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 | |
|---|---|---|---|---|---|---|
1176
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$238M
| $2.82M | 0.01% |
1,354
+808
| +148% | +$2.17M |
|
1177
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$461M
| $2.82M | 0.01% |
107,381
+83,039
| +341% | +$2.23M |
|
1178
Harley-Davidson
HOG
$2.69B
| $2.82M | 0.01% |
+52,185
| New | +$2.9M |
|
1179
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
| $2.82M | 0.01% |
64,592
+36,492
| +130% | +$1.58M |
|
1180
PUT
Devon Energy
DVN
$50.6B
| $2.82M | 0.01% |
88,100
+52,800
| +150% | +$1.93M |
|
1181
DB Gold Short ETN due Feb 15 2038
DGZ
$1.96M
| $2.81M | 0.01% |
197,678
-23,246
| -11% | -$326K |
|
1182
iShares MSCI Emerging Markets Asia ETF
EEMA
$806M
| $2.81M | 0.01% |
43,351
+31,363
| +262% | +$1.97M |
|
1183
Canadian National Railway
CNI
$78.2B
| $2.81M | 0.01% |
34,655
-48,813
| -58% | -$3.72M |
|
1184
AngloGold Ashanti
AU
$39.2B
| $2.8M | 0.01% |
288,356
-302,654
| -51% | -$3.45M |
|
1185
Workday
WDAY
$40.6B
| $2.8M | 0.01% |
28,822
+1,490
| +5% | +$139K |
|
1186
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $2.78M | 0.01% |
27,374
-130,633
| -83% | -$13.3M |
|
1187
Elevance Health
ELV
$83.6B
| $2.78M | 0.01% |
14,790
+5,144
| +53% | +$924K |
|
1188
iShares Global Timber & Forestry ETF
WOOD
$265M
| $2.77M | 0.01% |
+45,283
| New | +$2.71M |
|
1189
Ingredion
INGR
$6.51B
| $2.77M | 0.01% |
23,262
+18,884
| +431% | +$2.24M |
|
1190
Tractor Supply
TSCO
$16.5B
| $2.77M | 0.01% |
255,695
+162,700
| +175% | +$1.94M |
|
1191
PUT
AT&T
T
$168B
| $2.77M | 0.01% |
97,049
+65,405
| +207% | +$1.93M |
|
1192
CALL
Kohl's
KSS
$2.15B
| $2.76M | 0.01% |
71,400
+47,500
| +199% | +$1.82M |
|
1193
Applied Optoelectronics
AAOI
$6.72B
| $2.76M | 0.01% |
+44,664
| New | +$2.61M |
|
1194
Hershey
HSY
$38.1B
| $2.76M | 0.01% |
25,706
+20,879
| +433% | +$2.3M |
|
1195
CALL
Occidental Petroleum
OXY
$55.4B
| $2.76M | 0.01% |
46,100
+41,500
| +902% | +$2.54M |
|
|
1196
PUT
Tractor Supply
TSCO
$16.5B
| $2.76M | 0.01% |
254,500
-22,500
| -8% | -$268K |
|
1197
CALL
Deere & Co
DE
$168B
| $2.76M | 0.01% |
22,300
-1,000
| -4% | -$117K |
|
1198
Invesco S&P MidCap 400 Pure Value ETF
RFV
$336M
| $2.75M | 0.01% |
43,573
+32,135
| +281% | +$1.99M |
|
|
TMX
1199
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $2.74M | 0.01% |
104,510
-1,016,285
| -91% | -$26.6M |
|
|
MMP
1200
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $2.74M | 0.01% |
38,408
+24,663
| +179% | +$1.81M |
|
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.