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 | |
|---|---|---|---|---|---|---|
501
Gilead Sciences
GILD
$162B
| $6.63M | 0.03% |
79,459
-37,355
| -32% | -$3.32M |
|
|
502
CALL
iShares MSCI Japan ETF
EWJ
$21.7B
| $6.63M | 0.03% |
+144,025
| New | +$6.7M |
|
503
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.42M
| $6.6M | 0.03% |
1,265,359
-216,091
| -15% | -$1.28M |
|
504
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $6.58M | 0.03% |
117,400
+90,100
| +330% | +$5.02M |
|
505
ORIX
IX
$43.9B
| $6.56M | 0.03% |
513,320
+251,275
| +96% | +$3.5M |
|
|
SWN
506
DELISTED
Southwestern Energy Company
SWN
| $6.55M | 0.03% |
520,679
+382,114
| +276% | +$4.63M |
|
507
SPDR Gold Trust
GLD
$132B
| $6.55M | 0.03% |
51,787
-447,415
| -90% | -$53.8M |
|
508
PUT
Vanguard Total World Stock ETF
VT
$76.4B
| $6.54M | 0.03% |
112,600
+47,900
| +74% | +$2.78M |
|
509
ASE Group
ASX
$80.2B
| $6.52M | 0.03% |
1,168,873
+1,082,134
| +1,248% | +$5.71M |
|
510
PUT
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $6.51M | 0.03% |
+300,000
| New | +$6.51M |
|
511
ConocoPhillips
COP
$141B
| $6.49M | 0.03% |
148,923
+106,880
| +254% | +$4.71M |
|
512
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$148M
| $6.48M | 0.03% |
125,675
+23,900
| +23% | +$1.16M |
|
513
Infosys
INFY
$47.4B
| $6.47M | 0.03% |
724,704
+637,170
| +728% | +$5.96M |
|
514
Sysco
SYY
$40.2B
| $6.47M | 0.03% |
127,469
+107,188
| +529% | +$5.19M |
|
515
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$503M
| $6.45M | 0.03% |
70,683
+26,623
| +60% | +$2.44M |
|
516
CALL
MetLife
MET
$61.2B
| $6.44M | 0.03% |
181,315
+121,849
| +205% | +$4.75M |
|
517
PUT
iShares US Oil & Gas Exploration & Production ETF
IEO
$558M
| $6.42M | 0.03% |
113,100
+88,200
| +354% | +$4.94M |
|
518
Vanguard International High Dividend Yield ETF
VYMI
$20.3B
| $6.4M | 0.03% |
119,997
+72,798
| +154% | +$3.96M |
|
519
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.36B
| $6.39M | 0.03% |
47,176
+36,883
| +358% | +$4.63M |
|
520
Northrop Grumman
NOC
$77.8B
| $6.39M | 0.03% |
28,748
+22,545
| +363% | +$4.75M |
|
|
521
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$148M
| $6.38M | 0.03% |
123,713
+112,126
| +968% | +$5.45M |
|
522
Invesco S&P 500 High Beta ETF
SPHB
$980M
| $6.37M | 0.03% |
216,981
+168,107
| +344% | +$5.01M |
|
523
CALL
Adobe
ADBE
$94.5B
| $6.37M | 0.03% |
66,500
+1,300
| +2% | +$125K |
|
524
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.6B
| $6.37M | 0.03% |
+133,531
| New | +$6.37M |
|
|
AGN
525
DELISTED
Allergan plc
AGN
| $6.33M | 0.03% |
27,373
+25,733
| +1,569% | +$5.93M |
|
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.