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 | |
|---|---|---|---|---|---|---|
1426
CALL
PENN Entertainment
PENN
$2.84B
| $2.14M | 0.01% |
+100,100
| New | +$1.97M |
|
1427
Trip.com Group
TCOM
$29B
| $2.14M | 0.01% |
39,717
-192,353
| -83% | -$10.2M |
|
1428
PUT
Bausch Health
BHC
$1.75B
| $2.14M | 0.01% |
123,600
-552,500
| -82% | -$6.62M |
|
1429
VanEck BDC Income ETF
BIZD
$1.6B
| $2.14M | 0.01% |
116,469
+70,418
| +153% | +$1.3M |
|
1430
Sysco
SYY
$40.8B
| $2.14M | 0.01% |
+42,485
| New | +$2.27M |
|
1431
Vanguard Energy ETF
VDE
$9.9B
| $2.14M | 0.01% |
+24,163
| New | +$2.23M |
|
1432
ProShares VIX Short-Term Futures ETF
VIXY
$221M
| $2.13M | 0.01% |
626
-72
| -10% | -$277K |
|
|
SJR
1433
DELISTED
Shaw Communications Inc.
SJR
| $2.13M | 0.01% |
97,565
+46,068
| +89% | +$991K |
|
1434
Wolfspeed
WOLF
$1.04B
| $2.12M | 0.01% |
85,878
+68,115
| +383% | +$1.63M |
|
1435
Invesco S&P Spin-Off ETF
CSD
$219M
| $2.12M | 0.01% |
44,340
+37,715
| +569% | +$1.76M |
|
|
CYBR
1436
PUT
DELISTED
CyberArk
CYBR
| $2.11M | 0.01% |
+42,300
| New | +$2.14M |
|
1437
CALL
Southwest Airlines
LUV
$21.7B
| $2.11M | 0.01% |
34,000
+13,900
| +69% | +$809K |
|
1438
Gaming and Leisure Properties
GLPI
$13B
| $2.11M | 0.01% |
56,024
+38,977
| +229% | +$1.4M |
|
1439
First Trust Rising Dividend Achievers ETF
RDVY
$24.4B
| $2.11M | 0.01% |
78,018
+3,030
| +4% | +$81.1K |
|
1440
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
| $2.11M | 0.01% |
4,820
+155
| +3% | +$65.2K |
|
|
XL
1441
CALL
DELISTED
XL Group Ltd.
XL
| $2.11M | 0.01% |
+48,100
| New | +$2.03M |
|
1442
Dollar Tree
DLTR
$24.8B
| $2.11M | 0.01% |
30,115
-46,174
| -61% | -$3.56M |
|
1443
CALL
Halliburton
HAL
$26.1B
| $2.11M | 0.01% |
49,300
-30,500
| -38% | -$1.4M |
|
1444
Melco Resorts & Entertainment
MLCO
$2.21B
| $2.1M | 0.01% |
+93,775
| New | +$2.04M |
|
1445
Deutsche Bank
DB
$67.9B
| $2.1M | 0.01% |
118,290
+44,857
| +61% | +$793K |
|
1446
Dycom Industries
DY
$11.2B
| $2.1M | 0.01% |
23,470
+18,078
| +335% | +$1.75M |
|
1447
VanEck Green Bond ETF
GRNB
$184M
| $2.1M | 0.01% |
+80,126
| New | +$2.06M |
|
|
HES
1448
PUT
DELISTED
Hess
HES
| $2.09M | 0.01% |
47,700
+35,500
| +291% | +$1.66M |
|
1449
iShares MSCI KLD 400 Social ETF
DSI
$5.1B
| $2.09M | 0.01% |
+46,786
| New | +$2.07M |
|
1450
CALL
BlackBerry
BB
$4.58B
| $2.09M | 0.01% |
209,000
+137,500
| +192% | +$1.35M |
|
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.