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 |
iShare MSCI Eurozone ETF
EZU
|
+$170M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$126M |
| 3 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$94.4M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$83.3M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$72M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$185M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$185M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$165M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$116M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$84.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 1.36% |
| 2 | Consumer Discretionary | 1.24% |
| 3 | Communication Services | 1.14% |
| 4 | Consumer Staples | 1.11% |
| 5 | Financials | 1.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2776
Iron Mountain
IRM
$37.1B
| $493K | ﹤0.01% |
+12,382
| New | +$451K |
|
2777
PUT
Kroger
KR
$35.4B
| $493K | ﹤0.01% |
13,400
+8,000
| +148% | +$288K |
|
2778
PUT
Marriott International
MAR
$99B
| $492K | ﹤0.01% |
7,400
-14,600
| -66% | -$979K |
|
2779
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.4M
| $492K | ﹤0.01% |
11,896
-60,581
| -84% | -$2.55M |
|
2780
Twilio
TWLO
$29B
| $492K | ﹤0.01% |
+13,467
| New | +$417K |
|
2781
PUT
Vanguard Dividend Appreciation ETF
VIG
$112B
| $491K | ﹤0.01% |
5,900
-15,600
| -73% | -$1.27M |
|
2782
ProShares Short MidCap400
MYY
$2.97M
| $489K | ﹤0.01% |
8,250
+2,956
| +56% | +$179K |
|
2783
CALL
Alnylam Pharmaceuticals
ALNY
$27.4B
| $488K | ﹤0.01% |
+8,800
| New | +$554K |
|
2784
CALL
BHP
BHP
$218B
| $488K | ﹤0.01% |
19,169
-17,712
| -48% | -$441K |
|
2785
Zillow
ZG
$7.79B
| $488K | ﹤0.01% |
+13,305
| New | +$378K |
|
2786
PUT
Zions Bancorporation
ZION
$10.1B
| $488K | ﹤0.01% |
19,400
-500
| -3% | -$13.3K |
|
|
CSF
2787
DELISTED
VictoryShares US Discovery Enhanced Volatility Wtd ETF
CSF
| $488K | ﹤0.01% |
14,580
+5,701
| +64% | +$189K |
|
2788
CALL
Exelon
EXC
$46.6B
| $487K | ﹤0.01% |
18,787
-23,413
| -55% | -$579K |
|
2789
Sprott Gold Miners ETF
SGDM
$563M
| $487K | ﹤0.01% |
18,746
-160,463
| -90% | -$3.58M |
|
|
COW
2790
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
| $486K | ﹤0.01% |
20,516
+8,653
| +73% | +$206K |
|
2791
CALL
Danaher
DHR
$138B
| $485K | ﹤0.01% |
7,142
-21,573
| -75% | -$1.41M |
|
2792
PUT
General Mills
GIS
$19.4B
| $485K | ﹤0.01% |
6,800
-27,800
| -80% | -$1.77M |
|
2793
NorthWestern Energy
NWE
$4.29B
| $485K | ﹤0.01% |
+7,683
| New | +$455K |
|
2794
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$307M
| $485K | ﹤0.01% |
16,316
-12,069
| -43% | -$360K |
|
2795
SAP
SAP
$209B
| $484K | ﹤0.01% |
6,445
-31,760
| -83% | -$2.49M |
|
|
TSS
2796
DELISTED
Total System Services, Inc.
TSS
| $484K | ﹤0.01% |
+9,121
| New | +$473K |
|
2797
EQT Corp
EQT
$33B
| $483K | ﹤0.01% |
+11,470
| New | +$446K |
|
2798
CALL
Southern Company
SO
$106B
| $483K | ﹤0.01% |
9,000
+4,000
| +80% | +$201K |
|
|
SRG
2799
Seritage Growth Properties
SRG
$137M
| $483K | ﹤0.01% |
+9,690
| New | +$486K |
|
2800
United Parcel Service
UPS
$89.5B
| $483K | ﹤0.01% |
4,485
-107,980
| -96% | -$11.2M |
|
Similar funds
Jane Street's Q2 2016 Portfolio in Review
As of Q2 2016, Jane Street held 5,083 positions worth $20.2B, up 13% from $17.8B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $1.82B of net new capital in Q2 2016, opening 1,090 new positions and adding to 1,477 existing holdings. Its largest new stake was iShares Core US Aggregate Bond ETF: 1,132,320 shares worth $128M.
By sector, the portfolio is most concentrated in Healthcare at 1.4% of assets, down from 2.2% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $185M trimmed.
- Jane Street's largest Q2 2016 buy was iShares Core US Aggregate Bond ETF: 1,132,320 shares worth $128M.
- Jane Street added most to iShare MSCI Eurozone ETF in Q2 2016, an estimated $170M increase.
- Jane Street's biggest Q2 2016 reduction was iShares MSCI EAFE ETF, cutting an estimated $185M.
- Jane Street fully exited iShares JPMorgan USD Emerging Markets Bond ETF in Q2 2016, selling an estimated $49.8M.
- Jane Street's ten largest holdings make up 14% of its $20.2B portfolio in Q2 2016.
- Jane Street opened 1,090 new positions and closed 1,090 in Q2 2016.
- Jane Street's portfolio value rose 13% quarter-over-quarter to $20.2B.
Based on Jane Street's 13F filing for Q2 2016, filed 15 Aug 2016.