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 | |
|---|---|---|---|---|---|---|
626
iShares MSCI Austria ETF
EWO
$173M
| $6.71M | 0.02% |
315,869
+249,340
| +375% | +$5.03M |
|
627
PUT
iShares S&P 500 Growth ETF
IVW
$72.1B
| $6.71M | 0.02% |
196,000
-35,600
| -15% | -$1.21M |
|
628
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$221M
| $6.68M | 0.02% |
26,670
-4,890
| -15% | -$1.37M |
|
629
iShares Core S&P US Value ETF
IUSV
$27.5B
| $6.68M | 0.02% |
131,102
-245,710
| -65% | -$12.4M |
|
630
PUT
Vanguard Total Stock Market ETF
VTI
$656B
| $6.67M | 0.02% |
53,600
+21,900
| +69% | +$2.7M |
|
|
TSRO
631
CALL
DELISTED
TESARO, Inc.
TSRO
| $6.63M | 0.02% |
47,400
-22,100
| -32% | -$3.2M |
|
632
Palo Alto Networks
PANW
$260B
| $6.62M | 0.02% |
297,000
+9,516
| +3% | +$192K |
|
633
lululemon athletica
LULU
$13.7B
| $6.58M | 0.02% |
110,252
+447
| +0.4% | +$23.3K |
|
634
CALL
Bath & Body Works
BBWI
$4.15B
| $6.54M | 0.02% |
150,048
+141,513
| +1,658% | +$5.8M |
|
635
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$345M
| $6.54M | 0.02% |
1,584
+1,173
| +285% | +$5.05M |
|
636
VanEck Oil Services ETF
OIH
$1.99B
| $6.51M | 0.02% |
13,141
+11,305
| +616% | +$6.17M |
|
637
Travelers Companies
TRV
$82.5B
| $6.5M | 0.02% |
+51,411
| New | +$6.33M |
|
638
PUT
Valero Energy
VLO
$88.6B
| $6.49M | 0.02% |
96,200
+86,500
| +892% | +$5.61M |
|
639
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.85B
| $6.48M | 0.02% |
240,800
-19,800
| -8% | -$526K |
|
640
PUT
DexCom
DXCM
$29.2B
| $6.47M | 0.02% |
353,600
+315,600
| +831% | +$5.83M |
|
641
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
| $6.45M | 0.02% |
82,698
-21,274
| -20% | -$1.64M |
|
642
CALL
Cisco
CSCO
$458B
| $6.43M | 0.02% |
205,300
-73,100
| -26% | -$2.38M |
|
643
Comcast
CMCSA
$85.7B
| $6.37M | 0.02% |
163,601
+78,684
| +93% | +$3.1M |
|
644
PUT
Bunge Global
BG
$22.5B
| $6.36M | 0.02% |
85,300
-5,500
| -6% | -$418K |
|
645
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.8B
| $6.35M | 0.02% |
+20,000
| New | +$6.3M |
|
|
AABA
646
DELISTED
Altaba Inc
AABA
| $6.35M | 0.02% |
+116,516
| New | +$6.34M |
|
647
Dollar General
DG
$27.7B
| $6.34M | 0.02% |
87,948
+77,645
| +754% | +$5.59M |
|
648
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
| $6.29M | 0.02% |
117,730
+71,371
| +154% | +$3.81M |
|
649
Darden Restaurants
DRI
$23.7B
| $6.26M | 0.02% |
69,202
-15,044
| -18% | -$1.31M |
|
650
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $6.25M | 0.02% |
+99,552
| New | +$6.31M |
|
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.