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 | |
|---|---|---|---|---|---|---|
|
RDUS
3126
DELISTED
Radius Health, Inc.
RDUS
| $461K | ﹤0.01% |
+10,190
| New | +$389K |
|
3127
PUT
Host Hotels & Resorts
HST
$17.5B
| $460K | ﹤0.01% |
25,200
+12,400
| +97% | +$228K |
|
3128
Ball Corp
BALL
$17.5B
| $459K | ﹤0.01% |
10,880
-7,520
| -41% | -$297K |
|
3129
Masco
MAS
$14.3B
| $459K | ﹤0.01% |
+12,011
| New | +$439K |
|
|
KSU
3130
DELISTED
Kansas City Southern
KSU
| $459K | ﹤0.01% |
4,384
-9,382
| -68% | -$880K |
|
3131
PUT
Bath & Body Works
BBWI
$3.97B
| $458K | ﹤0.01% |
10,515
-688,637
| -98% | -$28.2M |
|
3132
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.74B
| $458K | ﹤0.01% |
+19,340
| New | +$452K |
|
3133
Reliance Steel & Aluminium
RS
$20.6B
| $458K | ﹤0.01% |
+6,287
| New | +$470K |
|
3134
Burlington
BURL
$23.4B
| $457K | ﹤0.01% |
4,965
+2,104
| +74% | +$202K |
|
3135
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$900M
| $457K | ﹤0.01% |
21,150
-9,949
| -32% | -$211K |
|
3136
Southern Copper
SCCO
$138B
| $457K | ﹤0.01% |
+14,243
| New | +$462K |
|
|
SKX
3137
CALL
DELISTED
Skechers
SKX
| $457K | ﹤0.01% |
15,500
+5,800
| +60% | +$150K |
|
3138
BlackRock TCP Capital
TCPC
$278M
| $457K | ﹤0.01% |
+27,061
| New | +$460K |
|
3139
CALL
Xerox
XRX
$345M
| $457K | ﹤0.01% |
+15,900
| New | +$449K |
|
3140
ProShares Ultra Yen
YCL
$31.7M
| $457K | ﹤0.01% |
7,726
+722
| +10% | +$43.6K |
|
3141
AstraZeneca
AZN
$269B
| $456K | ﹤0.01% |
+6,686
| New | +$437K |
|
3142
JetBlue
JBLU
$2.16B
| $456K | ﹤0.01% |
19,991
-33,739
| -63% | -$742K |
|
3143
Corpay
CPAY
$25.7B
| $456K | ﹤0.01% |
3,164
-19,049
| -86% | -$2.72M |
|
|
WNRL
3144
DELISTED
Western Refining Logistics, LP
WNRL
| $456K | ﹤0.01% |
+17,770
| New | +$446K |
|
3145
Fastenal
FAST
$54.8B
| $455K | ﹤0.01% |
41,812
+24,340
| +139% | +$273K |
|
3146
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$123M
| $455K | ﹤0.01% |
+41,421
| New | +$467K |
|
|
GOGL
3147
DELISTED
Golden Ocean Group
GOGL
| $455K | ﹤0.01% |
67,693
-104,669
| -61% | -$714K |
|
3148
PUT
Marathon Petroleum
MPC
$90.1B
| $455K | ﹤0.01% |
8,700
-150,800
| -95% | -$7.79M |
|
3149
PUT
Immersion
IMMR
$243M
| $454K | ﹤0.01% |
50,000
-350,000
| -88% | -$3.02M |
|
3150
NXP Semiconductors
NXPI
$60.8B
| $454K | ﹤0.01% |
4,152
-20,630
| -83% | -$2.21M |
|
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.