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 | |
|---|---|---|---|---|---|---|
|
FBR
2051
DELISTED
Fibria Celulose Sa
FBR
| $1.16M | ﹤0.01% |
113,681
-69,682
| -38% | -$697K |
|
2052
First Trust Multi Cap Value AlphaDEX Fund
FAB
$165M
| $1.15M | ﹤0.01% |
+22,059
| New | +$1.14M |
|
2053
PUT
Helmerich & Payne
HP
$3.34B
| $1.15M | ﹤0.01% |
21,200
+11,000
| +108% | +$645K |
|
2054
KeyCorp
KEY
$23.8B
| $1.15M | ﹤0.01% |
61,485
-7,221
| -11% | -$131K |
|
|
TGP
2055
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $1.15M | ﹤0.01% |
75,000
-56,000
| -43% | -$904K |
|
2056
J.M. Smucker
SJM
$13.5B
| $1.15M | ﹤0.01% |
9,722
-5,638
| -37% | -$712K |
|
2057
American Customer Satisfaction ETF
ACSI
$116M
| $1.15M | ﹤0.01% |
+39,946
| New | +$1.14M |
|
2058
WisdomTree Emerging Markets Local Debt Fund
ELD
$141M
| $1.15M | ﹤0.01% |
30,242
-126,030
| -81% | -$4.78M |
|
2059
CALL
US Bancorp
USB
$97.9B
| $1.15M | ﹤0.01% |
+22,100
| New | +$1.14M |
|
2060
iShares Russell 3000 ETF
IWV
$19.2B
| $1.15M | ﹤0.01% |
+7,960
| New | +$1.13M |
|
2061
Tapestry
TPR
$30.3B
| $1.15M | ﹤0.01% |
24,215
-4,565
| -16% | -$200K |
|
2062
B2Gold
BTG
$4.98B
| $1.15M | ﹤0.01% |
407,508
+396,365
| +3,557% | +$1.04M |
|
2063
Davis Select Financial ETF
DFNL
$460M
| $1.15M | ﹤0.01% |
52,990
+14,492
| +38% | +$304K |
|
2064
CALL
Analog Devices
ADI
$172B
| $1.14M | ﹤0.01% |
+14,700
| New | +$1.17M |
|
2065
CALL
Upbound Group
UPBD
$1.22B
| $1.14M | ﹤0.01% |
+97,600
| New | +$1.1M |
|
2066
PUT
Yum! Brands
YUM
$41.9B
| $1.14M | ﹤0.01% |
+15,500
| New | +$1.08M |
|
2067
Digital Realty Trust
DLR
$69.6B
| $1.14M | ﹤0.01% |
+10,108
| New | +$1.16M |
|
2068
AT&T
T
$164B
| $1.14M | ﹤0.01% |
40,083
-3,714
| -8% | -$109K |
|
2069
PUT
Canadian Natural Resources
CNQ
$96.9B
| $1.14M | ﹤0.01% |
+80,659
| New | +$1.21M |
|
2070
PUT
Edgewell Personal Care
EPC
$1.3B
| $1.14M | ﹤0.01% |
15,000
| – | – |
|
|
FNI
2071
DELISTED
First Trust Chindia ETF
FNI
| $1.14M | ﹤0.01% |
32,422
-74,607
| -70% | -$2.53M |
|
2072
CALL
Boston Scientific
BSX
$68.4B
| $1.14M | ﹤0.01% |
+41,000
| New | +$1.09M |
|
|
2073
Helmerich & Payne
HP
$3.34B
| $1.14M | ﹤0.01% |
20,929
+12,223
| +140% | +$717K |
|
2074
Invesco NASDAQ Internet ETF
PNQI
$527M
| $1.14M | ﹤0.01% |
55,140
-9,740
| -15% | -$197K |
|
|
BSCH
2075
DELISTED
Guggenheim BulletShares 2017 Corporate Bond ETF
BSCH
| $1.14M | ﹤0.01% |
50,267
+7,511
| +18% | +$170K |
|
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.