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 | |
|---|---|---|---|---|---|---|
176
CALL
ProShares UltraPro QQQ
TQQQ
$31.4B
| $29.5M | 0.1% |
7,238,400
-8,685,600
| -55% | -$35.6M |
|
177
CALL
Baidu
BIDU
$35.8B
| $29.4M | 0.1% |
164,600
+133,400
| +428% | +$24.2M |
|
178
CRH
CRH
$68.7B
| $29.4M | 0.1% |
828,826
+725,993
| +706% | +$26.1M |
|
179
PUT
ProShares Ultra S&P500
SSO
$7.72B
| $29.2M | 0.1% |
2,613,600
+1,598,400
| +157% | +$17.5M |
|
180
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $29.2M | 0.1% |
814,300
+466,400
| +134% | +$17.3M |
|
181
CALL
Corpay
CPAY
$24.8B
| $28.8M | 0.1% |
+200,000
| New | +$28.6M |
|
182
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $28.8M | 0.1% |
1,174,800
+47,300
| +4% | +$1.17M |
|
183
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $28.6M | 0.1% |
268,570
+52,015
| +24% | +$5.56M |
|
|
PAY
184
DELISTED
Verifone Systems Inc
PAY
| $28.6M | 0.1% |
+1,581,661
| New | +$28.5M |
|
185
Vanguard Short-Term Bond ETF
BSV
$44.6B
| $28.5M | 0.1% |
+357,488
| New | +$28.6M |
|
186
PUT
iShares Russell 2000 ETF
IWM
$80.3B
| $28.5M | 0.1% |
202,100
-478,000
| -70% | -$66.2M |
|
187
PUT
Ryder
R
$10.3B
| $28.1M | 0.1% |
+390,600
| New | +$27M |
|
188
iShares MSCI Pacific ex Japan ETF
EPP
$2.19B
| $27.8M | 0.1% |
625,711
+529,586
| +551% | +$23.6M |
|
189
CALL
Regeneron Pharmaceuticals
REGN
$69.9B
| $27.5M | 0.1% |
56,000
+21,800
| +64% | +$9.54M |
|
190
iShares MSCI South Korea ETF
EWY
$22.5B
| $27.4M | 0.1% |
404,356
-234,236
| -37% | -$15.2M |
|
191
Schwab US Large-Cap Growth ETF
SCHG
$58.8B
| $27M | 0.09% |
3,420,416
+2,529,024
| +284% | +$19.7M |
|
192
PUT
Johnson & Johnson
JNJ
$641B
| $26.9M | 0.09% |
203,300
+158,300
| +352% | +$20.2M |
|
|
193
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $26.8M | 0.09% |
860,000
+798,200
| +1,292% | +$25.9M |
|
194
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
| $26.8M | 0.09% |
4,089
+1,101
| +37% | +$7.7M |
|
|
BWLD
195
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $26.7M | 0.09% |
+210,800
| New | +$31.5M |
|
|
RSX
196
DELISTED
VanEck Russia ETF
RSX
| $26.7M | 0.09% |
1,391,268
+1,373,819
| +7,873% | +$27.5M |
|
197
Delta Air Lines
DAL
$57B
| $26.4M | 0.09% |
491,596
+396,729
| +418% | +$19.4M |
|
198
CALL
Devon Energy
DVN
$49.8B
| $26.2M | 0.09% |
819,300
+770,900
| +1,593% | +$28.2M |
|
199
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $26M | 0.09% |
676,500
+89,100
| +15% | +$3.42M |
|
|
TVIX
200
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $25.8M | 0.09% |
12,194
+6,071
| +99% | +$17.3M |
|
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.