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 | |
|---|---|---|---|---|---|---|
951
Snap
SNAP
$8.02B
| $3.79M | 0.01% |
213,542
-7,715
| -3% | -$156K |
|
952
Lam Research
LRCX
$337B
| $3.79M | 0.01% |
268,240
-60,780
| -18% | -$891K |
|
|
FIEU
953
DELISTED
FI Enhanced Europe 50 ETN
FIEU
| $3.79M | 0.01% |
31,150
-10,278
| -25% | -$1.21M |
|
954
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.05B
| $3.79M | 0.01% |
56,726
+18,414
| +48% | +$1.21M |
|
955
Vanguard Materials ETF
VAW
$3.05B
| $3.79M | 0.01% |
31,174
+29,019
| +1,347% | +$3.48M |
|
|
EQM
956
DELISTED
EQM Midstream Partners, LP
EQM
| $3.79M | 0.01% |
50,776
+28,371
| +127% | +$2.12M |
|
957
PUT
ProShares UltraPro Russell2000
URTY
$330M
| $3.78M | 0.01% |
57,800
-37,400
| -39% | -$2.34M |
|
958
Royal Caribbean
RCL
$86.5B
| $3.78M | 0.01% |
34,565
+16,150
| +88% | +$1.71M |
|
|
CUMB
959
DELISTED
Virtus Cumberland Municipal Bond ETF
CUMB
| $3.77M | 0.01% |
148,398
+100,080
| +207% | +$2.54M |
|
|
MON
960
DELISTED
Monsanto Co
MON
| $3.76M | 0.01% |
31,742
-10,896
| -26% | -$1.27M |
|
961
WisdomTree International AI Enhanced Value Fund
AIVI
$60.6M
| $3.75M | 0.01% |
92,006
+71,824
| +356% | +$2.93M |
|
962
British American Tobacco
BTI
$134B
| $3.75M | 0.01% |
54,731
-37,594
| -41% | -$2.61M |
|
963
PUT
Eaton
ETN
$150B
| $3.74M | 0.01% |
48,100
+44,100
| +1,103% | +$3.36M |
|
964
Ross Stores
ROST
$80.5B
| $3.74M | 0.01% |
+64,853
| New | +$4.05M |
|
965
CALL
Vertex Pharmaceuticals
VRTX
$124B
| $3.74M | 0.01% |
29,000
-7,400
| -20% | -$891K |
|
966
WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund
AGZD
$131M
| $3.72M | 0.01% |
155,260
-7,072
| -4% | -$170K |
|
967
PUT
WEC Energy
WEC
$37B
| $3.72M | 0.01% |
+60,600
| New | +$3.74M |
|
|
QSIG
968
WisdomTree U.S. Short Term Corporate Bond Fund
QSIG
$52.9M
| $3.71M | 0.01% |
74,595
-2,557
| -3% | -$127K |
|
969
Ford
F
$59.6B
| $3.7M | 0.01% |
330,917
+57,913
| +21% | +$647K |
|
970
Elbit Systems
ESLT
$38.4B
| $3.7M | 0.01% |
+29,907
| New | +$3.6M |
|
971
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.37B
| $3.69M | 0.01% |
73,093
+22,827
| +45% | +$1.15M |
|
|
TSRO
972
PUT
DELISTED
TESARO, Inc.
TSRO
| $3.68M | 0.01% |
26,300
-400
| -1% | -$57.9K |
|
973
PUT
Delta Air Lines
DAL
$58.8B
| $3.68M | 0.01% |
68,400
+37,400
| +121% | +$1.83M |
|
974
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $3.67M | 0.01% |
148,432
+19,160
| +15% | +$487K |
|
975
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.8B
| $3.67M | 0.01% |
56,816
+13,423
| +31% | +$869K |
|
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.