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 | |
|---|---|---|---|---|---|---|
576
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $5.57M | 0.03% |
43,706
-14,083
| -24% | -$1.77M |
|
577
Bausch Health
BHC
$1.67B
| $5.56M | 0.03% |
276,218
-37,095
| -12% | -$1.05M |
|
578
CALL
ProShares Ultra Energy
DIG
$79.6M
| $5.56M | 0.03% |
119,040
-46,800
| -28% | -$2.04M |
|
|
CERN
579
CALL
DELISTED
Cerner Corp
CERN
| $5.55M | 0.03% |
94,700
+69,800
| +280% | +$3.89M |
|
580
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.05B
| $5.55M | 0.03% |
1,522,000
+95,000
| +7% | +$347K |
|
581
iShares US Technology ETF
IYW
$23.3B
| $5.54M | 0.03% |
210,556
+156,044
| +286% | +$4.12M |
|
|
ZJPN
582
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $5.54M | 0.03% |
85,871
-12,632
| -13% | -$803K |
|
583
PUT
iShares Core S&P Small-Cap ETF
IJR
$110B
| $5.52M | 0.03% |
95,000
-6,000
| -6% | -$342K |
|
584
PUT
VanEck Semiconductor ETF
SMH
$66.1B
| $5.51M | 0.03% |
193,400
+7,600
| +4% | +$208K |
|
585
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$263M
| $5.47M | 0.03% |
173,950
-79,892
| -31% | -$2.51M |
|
|
ZDEU
586
DELISTED
SPDR Solactive Germany ETF
ZDEU
| $5.46M | 0.03% |
113,113
-6,555
| -5% | -$329K |
|
587
PUT
Wynn Resorts
WYNN
$10.3B
| $5.45M | 0.03% |
60,100
-102,600
| -63% | -$9.76M |
|
588
CALL
Constellation Brands
STZ
$22.2B
| $5.41M | 0.03% |
32,700
+30,700
| +1,535% | +$4.81M |
|
589
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.53B
| $5.39M | 0.03% |
242,148
+222,331
| +1,122% | +$5.04M |
|
590
CALL
Starbucks
SBUX
$118B
| $5.39M | 0.03% |
94,400
-144,100
| -60% | -$8.19M |
|
591
CALL
Vanguard Total Stock Market ETF
VTI
$655B
| $5.38M | 0.03% |
50,200
+17,100
| +52% | +$1.81M |
|
592
Signet Jewelers
SIG
$3.72B
| $5.38M | 0.03% |
65,247
+56,106
| +614% | +$5.7M |
|
593
PUT
Philip Morris
PM
$305B
| $5.36M | 0.03% |
52,700
+36,500
| +225% | +$3.64M |
|
594
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$693M
| $5.35M | 0.03% |
76,957
+71,055
| +1,204% | +$4.75M |
|
595
BCE
BCE
$19.8B
| $5.33M | 0.03% |
112,746
+37,768
| +50% | +$1.75M |
|
596
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.58B
| $5.33M | 0.03% |
118,411
+96,738
| +446% | +$4.31M |
|
597
Vanguard FTSE Pacific ETF
VPL
$8.06B
| $5.33M | 0.03% |
95,603
-152,291
| -61% | -$8.5M |
|
598
Dick's Sporting Goods
DKS
$18.4B
| $5.31M | 0.03% |
117,868
+28,579
| +32% | +$1.25M |
|
599
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$548M
| $5.31M | 0.03% |
9,404
+8,239
| +707% | +$5.16M |
|
600
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.11B
| $5.31M | 0.03% |
104,502
+60,004
| +135% | +$3.02M |
|
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.