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 | |
|---|---|---|---|---|---|---|
|
PX
2401
DELISTED
Praxair Inc
PX
| $838K | ﹤0.01% |
6,319
-57,646
| -90% | -$7.39M |
|
2402
iShares MSCI Ireland ETF
EIRL
$75.4M
| $837K | ﹤0.01% |
19,218
-27,237
| -59% | -$1.16M |
|
|
NGE
2403
DELISTED
Global X MSCI Nigeria ETF
NGE
| $837K | ﹤0.01% |
44,495
+2,523
| +6% | +$42.4K |
|
2404
Diamondback Energy
FANG
$56.5B
| $836K | ﹤0.01% |
9,411
+4,105
| +77% | +$398K |
|
2405
Verizon
VZ
$194B
| $836K | ﹤0.01% |
18,717
-41,656
| -69% | -$1.94M |
|
2406
WBI BullBear Quality 3000 ETF
WBIL
$29.8M
| $836K | ﹤0.01% |
33,041
+3,081
| +10% | +$76.5K |
|
|
AMFW
2407
DELISTED
AMEC Foster Wheeler plc
AMFW
| $836K | ﹤0.01% |
138,880
-263,890
| -66% | -$1.77M |
|
2408
iShares MSCI Intl Quality Factor ETF
IQLT
$13.8B
| $835K | ﹤0.01% |
30,338
-145,593
| -83% | -$3.99M |
|
2409
Teradyne
TER
$58.4B
| $835K | ﹤0.01% |
27,819
-17,957
| -39% | -$604K |
|
|
BDD
2410
DELISTED
DB Base Metals Double Long Exchange Traded Notes due June 1, 2038
BDD
| $835K | ﹤0.01% |
115,209
+70,178
| +156% | +$491K |
|
2411
WD-40
WDFC
$3.04B
| $834K | ﹤0.01% |
+7,560
| New | +$804K |
|
|
CMDT
2412
DELISTED
iShares Commodity Optimized Trust
CMDT
| $833K | ﹤0.01% |
24,027
-5,235
| -18% | -$184K |
|
2413
PUT
Incyte
INCY
$24.2B
| $831K | ﹤0.01% |
6,600
+1,100
| +20% | +$140K |
|
|
HEWW
2414
DELISTED
iShares Currency Hedged MSCI Mexico ETF
HEWW
| $830K | ﹤0.01% |
39,367
+4,517
| +13% | +$95.7K |
|
2415
Schwab Fundamental US Large Company Index ETF
FNDX
$26.6B
| $829K | ﹤0.01% |
73,506
-1,219,026
| -94% | -$13.7M |
|
2416
PUT
iShares Select U.S. REIT ETF
ICF
$2.09B
| $829K | ﹤0.01% |
16,400
-12,200
| -43% | -$616K |
|
2417
PUT
Ford
F
$57.8B
| $828K | ﹤0.01% |
74,000
-114,900
| -61% | -$1.28M |
|
2418
Global X Gold Explorers ETF NEW
GOEX
$105M
| $827K | ﹤0.01% |
36,496
-41,896
| -53% | -$940K |
|
2419
Broadridge
BR
$17.8B
| $826K | ﹤0.01% |
+10,938
| New | +$789K |
|
2420
Algonquin Power & Utilities
AQN
$4.56B
| $825K | ﹤0.01% |
78,353
+55,950
| +250% | +$560K |
|
2421
PUT
Estee Lauder
EL
$30.5B
| $825K | ﹤0.01% |
8,600
-800
| -9% | -$73.4K |
|
2422
PUT
Under Armour Class C
UA
$2.8B
| $825K | ﹤0.01% |
40,900
+20,200
| +98% | +$381K |
|
2423
CDW
CDW
$18.7B
| $824K | ﹤0.01% |
13,184
+1,041
| +9% | +$62.3K |
|
|
HEWL
2424
DELISTED
iShares Currency Hedged MSCI Switzerland ETF
HEWL
| $824K | ﹤0.01% |
30,495
+8,428
| +38% | +$222K |
|
2425
FlexShares Credit-Scored US Corporate Bond Index Fund
SKOR
$729M
| $823K | ﹤0.01% |
16,114
-5,536
| -26% | -$281K |
|
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.