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 | |
|---|---|---|---|---|---|---|
1451
Suncor Energy
SU
$77.7B
| $2.08M | 0.01% |
71,327
-55,771
| -44% | -$1.71M |
|
1452
Royal Bank of Canada
RY
$287B
| $2.08M | 0.01% |
28,650
-95,764
| -77% | -$6.71M |
|
1453
iShares MSCI Australia ETF
EWA
$1.38B
| $2.08M | 0.01% |
95,780
-231,560
| -71% | -$5.09M |
|
1454
CALL
Royal Caribbean
RCL
$86.8B
| $2.08M | 0.01% |
19,000
+4,000
| +27% | +$425K |
|
1455
iShares US Small Cap Equity Factor ETF
SMLF
$4.05B
| $2.07M | 0.01% |
+57,217
| New | +$2.05M |
|
|
GAP
1456
The Gap Inc
GAP
$7.3B
| $2.07M | 0.01% |
94,273
+61,690
| +189% | +$1.47M |
|
|
OPPJ
1457
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$271M
| $2.07M | 0.01% |
104,278
-100,486
| -49% | -$1.94M |
|
|
ZMLP
1458
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
| $2.07M | 0.01% |
15,106
+8,202
| +119% | +$1.17M |
|
1459
Franklin Investment Grade Corporate ETF
FLCO
$577M
| $2.07M | 0.01% |
83,294
+71,728
| +620% | +$1.76M |
|
1460
Flowserve
FLS
$8.94B
| $2.06M | 0.01% |
44,455
+39,363
| +773% | +$1.9M |
|
1461
Kennametal
KMT
$2.56B
| $2.06M | 0.01% |
55,167
+40,648
| +280% | +$1.59M |
|
1462
F5
FFIV
$22B
| $2.06M | 0.01% |
16,234
+502
| +3% | +$65.8K |
|
1463
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$82.9M
| $2.06M | 0.01% |
38,600
-75,900
| -66% | -$3.7M |
|
|
EUHY
1464
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$239M
| $2.06M | 0.01% |
40,423
-59,481
| -60% | -$2.91M |
|
|
PXD
1465
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.06M | 0.01% |
12,900
-31,300
| -71% | -$5.35M |
|
1466
Boston Beer
SAM
$1.95B
| $2.06M | 0.01% |
+15,574
| New | +$2.18M |
|
1467
iShares US Consumer Discretionary ETF
IYC
$1.16B
| $2.06M | 0.01% |
50,136
-5,012
| -9% | -$206K |
|
1468
Arista Networks
ANET
$199B
| $2.06M | 0.01% |
219,488
+184,496
| +527% | +$1.67M |
|
1469
PUT
Kraft Heinz
KHC
$32.8B
| $2.06M | 0.01% |
24,000
+15,800
| +193% | +$1.43M |
|
1470
CALL
Martin Marietta Materials
MLM
$34.2B
| $2.05M | 0.01% |
+9,200
| New | +$2.08M |
|
1471
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$187M
| $2.05M | 0.01% |
99,080
-40,460
| -29% | -$830K |
|
|
NVO
1472
PUT
Novo Nordisk
NVO
$228B
| $2.05M | 0.01% |
95,400
+70,400
| +282% | +$1.42M |
|
|
KALL
1473
DELISTED
KraneShares MSCI All China Index ETF
KALL
| $2.04M | 0.01% |
85,597
-11,846
| -12% | -$277K |
|
1474
iShares Morningstar Small-Cap Value ETF
ISCV
$695M
| $2.04M | 0.01% |
43,473
+16,845
| +63% | +$793K |
|
1475
Eli Lilly
LLY
$1.08T
| $2.04M | 0.01% |
24,791
+13,886
| +127% | +$1.13M |
|
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.