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 | |
|---|---|---|---|---|---|---|
2451
Labcorp
LH
$25.5B
| $805K | ﹤0.01% |
6,082
+3,889
| +177% | +$476K |
|
2452
Invesco S&P 500 Value with Momentum ETF
SPVM
$129M
| $805K | ﹤0.01% |
22,372
+7,026
| +46% | +$250K |
|
2453
Toro Company
TTC
$8.78B
| $804K | ﹤0.01% |
11,604
-1,799
| -13% | -$120K |
|
2454
US Commodity Index
USCI
$368M
| $803K | ﹤0.01% |
+20,871
| New | +$801K |
|
|
HILO
2455
DELISTED
Columbia EM Quality Dividend ETF
HILO
| $803K | ﹤0.01% |
57,421
+12,672
| +28% | +$177K |
|
2456
CALL
Duke Energy
DUK
$97.8B
| $802K | ﹤0.01% |
9,600
-28,700
| -75% | -$2.41M |
|
|
CXO
2457
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $802K | ﹤0.01% |
6,600
-9,500
| -59% | -$1.2M |
|
2458
Banco de Chile
BCH
$21.1B
| $801K | ﹤0.01% |
+32,365
| New | +$779K |
|
2459
PUT
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$106M
| $799K | ﹤0.01% |
+877
| New | +$1.04M |
|
2460
CALL
Centene
CNC
$30.6B
| $799K | ﹤0.01% |
+20,000
| New | +$755K |
|
|
GDVD
2461
DELISTED
Principal Active Global Dividend Income ETF
GDVD
| $797K | ﹤0.01% |
+31,209
| New | +$797K |
|
|
OCLR
2462
DELISTED
Oclaro Inc.
OCLR
| $797K | ﹤0.01% |
85,321
-3,549
| -4% | -$32.1K |
|
2463
Antero Resources
AR
$11B
| $795K | ﹤0.01% |
+36,783
| New | +$789K |
|
2464
Boston Properties
BXP
$11.3B
| $795K | ﹤0.01% |
6,464
+4,953
| +328% | +$626K |
|
2465
CALL
Qualcomm
QCOM
$156B
| $795K | ﹤0.01% |
14,400
-142,000
| -91% | -$7.93M |
|
2466
CALL
Truist Financial
TFC
$63.4B
| $795K | ﹤0.01% |
+17,500
| New | +$760K |
|
|
AKS
2467
CALL
DELISTED
AK Steel Holding Corp
AKS
| $795K | ﹤0.01% |
+121,000
| New | +$759K |
|
2468
La-Z-Boy
LZB
$1.59B
| $794K | ﹤0.01% |
+24,425
| New | +$686K |
|
2469
Invesco Food & Beverage ETF
PBJ
$108M
| $794K | ﹤0.01% |
25,196
+2,849
| +13% | +$93.9K |
|
2470
Parker-Hannifin
PH
$123B
| $794K | ﹤0.01% |
4,969
-9,514
| -66% | -$1.51M |
|
2471
CALL
Acuity Brands
AYI
$9.92B
| $793K | ﹤0.01% |
+3,900
| New | +$689K |
|
2472
Polaris
PII
$3.77B
| $793K | ﹤0.01% |
8,603
-11,835
| -58% | -$1.01M |
|
|
BSJH
2473
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
| $793K | ﹤0.01% |
30,824
-71,915
| -70% | -$1.85M |
|
|
WPX
2474
DELISTED
WPX Energy, Inc.
WPX
| $792K | ﹤0.01% |
82,021
+13,502
| +20% | +$154K |
|
|
FOLD
2475
DELISTED
Amicus Therapeutics
FOLD
| $790K | ﹤0.01% |
78,452
+25,597
| +48% | +$206K |
|
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.