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 | |
|---|---|---|---|---|---|---|
476
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $7.08M | 0.04% |
280,400
+85,400
| +44% | +$2.22M |
|
477
CALL
Western Digital
WDC
$172B
| $7.07M | 0.04% |
197,789
+88,245
| +81% | +$2.91M |
|
478
Altria Group
MO
$122B
| $7.05M | 0.03% |
102,172
+62,433
| +157% | +$4M |
|
479
CALL
SPDR Gold Trust
GLD
$132B
| $7.03M | 0.03% |
55,600
+31,600
| +132% | +$3.8M |
|
|
BSCN
480
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
| $7.01M | 0.03% |
329,696
+183,975
| +126% | +$3.85M |
|
481
Schwab US Large-Cap Growth ETF
SCHG
$58.8B
| $7.01M | 0.03% |
+1,068,784
| New | +$7.02M |
|
482
iShares MSCI Chile ETF
ECH
$1.01B
| $7M | 0.03% |
190,100
-3,149
| -2% | -$114K |
|
483
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $6.99M | 0.03% |
179,036
+118,116
| +194% | +$4.65M |
|
484
CALL
Las Vegas Sands
LVS
$31.6B
| $6.95M | 0.03% |
159,800
+8,100
| +5% | +$378K |
|
485
Medtronic
MDT
$108B
| $6.92M | 0.03% |
+79,794
| New | +$6.45M |
|
486
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$313M
| $6.88M | 0.03% |
245,955
+68,454
| +39% | +$1.95M |
|
487
PUT
Starbucks
SBUX
$118B
| $6.86M | 0.03% |
120,100
-41,700
| -26% | -$2.37M |
|
488
CALL
American Express
AXP
$229B
| $6.84M | 0.03% |
112,600
+58,900
| +110% | +$3.73M |
|
489
CALL
AbbVie
ABBV
$454B
| $6.82M | 0.03% |
110,100
+36,000
| +49% | +$2.19M |
|
490
PUT
iShares Russell Mid-Cap ETF
IWR
$56.1B
| $6.81M | 0.03% |
162,000
+46,000
| +40% | +$1.9M |
|
491
PUT
iShares S&P 500 Growth ETF
IVW
$72.2B
| $6.81M | 0.03% |
233,600
+58,400
| +33% | +$1.69M |
|
492
PUT
FedEx
FDX
$73.5B
| $6.8M | 0.03% |
44,800
+12,200
| +37% | +$1.98M |
|
493
CALL
Vanguard Real Estate ETF
VNQ
$39.8B
| $6.77M | 0.03% |
76,300
+61,100
| +402% | +$5.13M |
|
|
BSJI
494
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
| $6.76M | 0.03% |
272,360
+103,747
| +62% | +$2.55M |
|
495
PUT
Energy Transfer Partners
ET
$68.5B
| $6.76M | 0.03% |
470,200
+377,100
| +405% | +$4.5M |
|
496
CALL
Devon Energy
DVN
$49.8B
| $6.75M | 0.03% |
186,300
-14,200
| -7% | -$482K |
|
497
PUT
iShares Russell 1000 Growth ETF
IWF
$120B
| $6.72M | 0.03% |
268,000
+98,400
| +58% | +$2.46M |
|
|
498
Energy Transfer Partners
ET
$68.5B
| $6.72M | 0.03% |
467,329
+342,090
| +273% | +$4.08M |
|
|
RSX
499
DELISTED
VanEck Russia ETF
RSX
| $6.67M | 0.03% |
382,895
-2,355,037
| -86% | -$40.2M |
|
500
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$238M
| $6.66M | 0.03% |
+1
| New | +$18.1M |
|
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.