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 | |
|---|---|---|---|---|---|---|
251
PUT
Regeneron Pharmaceuticals
REGN
$69.9B
| $19.5M | 0.07% |
39,700
+1,600
| +4% | +$700K |
|
252
LKQ Corp
LKQ
$6.69B
| $19.2M | 0.07% |
581,319
+538,270
| +1,250% | +$16.6M |
|
253
PUT
iShares MSCI South Korea ETF
EWY
$22.5B
| $18.9M | 0.07% |
278,500
+74,900
| +37% | +$4.87M |
|
254
CALL
iShares MSCI Mexico ETF
EWW
$1.91B
| $18.8M | 0.07% |
348,800
+99,100
| +40% | +$5.19M |
|
255
CALL
O'Reilly Automotive
ORLY
$75.1B
| $18.8M | 0.07% |
1,288,500
+1,123,500
| +681% | +$18.3M |
|
256
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $18.7M | 0.07% |
+356,082
| New | +$18.7M |
|
257
Netflix
NFLX
$293B
| $18.7M | 0.07% |
1,251,130
-841,900
| -40% | -$13M |
|
258
CALL
XPO
XPO
$24.4B
| $18.6M | 0.07% |
831,565
+800,338
| +2,563% | +$15M |
|
259
Wynn Resorts
WYNN
$10.3B
| $18.5M | 0.07% |
138,260
+92,098
| +200% | +$11.6M |
|
260
United States Oil Fund
USO
$2.07B
| $18.4M | 0.06% |
241,998
-55,594
| -19% | -$4.45M |
|
261
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $18.3M | 0.06% |
227
+197
| +657% | +$16.3M |
|
262
Procter & Gamble
PG
$346B
| $18.2M | 0.06% |
208,947
-263,092
| -56% | -$23.2M |
|
|
MMP
263
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $18.2M | 0.06% |
255,500
+250,900
| +5,454% | +$18.4M |
|
264
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $18.1M | 0.06% |
235,100
-207,100
| -47% | -$14.7M |
|
265
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $18.1M | 0.06% |
72,330
+36,740
| +103% | +$10.3M |
|
266
Schwab Fundamental International Small Company Index ETF
FNDC
$3.02B
| $18.1M | 0.06% |
552,644
-562,684
| -50% | -$18M |
|
267
PUT
Bank of America
BAC
$436B
| $18M | 0.06% |
740,700
-1,018,900
| -58% | -$23.8M |
|
268
CALL
Salesforce
CRM
$142B
| $17.9M | 0.06% |
206,900
+87,000
| +73% | +$7.58M |
|
269
CALL
Caterpillar
CAT
$402B
| $17.8M | 0.06% |
165,300
+98,200
| +146% | +$9.98M |
|
270
CALL
Boeing
BA
$167B
| $17.8M | 0.06% |
89,800
-23,300
| -21% | -$4.34M |
|
271
CALL
HCA Healthcare
HCA
$86.4B
| $17.7M | 0.06% |
203,400
+195,400
| +2,443% | +$16.5M |
|
272
Johnson & Johnson
JNJ
$641B
| $17.6M | 0.06% |
133,005
+90,044
| +210% | +$11.5M |
|
273
Citigroup
C
$223B
| $17.6M | 0.06% |
262,802
+59,786
| +29% | +$3.67M |
|
274
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $17.4M | 0.06% |
114,915
+67,190
| +141% | +$11.6M |
|
275
Teva Pharmaceuticals
TEVA
$36.2B
| $17.4M | 0.06% |
522,512
+497,823
| +2,016% | +$15.4M |
|
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.