
Seagate
STX
$169B
| $4.5M | 0.02% |
116,000
+26,500
| +30% | +$1.16M |
|
841
Vanguard Russell 1000 ETF
VONE
$8.21B
| $4.49M | 0.02% |
40,453
-18,757
| -32% | -$2.07M |
|
842
Starbucks
SBUX
$118B
| $4.49M | 0.02% |
77,019
+13,249
| +21% | +$801K |
|
843
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $4.49M | 0.02% |
40,600
-6,300
| -13% | -$672K |
|
844
Nokia
NOK
$49.9B
| $4.48M | 0.02% |
+726,876
| New | +$4.36M |
|
845
PUT
APA Corp
APA
$12.3B
| $4.47M | 0.02% |
93,200
+48,700
| +109% | +$2.4M |
|
846
Phillips 66
PSX
$82.5B
| $4.47M | 0.02% |
54,011
+44,166
| +449% | +$3.47M |
|
847
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$16.7B
| $4.46M | 0.02% |
+121,178
| New | +$4.39M |
|
848
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.6M
| $4.45M | 0.02% |
199,100
+173,200
| +669% | +$3.83M |
|
849
PUT
Lockheed Martin
LMT
$134B
| $4.44M | 0.02% |
16,000
+13,100
| +452% | +$3.6M |
|
850
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $4.43M | 0.02% |
41,600
-59,300
| -59% | -$6.33M |
|
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.