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 | |
|---|---|---|---|---|---|---|
976
CALL
CVS Health
CVS
$140B
| $3.67M | 0.01% |
45,600
-424,700
| -90% | -$33.5M |
|
|
EXAS
977
CALL
DELISTED
Exact Sciences
EXAS
| $3.66M | 0.01% |
103,600
+14,900
| +17% | +$460K |
|
978
Monro
MNRO
$537M
| $3.66M | 0.01% |
+87,750
| New | +$4.37M |
|
979
ProShares Ultra 20+ Year Treasury
UBT
$59.4M
| $3.66M | 0.01% |
90,784
+81,960
| +929% | +$3.23M |
|
980
PUT
Macy's
M
$6.62B
| $3.66M | 0.01% |
157,500
+85,800
| +120% | +$2.2M |
|
981
CALL
Ferrari
RACE
$68.6B
| $3.66M | 0.01% |
+42,500
| New | +$3.48M |
|
982
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.7B
| $3.66M | 0.01% |
+101,402
| New | +$3.62M |
|
983
PUT
Target
TGT
$65.5B
| $3.65M | 0.01% |
69,900
+23,300
| +50% | +$1.27M |
|
984
Southwest Airlines
LUV
$22.7B
| $3.65M | 0.01% |
58,772
+7,564
| +15% | +$440K |
|
985
PUT
Accenture
ACN
$101B
| $3.65M | 0.01% |
29,500
+5,000
| +20% | +$609K |
|
986
Ormat Technologies
ORA
$6.05B
| $3.64M | 0.01% |
62,047
-23,705
| -28% | -$1.39M |
|
987
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
| $3.64M | 0.01% |
+38,384
| New | +$3.56M |
|
|
B
988
CALL
Barrick Mining
B
$61.5B
| $3.63M | 0.01% |
228,200
+159,500
| +232% | +$2.73M |
|
|
AY
989
CALL
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $3.63M | 0.01% |
170,000
| – | – |
|
990
Perrigo
PRGO
$1.43B
| $3.62M | 0.01% |
+47,964
| New | +$3.44M |
|
991
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.85B
| $3.62M | 0.01% |
+31,756
| New | +$3.42M |
|
992
CALL
Merck
MRK
$326B
| $3.61M | 0.01% |
59,002
+36,784
| +166% | +$2.24M |
|
993
Chevron
CVX
$374B
| $3.6M | 0.01% |
34,514
-1,815
| -5% | -$192K |
|
994
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$289M
| $3.6M | 0.01% |
100,349
-110,075
| -52% | -$4.08M |
|
995
iShares Global Tech ETF
IXN
$8.1B
| $3.6M | 0.01% |
164,832
+154,962
| +1,570% | +$3.36M |
|
996
Invesco Zacks Mid-Cap ETF
CZA
$192M
| $3.6M | 0.01% |
59,622
+31,955
| +115% | +$1.89M |
|
|
DCH
997
PUT
Dauch Corp
DCH
$1.33B
| $3.59M | 0.01% |
+230,200
| New | +$3.75M |
|
|
GGP
998
CALL
DELISTED
GGP Inc.
GGP
| $3.58M | 0.01% |
+152,100
| New | +$3.5M |
|
999
CALL
Amgen
AMGN
$212B
| $3.58M | 0.01% |
20,800
-71,600
| -77% | -$11.6M |
|
1000
PUT
Illinois Tool Works
ITW
$84.9B
| $3.58M | 0.01% |
25,000
+22,900
| +1,090% | +$3.19M |
|
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.