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 | |
|---|---|---|---|---|---|---|
201
PUT
iShares MSCI Brazil ETF
EWZ
$9.08B
| $25.6M | 0.09% |
750,900
-1,540,400
| -67% | -$55.4M |
|
202
PUT
FedEx
FDX
$73.5B
| $25.5M | 0.09% |
117,400
+61,300
| +109% | +$12.1M |
|
203
iShares Core MSCI Europe ETF
IEUR
$8.8B
| $25.5M | 0.09% |
+543,478
| New | +$25.2M |
|
204
PUT
lululemon athletica
LULU
$13.4B
| $25.4M | 0.09% |
425,800
+280,300
| +193% | +$14.6M |
|
205
iShares Global Infrastructure ETF
IGF
$10.9B
| $25.4M | 0.09% |
577,374
+562,170
| +3,698% | +$24.6M |
|
206
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $25.1M | 0.09% |
515,115
+225,720
| +78% | +$11M |
|
207
Oracle
ORCL
$345B
| $25.1M | 0.09% |
+499,875
| New | +$22.8M |
|
208
Western Digital
WDC
$172B
| $24.8M | 0.09% |
370,276
+276,346
| +294% | +$18.4M |
|
209
iShares MSCI Taiwan ETF
EWT
$9.99B
| $24.7M | 0.09% |
691,390
+330,848
| +92% | +$11.4M |
|
210
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $24.4M | 0.09% |
938,020
+845,390
| +913% | +$22.2M |
|
211
Vanguard Value ETF
VTV
$189B
| $24.2M | 0.08% |
250,395
+181,259
| +262% | +$17.3M |
|
212
PUT
Texas Instruments
TXN
$255B
| $24.1M | 0.08% |
313,000
+309,200
| +8,137% | +$24.8M |
|
213
CALL
Intuitive Surgical
ISRG
$128B
| $23.9M | 0.08% |
229,500
+97,200
| +73% | +$9.34M |
|
214
CALL
Energy Transfer Partners
ET
$68.5B
| $23.7M | 0.08% |
1,321,400
+1,275,600
| +2,785% | +$22.7M |
|
215
PUT
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$29.8M
| $23.7M | 0.08% |
74
+54
| +270% | +$19.1M |
|
|
216
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $23.4M | 0.08% |
565,219
-2,237,678
| -80% | -$91.1M |
|
217
Caterpillar
CAT
$402B
| $23M | 0.08% |
214,379
-23,002
| -10% | -$2.34M |
|
218
National Grid
NGG
$81.6B
| $22.8M | 0.08% |
411,073
-648,741
| -61% | -$39.6M |
|
219
PUT
Signet Jewelers
SIG
$3.72B
| $22.8M | 0.08% |
361,000
+267,300
| +285% | +$16.4M |
|
|
220
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $22.7M | 0.08% |
873,800
-738,800
| -46% | -$19.4M |
|
221
PUT
Micron Technology
MU
$1.02T
| $22.6M | 0.08% |
757,800
+327,200
| +76% | +$9.58M |
|
222
CALL
Yelp
YELP
$1.45B
| $22.4M | 0.08% |
745,800
+506,100
| +211% | +$15.8M |
|
|
223
CALL
Micron Technology
MU
$1.02T
| $22.3M | 0.08% |
748,200
+432,800
| +137% | +$12.7M |
|
224
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.53B
| $22.3M | 0.08% |
653,700
-50,300
| -7% | -$1.66M |
|
225
CALL
JPMorgan Chase
JPM
$947B
| $22.3M | 0.08% |
243,500
+79,900
| +49% | +$6.89M |
|
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.