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 | |
|---|---|---|---|---|---|---|
326
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.51B
| $13.8M | 0.05% |
337,921
-230,544
| -41% | -$9.42M |
|
327
PUT
TJX Companies
TJX
$173B
| $13.8M | 0.05% |
383,000
+366,600
| +2,235% | +$13.8M |
|
328
CALL
Ulta Beauty
ULTA
$20.7B
| $13.8M | 0.05% |
48,100
+19,100
| +66% | +$5.57M |
|
329
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
| $13.8M | 0.05% |
+245,688
| New | +$13.7M |
|
330
CALL
Capital One
COF
$127B
| $13.7M | 0.05% |
166,400
+150,300
| +934% | +$12.2M |
|
331
PUT
Urban Outfitters
URBN
$6.22B
| $13.7M | 0.05% |
+739,300
| New | +$15.2M |
|
332
Best Buy
BBY
$18.6B
| $13.7M | 0.05% |
238,612
+184,189
| +338% | +$9.84M |
|
333
Vanguard Extended Market ETF
VXF
$30.5B
| $13.6M | 0.05% |
+133,417
| New | +$13.5M |
|
334
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$667M
| $13.6M | 0.05% |
291,261
+141,217
| +94% | +$6.52M |
|
335
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.19B
| $13.6M | 0.05% |
489,606
+365,353
| +294% | +$9.99M |
|
336
PUT
Shopify
SHOP
$165B
| $13.5M | 0.05% |
+1,558,000
| New | +$13.2M |
|
337
XPO
XPO
$24.4B
| $13.5M | 0.05% |
605,678
+465,564
| +332% | +$8.72M |
|
|
BBL
338
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $13.5M | 0.05% |
439,450
+431,155
| +5,198% | +$13.2M |
|
339
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $13.5M | 0.05% |
27,245
+14,805
| +119% | +$8.08M |
|
340
TSMC
TSM
$2.07T
| $13.5M | 0.05% |
+385,798
| New | +$13.3M |
|
341
PUT
ExxonMobil
XOM
$642B
| $13.4M | 0.05% |
166,600
+114,000
| +217% | +$9.33M |
|
342
iShares Biotechnology ETF
IBB
$9.44B
| $13.4M | 0.05% |
129,924
-98,985
| -43% | -$9.75M |
|
343
iShares US Real Estate ETF
IYR
$4.73B
| $13.4M | 0.05% |
167,800
+76,057
| +83% | +$6.05M |
|
344
CALL
Hain Celestial
HAIN
$46M
| $13.4M | 0.05% |
344,700
+315,200
| +1,068% | +$11.4M |
|
345
iShares Silver Trust
SLV
$28.3B
| $13.3M | 0.05% |
847,742
-844,264
| -50% | -$13.7M |
|
|
346
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $13.3M | 0.05% |
26,745
+6,280
| +31% | +$3.43M |
|
347
CALL
United Rentals
URI
$70.2B
| $13.1M | 0.05% |
116,500
+91,600
| +368% | +$10.2M |
|
348
Lockheed Martin
LMT
$134B
| $13.1M | 0.05% |
47,240
+36,314
| +332% | +$9.98M |
|
|
FNSR
349
PUT
DELISTED
Finisar Corp
FNSR
| $13.1M | 0.05% |
503,800
+291,900
| +138% | +$7.27M |
|
350
PUT
Synchrony
SYF
$24.5B
| $13.1M | 0.05% |
+438,500
| New | +$13M |
|
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.