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 | |
|---|---|---|---|---|---|---|
2576
Virtus Biotech ETF
BBP
$93.9M
| $715K | ﹤0.01% |
+18,024
| New | +$673K |
|
2577
Amplify Etho Climate Leadership US ETF
ETHO
$186M
| $714K | ﹤0.01% |
+23,289
| New | +$699K |
|
2578
iShares CMBS ETF
CMBS
$474M
| $712K | ﹤0.01% |
13,852
-48,092
| -78% | -$2.48M |
|
2579
iShares MSCI Brazil Small-Cap ETF
EWZS
$234M
| $712K | ﹤0.01% |
55,608
+13,775
| +33% | +$185K |
|
2580
CALL
MBIA
MBI
$261M
| $712K | ﹤0.01% |
+75,500
| New | +$642K |
|
2581
CALL
ArcelorMittal
MT
$52.9B
| $711K | ﹤0.01% |
+31,300
| New | +$701K |
|
2582
Huntington Ingalls Industries
HII
$12.9B
| $710K | ﹤0.01% |
3,815
-8,529
| -69% | -$1.67M |
|
2583
CALL
Marvell Technology
MRVL
$168B
| $710K | ﹤0.01% |
+43,000
| New | +$695K |
|
2584
First Trust Germany AlphaDEX Fund
FGM
$98M
| $709K | ﹤0.01% |
16,344
-59,806
| -79% | -$2.52M |
|
2585
Pinnacle West Capital
PNW
$12.2B
| $708K | ﹤0.01% |
8,316
-4,170
| -33% | -$359K |
|
|
PWP
2586
DELISTED
POWERSHARES DYNAMIC MID CAP VALUE PORTFOLIO
PWP
| $708K | ﹤0.01% |
23,419
+15,578
| +199% | +$471K |
|
2587
CALL
Aflac
AFL
$64.9B
| $707K | ﹤0.01% |
+18,200
| New | +$684K |
|
2588
Frontline
FRO
$8.76B
| $707K | ﹤0.01% |
125,184
-16,108
| -11% | -$99K |
|
2589
PUT
Restaurant Brands International
QSR
$25.7B
| $707K | ﹤0.01% |
+11,300
| New | +$666K |
|
2590
Weibo
WB
$2B
| $707K | ﹤0.01% |
10,638
-21,653
| -67% | -$1.41M |
|
|
HYLD
2591
DELISTED
High Yield ETF
HYLD
| $707K | ﹤0.01% |
19,683
-30,903
| -61% | -$1.11M |
|
2592
Outfront Media
OUT
$5.61B
| $706K | ﹤0.01% |
31,040
+23,007
| +286% | +$546K |
|
|
DYN
2593
DELISTED
Dynegy, Inc.
DYN
| $706K | ﹤0.01% |
85,316
+21,467
| +34% | +$163K |
|
2594
State Street SPDR S&P International Small Cap ETF
GWX
$856M
| $705K | ﹤0.01% |
21,145
-16,548
| -44% | -$538K |
|
2595
Sprott Gold Miners ETF
SGDM
$547M
| $705K | ﹤0.01% |
36,218
+2,607
| +8% | +$52.5K |
|
2596
ProShares VIX Mid-Term Futures ETF
VIXM
$55.9M
| $705K | ﹤0.01% |
25,699
-151,008
| -85% | -$4.51M |
|
2597
Xcel Energy
XEL
$48.8B
| $705K | ﹤0.01% |
+15,371
| New | +$708K |
|
2598
Alnylam Pharmaceuticals
ALNY
$27.5B
| $703K | ﹤0.01% |
+8,810
| New | +$563K |
|
2599
WisdomTree Enhanced Commodity Strategy Fund
GCC
$270M
| $703K | ﹤0.01% |
37,691
+27,590
| +273% | +$519K |
|
2600
CALL
International Paper
IP
$21.6B
| $702K | ﹤0.01% |
+13,094
| New | +$662K |
|
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.