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 | |
|---|---|---|---|---|---|---|
2901
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.67M
| $552K | ﹤0.01% |
+2,752
| New | +$576K |
|
2902
Invesco Active US Real Estate Fund
PSR
$59.7M
| $552K | ﹤0.01% |
6,916
+1,612
| +30% | +$126K |
|
2903
CALL
Veeva Systems
VEEV
$32.7B
| $552K | ﹤0.01% |
9,000
-25,300
| -74% | -$1.46M |
|
|
EXIV
2904
DELISTED
VelocityShares 1x Daily Inverse VSTOXX Futures ETN
EXIV
| $552K | ﹤0.01% |
+20,072
| New | +$575K |
|
|
VSTO
2905
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $551K | ﹤0.01% |
+24,500
| New | +$517K |
|
2906
Mattel
MAT
$4.42B
| $550K | ﹤0.01% |
25,552
-13,954
| -35% | -$315K |
|
|
USCR
2907
PUT
DELISTED
U S Concrete, Inc.
USCR
| $550K | ﹤0.01% |
7,000
-32,700
| -82% | -$2.22M |
|
2908
Dominion Energy
D
$61.3B
| $549K | ﹤0.01% |
+7,168
| New | +$563K |
|
2909
D.R. Horton
DHI
$40.7B
| $549K | ﹤0.01% |
15,890
-3,090
| -16% | -$103K |
|
2910
Gen Digital
GEN
$16.3B
| $549K | ﹤0.01% |
19,444
-8,708
| -31% | -$263K |
|
2911
iShares Core Moderate Allocation ETF
AOM
$1.75B
| $548K | ﹤0.01% |
+14,715
| New | +$543K |
|
2912
CALL
Edison International
EIX
$30.3B
| $547K | ﹤0.01% |
+7,000
| New | +$561K |
|
2913
PUT
iShares Russell 1000 Growth ETF
IWF
$120B
| $547K | ﹤0.01% |
18,400
-32,800
| -64% | -$963K |
|
2914
LivePerson
LPSN
$22M
| $547K | ﹤0.01% |
3,313
-1,207
| -27% | -$166K |
|
|
S
2915
CALL
DELISTED
Sprint Corporation
S
| $547K | ﹤0.01% |
+66,600
| New | +$554K |
|
2916
WisdomTree US MidCap Fund
EZM
$941M
| $546K | ﹤0.01% |
15,238
-420
| -3% | -$14.9K |
|
|
ZCAN
2917
DELISTED
SPDR Solactive Canada ETF
ZCAN
| $546K | ﹤0.01% |
9,767
-2,183
| -18% | -$119K |
|
2918
NVR
NVR
$16.8B
| $545K | ﹤0.01% |
+226
| New | +$509K |
|
|
PMPT
2919
DELISTED
iSectors Post-MPT Growth ETF
PMPT
| $545K | ﹤0.01% |
+21,799
| New | +$542K |
|
2920
PUT
Autodesk
ADSK
$49.6B
| $544K | ﹤0.01% |
5,400
-9,300
| -63% | -$920K |
|
2921
CALL
Perrigo
PRGO
$1.43B
| $544K | ﹤0.01% |
7,200
+700
| +11% | +$50.2K |
|
2922
CALL
SAP
SAP
$209B
| $544K | ﹤0.01% |
+5,200
| New | +$536K |
|
2923
ProShares S&P 500 ex-Energy ETF
SPXE
$83M
| $544K | ﹤0.01% |
21,476
-4,934
| -19% | -$123K |
|
2924
CenterPoint Energy
CNP
$27.8B
| $543K | ﹤0.01% |
19,849
-9,486
| -32% | -$266K |
|
2925
CALL
Canadian Solar
CSIQ
$1B
| $543K | ﹤0.01% |
34,100
-39,800
| -54% | -$533K |
|
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.