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 | |
|---|---|---|---|---|---|---|
3526
Viasat
VSAT
$9.74B
| $249K | ﹤0.01% |
3,488
+430
| +14% | +$31.3K |
|
|
QVCGA
3527
DELISTED
QVC Group Inc Series A
QVCGA
| $249K | ﹤0.01% |
+202
| New | +$254K |
|
3528
PUT
Abbott
ABT
$191B
| $248K | ﹤0.01% |
6,300
-15,000
| -70% | -$597K |
|
3529
PUT
Cal-Maine
CALM
$4.47B
| $248K | ﹤0.01% |
5,600
-20,800
| -79% | -$981K |
|
3530
Electronic Arts
EA
$52.4B
| $248K | ﹤0.01% |
3,280
-27,298
| -89% | -$1.92M |
|
3531
CALL
Lloyds Banking Group
LYG
$85.3B
| $248K | ﹤0.01% |
+83,600
| New | +$327K |
|
3532
Murphy USA
MUSA
$11.5B
| $248K | ﹤0.01% |
+3,344
| New | +$218K |
|
3533
PUT
Royal Caribbean
RCL
$86.8B
| $248K | ﹤0.01% |
3,700
-23,500
| -86% | -$1.8M |
|
3534
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.03B
| $248K | ﹤0.01% |
9,674
-1,919
| -17% | -$48.6K |
|
3535
Willis Towers Watson
WTW
$30.3B
| $248K | ﹤0.01% |
1,995
-1,462
| -42% | -$180K |
|
|
RICE
3536
DELISTED
Rice Energy Inc.
RICE
| $248K | ﹤0.01% |
11,247
-20,378
| -64% | -$381K |
|
3537
3D Systems Corp
DDD
$399M
| $247K | ﹤0.01% |
18,066
-30,763
| -63% | -$445K |
|
3538
JB Hunt Transport Services
JBHT
$25.4B
| $247K | ﹤0.01% |
3,054
-12,690
| -81% | -$1.05M |
|
|
ENDP
3539
DELISTED
Endo International plc
ENDP
| $247K | ﹤0.01% |
15,839
-95,440
| -86% | -$1.98M |
|
|
FBG
3540
DELISTED
UBS AG LONDON BRH FISHER ENHANCED BIG CAP GROWTH ETN
FBG
| $247K | ﹤0.01% |
4,127
+597
| +17% | +$35.6K |
|
3541
Ryder
R
$9.78B
| $246K | ﹤0.01% |
+4,026
| New | +$267K |
|
|
RENX
3542
DELISTED
RELX N.V.
RENX
| $246K | ﹤0.01% |
14,112
+1,916
| +16% | +$32.7K |
|
3543
PUT
Carter's
CRI
$1.4B
| $245K | ﹤0.01% |
+2,300
| New | +$237K |
|
3544
Western Midstream Partners
WES
$19.6B
| $245K | ﹤0.01% |
+6,414
| New | +$253K |
|
3545
CALL
FirstEnergy
FE
$29B
| $244K | ﹤0.01% |
7,000
-16,400
| -70% | -$556K |
|
3546
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.32B
| $244K | ﹤0.01% |
5,121
-24,792
| -83% | -$1.18M |
|
3547
Steel Dynamics
STLD
$36.4B
| $244K | ﹤0.01% |
+9,968
| New | +$244K |
|
|
WPG
3548
DELISTED
Washington Prime Group Inc.
WPG
| $244K | ﹤0.01% |
+2,427
| New | +$227K |
|
3549
iShares MSCI Global Sustainable Development Goals ETF
SDG
$168M
| $243K | ﹤0.01% |
+5,092
| New | +$243K |
|
|
CS
3550
DELISTED
Credit Suisse Group
CS
| $243K | ﹤0.01% |
22,756
-3,884
| -15% | -$53K |
|
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.