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 | |
|---|---|---|---|---|---|---|
2551
Aegon
AEG
$14B
| $729K | ﹤0.01% |
+180,195
| New | +$705K |
|
2552
CALL
Simon Property Group
SPG
$74.4B
| $728K | ﹤0.01% |
4,500
-119,800
| -96% | -$19.5M |
|
2553
CALL
Twilio
TWLO
$30B
| $728K | ﹤0.01% |
25,000
-43,500
| -64% | -$1.19M |
|
2554
Open Text
OTEX
$6.15B
| $727K | ﹤0.01% |
+23,047
| New | +$760K |
|
|
AMTD
2555
DELISTED
TD Ameritrade Holding Corp
AMTD
| $727K | ﹤0.01% |
16,921
-118,807
| -88% | -$4.61M |
|
|
TECD
2556
DELISTED
Tech Data Corp
TECD
| $727K | ﹤0.01% |
+7,202
| New | +$693K |
|
|
SOIL
2557
DELISTED
Global X Fertilizers/Potash ETF
SOIL
| $727K | ﹤0.01% |
78,531
-16,897
| -18% | -$156K |
|
2558
Expedia Group
EXPE
$35.4B
| $726K | ﹤0.01% |
4,875
-139,050
| -97% | -$19.5M |
|
2559
Aon
AON
$76.5B
| $725K | ﹤0.01% |
5,454
+241
| +5% | +$30.5K |
|
2560
Methode Electronics
MEI
$496M
| $725K | ﹤0.01% |
+17,598
| New | +$734K |
|
2561
Global X MLP ETF
MLPA
$2.3B
| $724K | ﹤0.01% |
11,054
-23,107
| -68% | -$1.54M |
|
2562
Fidelity MSCI Industrials Index ETF
FIDU
$2.3B
| $723K | ﹤0.01% |
20,793
+7,829
| +60% | +$268K |
|
2563
Arrow Electronics
ARW
$11.1B
| $722K | ﹤0.01% |
+9,211
| New | +$688K |
|
|
ORBC
2564
DELISTED
ORBCOMM, Inc.
ORBC
| $722K | ﹤0.01% |
63,881
+9,610
| +18% | +$97K |
|
2565
PUT
Sinclair Inc
SBGI
$992M
| $721K | ﹤0.01% |
21,900
+15,200
| +227% | +$547K |
|
2566
Sunoco
SUN
$14.4B
| $719K | ﹤0.01% |
23,494
-28,607
| -55% | -$853K |
|
2567
CALL
HealthEquity
HQY
$8.41B
| $718K | ﹤0.01% |
+14,400
| New | +$673K |
|
|
HYND
2568
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
| $718K | ﹤0.01% |
34,702
-25,272
| -42% | -$526K |
|
|
PERM
2569
DELISTED
Global X Permanent ETF
PERM
| $718K | ﹤0.01% |
28,601
+13,540
| +90% | +$338K |
|
2570
Shenandoah Telecom
SHEN
$664M
| $717K | ﹤0.01% |
23,362
+5,265
| +29% | +$163K |
|
|
GULF
2571
DELISTED
WisdomTree Middle East Dividend Fund
GULF
| $717K | ﹤0.01% |
42,755
+6,097
| +17% | +$105K |
|
|
DWLV
2572
DELISTED
Invesco DWA Momentum & Low Volatility Rotation ETF
DWLV
| $717K | ﹤0.01% |
25,591
+257
| +1% | +$7.05K |
|
2573
PUT
Sprouts Farmers Market
SFM
$8.13B
| $716K | ﹤0.01% |
31,600
-83,400
| -73% | -$1.93M |
|
|
FCE.A
2574
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $716K | ﹤0.01% |
+29,635
| New | +$684K |
|
|
CSRA
2575
DELISTED
CSRA Inc.
CSRA
| $716K | ﹤0.01% |
22,556
+9,513
| +73% | +$285K |
|
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.