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 | |
|---|---|---|---|---|---|---|
751
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.17B
| $5.21M | 0.02% |
65
+15
| +30% | +$1.24M |
|
752
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $5.21M | 0.02% |
+48,700
| New | +$5.18M |
|
753
iShares Russell 1000 Growth ETF
IWF
$119B
| $5.18M | 0.02% |
174,060
-109,944
| -39% | -$3.23M |
|
754
JD.com
JD
$42.9B
| $5.16M | 0.02% |
131,631
+26,362
| +25% | +$995K |
|
755
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $5.16M | 0.02% |
+56,397
| New | +$5.16M |
|
756
CALL
Electronic Arts
EA
$52.4B
| $5.16M | 0.02% |
48,800
+44,900
| +1,151% | +$4.62M |
|
|
X
757
CALL
DELISTED
US Steel
X
| $5.14M | 0.02% |
232,400
+40,800
| +21% | +$968K |
|
758
CALL
Chemours
CC
$2.57B
| $5.13M | 0.02% |
135,400
-11,200
| -8% | -$442K |
|
|
759
CALL
Rio Tinto
RIO
$149B
| $5.13M | 0.02% |
121,200
+98,100
| +425% | +$3.93M |
|
760
CALL
Shopify
SHOP
$169B
| $5.12M | 0.02% |
+589,000
| New | +$4.98M |
|
|
PF
761
DELISTED
Pinnacle Foods, Inc.
PF
| $5.12M | 0.02% |
86,162
+34,914
| +68% | +$2.09M |
|
762
CALL
Travelers Companies
TRV
$82.9B
| $5.11M | 0.02% |
40,400
+33,500
| +486% | +$4.12M |
|
763
Vanguard Total Stock Market ETF
VTI
$656B
| $5.09M | 0.02% |
40,874
-59,025
| -59% | -$7.27M |
|
764
CALL
Marathon Petroleum
MPC
$89.3B
| $5.09M | 0.02% |
97,200
-188,800
| -66% | -$9.75M |
|
|
PTLA
765
PUT
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $5.08M | 0.02% |
+90,500
| New | +$3.62M |
|
|
WFM
766
DELISTED
Whole Foods Market Inc
WFM
| $5.07M | 0.02% |
120,428
-136,636
| -53% | -$4.98M |
|
|
GLDW
767
DELISTED
SPDR Long Dollar Gold Trust
GLDW
| $5.06M | 0.02% |
43,080
+19,518
| +83% | +$2.39M |
|
768
Charter Communications
CHTR
$16.7B
| $5.06M | 0.02% |
15,010
+10,647
| +244% | +$3.55M |
|
769
iShares MSCI Intl Value Factor ETF
IVLU
$4.34B
| $5.05M | 0.02% |
209,539
-50,635
| -19% | -$1.21M |
|
770
iShares MSCI Belgium ETF
EWK
$164M
| $5.04M | 0.02% |
+257,302
| New | +$5.07M |
|
771
Vanguard Consumer Staples ETF
VDC
$8.14B
| $5.03M | 0.02% |
35,678
+33,672
| +1,679% | +$4.81M |
|
|
MLNX
772
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $5.03M | 0.02% |
+116,053
| New | +$5.5M |
|
|
SGI
773
CALL
Somnigroup International
SGI
$15.2B
| $5.02M | 0.02% |
376,400
-2,000,400
| -84% | -$23.6M |
|
|
RTN
774
CALL
DELISTED
Raytheon Company
RTN
| $5.02M | 0.02% |
31,100
+29,300
| +1,628% | +$4.64M |
|
775
CALL
Bristol-Myers Squibb
BMY
$130B
| $5.01M | 0.02% |
89,900
+69,300
| +336% | +$3.77M |
|
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.