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 | |
|---|---|---|---|---|---|---|
576
MPLX
MPLX
$59.9B
| $7.64M | 0.03% |
228,617
+122,350
| +115% | +$4.23M |
|
|
ALXN
577
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $7.57M | 0.03% |
62,200
+38,500
| +162% | +$4.48M |
|
578
Cummins
CMI
$87.7B
| $7.53M | 0.03% |
46,398
+39,722
| +595% | +$6.16M |
|
579
CALL
ProShares Ultra QQQ
QLD
$12.4B
| $7.52M | 0.03% |
1,043,200
-12,800
| -1% | -$92.4K |
|
|
KITE
580
DELISTED
Kite Pharma, Inc.
KITE
| $7.5M | 0.03% |
72,346
+60,010
| +486% | +$4.9M |
|
581
iShares 1-3 Year International Treasury Bond ETF
ISHG
$827M
| $7.45M | 0.03% |
90,817
+62,179
| +217% | +$4.97M |
|
|
FNSR
582
CALL
DELISTED
Finisar Corp
FNSR
| $7.45M | 0.03% |
286,700
+268,200
| +1,450% | +$6.68M |
|
583
Kimberly-Clark
KMB
$37.7B
| $7.43M | 0.03% |
57,518
-276,239
| -83% | -$35.9M |
|
584
CALL
Snap
SNAP
$7.96B
| $7.42M | 0.03% |
417,800
+283,500
| +211% | +$5.72M |
|
585
Kroger
KR
$36.6B
| $7.41M | 0.03% |
317,781
+171,099
| +117% | +$4.85M |
|
586
Petrobras
PBR
$116B
| $7.4M | 0.03% |
926,549
+627,254
| +210% | +$5.59M |
|
587
PUT
Lowe's Companies
LOW
$122B
| $7.37M | 0.03% |
95,000
+75,800
| +395% | +$6.2M |
|
588
Thomson Reuters
TRI
$45.4B
| $7.35M | 0.03% |
136,806
+117,011
| +591% | +$6M |
|
589
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.14B
| $7.33M | 0.03% |
+256,521
| New | +$7.46M |
|
590
Synchrony
SYF
$25B
| $7.33M | 0.03% |
245,640
+183,476
| +295% | +$5.44M |
|
|
ANSS
591
DELISTED
Ansys
ANSS
| $7.31M | 0.03% |
+60,091
| New | +$7.08M |
|
|
ATVI
592
CALL
DELISTED
Activision Blizzard
ATVI
| $7.31M | 0.03% |
127,000
+70,800
| +126% | +$3.91M |
|
593
Bread Financial
BFH
$4.27B
| $7.31M | 0.03% |
35,674
+32,162
| +916% | +$6.39M |
|
|
KITE
594
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $7.3M | 0.03% |
70,400
+48,600
| +223% | +$3.97M |
|
595
iShares Core MSCI Pacific ETF
IPAC
$2.62B
| $7.27M | 0.03% |
134,250
-120,434
| -47% | -$6.46M |
|
596
Halliburton
HAL
$26.4B
| $7.26M | 0.03% |
170,089
+123,891
| +268% | +$5.69M |
|
597
CALL
Ventas
VTR
$47.8B
| $7.26M | 0.03% |
+104,500
| New | +$6.96M |
|
|
ILG
598
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $7.25M | 0.03% |
+263,700
| New | +$6.68M |
|
599
CALL
Franco-Nevada
FNV
$41.1B
| $7.23M | 0.03% |
100,200
+92,600
| +1,218% | +$6.55M |
|
600
AbbVie
ABBV
$468B
| $7.22M | 0.03% |
99,593
+42,733
| +75% | +$2.87M |
|
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.