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 | |
|---|---|---|---|---|---|---|
2276
Invesco Dow Jones Industrial Average Dividend ETF
DJD
$482M
| $949K | ﹤0.01% |
31,482
+2,299
| +8% | +$69.1K |
|
2277
Direxion Daily Regional Banks Bull 3X ETF
DPST
$460M
| $949K | ﹤0.01% |
766
-725
| -49% | -$848K |
|
2278
Cambria Foreign Shareholder Yield ETF
FYLD
$704M
| $949K | ﹤0.01% |
40,077
+14,366
| +56% | +$336K |
|
|
RAD
2279
PUT
DELISTED
Rite Aid Corporation
RAD
| $948K | ﹤0.01% |
+16,060
| New | +$1.21M |
|
2280
iShares MSCI Sweden ETF
EWD
$547M
| $946K | ﹤0.01% |
+27,884
| New | +$926K |
|
2281
PUT
Yelp
YELP
$1.44B
| $946K | ﹤0.01% |
31,500
+22,600
| +254% | +$705K |
|
|
DTUL
2282
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
| $946K | ﹤0.01% |
14,680
+10,800
| +278% | +$695K |
|
|
ORAN
2283
DELISTED
Orange
ORAN
| $945K | ﹤0.01% |
59,159
-11,611
| -16% | -$189K |
|
2284
VanEck Oil Refiners ETF
CRAK
$215M
| $944K | ﹤0.01% |
40,385
+23,731
| +142% | +$542K |
|
2285
3M
MMM
$90.8B
| $943K | ﹤0.01% |
5,417
-2,266
| -29% | -$379K |
|
2286
Campbell Soup
CPB
$6.58B
| $942K | ﹤0.01% |
+18,068
| New | +$1.02M |
|
2287
CALL
T. Rowe Price
TROW
$25.6B
| $942K | ﹤0.01% |
12,700
-700
| -5% | -$50.1K |
|
|
ZGBR
2288
DELISTED
SPDR Solactive United Kingdom ETF
ZGBR
| $940K | ﹤0.01% |
+18,394
| New | +$950K |
|
2289
PUT
iShares Core S&P Small-Cap ETF
IJR
$110B
| $939K | ﹤0.01% |
13,400
-20,200
| -60% | -$1.4M |
|
2290
Advance Auto Parts
AAP
$3.39B
| $938K | ﹤0.01% |
+8,049
| New | +$1.11M |
|
2291
Mercado Libre
MELI
$95.6B
| $937K | ﹤0.01% |
3,735
-2,051
| -35% | -$527K |
|
2292
Viavi Solutions
VIAV
$8.65B
| $937K | ﹤0.01% |
88,973
-50,223
| -36% | -$541K |
|
2293
VanEck Natural Resources ETF
HAP
$305M
| $934K | ﹤0.01% |
28,378
+14,007
| +97% | +$463K |
|
|
IPG
2294
DELISTED
Interpublic Group of Companies
IPG
| $930K | ﹤0.01% |
+37,813
| New | +$924K |
|
2295
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $930K | ﹤0.01% |
28,000
-14,000
| -33% | -$433K |
|
2296
PUT
Wayfair
W
$11.9B
| $930K | ﹤0.01% |
12,100
+4,600
| +61% | +$273K |
|
|
SLY
2297
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
| $930K | ﹤0.01% |
15,096
-175,630
| -92% | -$10.7M |
|
2298
Cognex
CGNX
$10.4B
| $929K | ﹤0.01% |
21,902
-6,518
| -23% | -$289K |
|
2299
Ovintiv
OVV
$17B
| $926K | ﹤0.01% |
21,044
-759
| -3% | -$39.3K |
|
2300
iShares Global 100 ETF
IOO
$8.83B
| $924K | ﹤0.01% |
21,930
-53,754
| -71% | -$2.26M |
|
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.