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 | |
|---|---|---|---|---|---|---|
76
PUT
Affiliated Managers Group
AMG
$9.46B
| $64.6M | 0.23% |
+389,500
| New | +$62.2M |
|
|
UN
77
DELISTED
Unilever NV New York Registry Shares
UN
| $62.8M | 0.22% |
+1,135,731
| New | +$61.3M |
|
78
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $62.5M | 0.22% |
1,574,900
-1,460,000
| -48% | -$57.2M |
|
79
Schwab International Equity ETF
SCHF
$65.6B
| $62.2M | 0.22% |
3,916,916
+1,479,902
| +61% | +$23M |
|
80
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $61.9M | 0.22% |
7,435,000
+1,155,000
| +18% | +$10.7M |
|
81
CALL
Home Depot
HD
$332B
| $59.6M | 0.21% |
388,400
+356,900
| +1,133% | +$54.7M |
|
|
82
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $58.6M | 0.21% |
1,755,600
-212,500
| -11% | -$7.08M |
|
|
83
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $58.4M | 0.2% |
896,300
-1,922,600
| -68% | -$124M |
|
84
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $58.4M | 0.2% |
466,957
+329,556
| +240% | +$40.7M |
|
85
PUT
VanEck Gold Miners ETF
GDX
$23B
| $57.2M | 0.2% |
2,591,600
+1,821,100
| +236% | +$41.4M |
|
86
PUT
Cummins
CMI
$91.7B
| $55.4M | 0.19% |
341,400
+329,900
| +2,869% | +$51.2M |
|
87
PUT
AutoZone
AZO
$48.3B
| $54.3M | 0.19% |
95,200
+60,400
| +174% | +$39.3M |
|
88
CALL
Bank of America
BAC
$435B
| $54.3M | 0.19% |
2,236,200
+1,462,000
| +189% | +$34.1M |
|
89
CALL
Goldman Sachs
GS
$313B
| $54.2M | 0.19% |
244,200
-60,200
| -20% | -$13.4M |
|
90
PUT
McDonald's
MCD
$188B
| $53.5M | 0.19% |
349,000
+319,600
| +1,087% | +$46.2M |
|
91
Vanguard S&P 500 ETF
VOO
$968B
| $53.4M | 0.19% |
240,678
+232,647
| +2,897% | +$51.2M |
|
|
92
CALL
VanEck Gold Miners ETF
GDX
$23B
| $52.5M | 0.18% |
2,379,200
+1,761,200
| +285% | +$40.1M |
|
93
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $52.5M | 0.18% |
1,172,000
+653,400
| +126% | +$29.3M |
|
94
CALL
FedEx
FDX
$74.5B
| $52.1M | 0.18% |
239,800
+44,100
| +23% | +$8.71M |
|
|
95
CALL
McDonald's
MCD
$188B
| $51.9M | 0.18% |
338,600
+306,900
| +968% | +$44.4M |
|
96
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.3M
| $51.8M | 0.18% |
667
+97
| +17% | +$7.24M |
|
97
PUT
ProShares UltraPro S&P 500
UPRO
$5.1B
| $51.2M | 0.18% |
2,956,800
+1,291,200
| +78% | +$21.7M |
|
98
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
| $50.4M | 0.18% |
+747,734
| New | +$49.1M |
|
|
BWLD
99
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $49.9M | 0.17% |
+393,900
| New | +$58.8M |
|
100
PUT
Netflix
NFLX
$292B
| $49.6M | 0.17% |
3,320,000
+743,000
| +29% | +$11.4M |
|
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.