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 | |
|---|---|---|---|---|---|---|
501
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$253M
| $8.99M | 0.03% |
360,270
+335,265
| +1,341% | +$8.5M |
|
502
PUT
Intuitive Surgical
ISRG
$128B
| $8.98M | 0.03% |
86,400
-225,000
| -72% | -$21.6M |
|
503
CALL
Bausch Health
BHC
$1.7B
| $8.97M | 0.03% |
518,300
+434,800
| +521% | +$5.21M |
|
504
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $8.96M | 0.03% |
257,500
+250,500
| +3,579% | +$8.65M |
|
505
Nucor
NUE
$56.4B
| $8.95M | 0.03% |
154,603
+148,669
| +2,505% | +$8.72M |
|
506
First Trust Value Line Dividend Fund
FVD
$8.32B
| $8.9M | 0.03% |
304,130
+137,337
| +82% | +$4.01M |
|
507
ProShares UltraPro QQQ
TQQQ
$31.4B
| $8.87M | 0.03% |
2,179,728
+1,066,200
| +96% | +$4.37M |
|
508
CALL
ProShares UltraPro Short S&P 500
SPXU
$419M
| $8.83M | 0.03% |
1,411
+1,284
| +1,011% | +$8.37M |
|
|
NVO
509
Novo Nordisk
NVO
$220B
| $8.83M | 0.03% |
411,718
-476,308
| -54% | -$9.61M |
|
510
FNB Corp
FNB
$6.71B
| $8.82M | 0.03% |
623,236
+611,872
| +5,384% | +$8.61M |
|
|
XLNX
511
PUT
DELISTED
Xilinx Inc
XLNX
| $8.81M | 0.03% |
137,000
+129,900
| +1,830% | +$8.2M |
|
512
iShares US & Intl High Yield Corp Bond ETF
GHYG
$193M
| $8.81M | 0.03% |
+174,421
| New | +$8.7M |
|
513
PUT
Franco-Nevada
FNV
$41.4B
| $8.8M | 0.03% |
122,000
+112,500
| +1,184% | +$7.96M |
|
|
AGN
514
DELISTED
Allergan plc
AGN
| $8.79M | 0.03% |
36,142
+21,171
| +141% | +$4.97M |
|
515
CALL
EOG Resources
EOG
$74.7B
| $8.78M | 0.03% |
97,000
+4,100
| +4% | +$378K |
|
516
PUT
Snap
SNAP
$7.6B
| $8.78M | 0.03% |
493,800
+195,200
| +65% | +$3.94M |
|
517
CALL
Vanguard Real Estate ETF
VNQ
$39.8B
| $8.77M | 0.03% |
105,400
-222,300
| -68% | -$18.5M |
|
518
ProShares Ultra Bloomberg Crude Oil
UCO
$407M
| $8.74M | 0.03% |
94,141
+4,954
| +6% | +$519K |
|
519
CALL
Chevron
CVX
$378B
| $8.73M | 0.03% |
83,700
-59,300
| -41% | -$6.28M |
|
520
CALL
AutoZone
AZO
$50.2B
| $8.73M | 0.03% |
15,300
+600
| +4% | +$391K |
|
|
OPLN
521
Openlane
OPLN
$4.25B
| $8.72M | 0.03% |
548,656
+14,256
| +3% | +$232K |
|
522
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.36B
| $8.67M | 0.03% |
73,910
+28,513
| +63% | +$3.26M |
|
|
HPP
523
Hudson Pacific Properties
HPP
$793M
| $8.66M | 0.03% |
+36,190
| New | +$8.69M |
|
|
MNK
524
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $8.64M | 0.03% |
192,900
+180,600
| +1,468% | +$7.92M |
|
|
EDBI
525
DELISTED
Legg Mason ETF Investment Trust Legg Mason Emerging Markets Diversified Core ETF
EDBI
| $8.64M | 0.03% |
285,471
+275,791
| +2,849% | +$8.18M |
|
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.