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 | |
|---|---|---|---|---|---|---|
651
PUT
UnitedHealth
UNH
$379B
| $4.79M | 0.02% |
33,900
+25,000
| +281% | +$3.33M |
|
652
Coeur Mining
CDE
$15.8B
| $4.78M | 0.02% |
448,648
+405,710
| +945% | +$3.19M |
|
653
Schwab US Mid-Cap ETF
SCHM
$14.6B
| $4.75M | 0.02% |
338,838
+299,088
| +752% | +$4.12M |
|
654
SLB Ltd
SLB
$76.5B
| $4.71M | 0.02% |
59,605
-37,136
| -38% | -$2.85M |
|
655
iShares MSCI World ETF
URTH
$7.91B
| $4.71M | 0.02% |
67,877
+44,819
| +194% | +$3.14M |
|
|
IBDL
656
DELISTED
iShares iBonds Dec 2020 Term Corporate ETF
IBDL
| $4.69M | 0.02% |
181,468
+145,482
| +404% | +$3.73M |
|
657
iShares MSCI Japan Small-Cap ETF
SCJ
$255M
| $4.68M | 0.02% |
78,039
-84,410
| -52% | -$5.03M |
|
658
PUT
American Express
AXP
$229B
| $4.67M | 0.02% |
76,800
+42,200
| +122% | +$2.67M |
|
659
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $4.67M | 0.02% |
+147,241
| New | +$5.25M |
|
660
Schwab Fundamental US Large Company Index ETF
FNDX
$26.6B
| $4.65M | 0.02% |
460,623
+163,596
| +55% | +$1.63M |
|
|
JPEU
661
DELISTED
JPMorgan Diversified Return Europe Equity ETF
JPEU
| $4.65M | 0.02% |
92,481
+66,674
| +258% | +$3.39M |
|
662
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.29B
| $4.64M | 0.02% |
16,324
+10,749
| +193% | +$2.63M |
|
663
iShares MSCI USA Quality Factor ETF
QUAL
$46B
| $4.64M | 0.02% |
+70,270
| New | +$4.62M |
|
664
Lockheed Martin
LMT
$134B
| $4.63M | 0.02% |
18,664
+4,047
| +28% | +$954K |
|
665
iShares Select Dividend ETF
DVY
$23.8B
| $4.63M | 0.02% |
+54,291
| New | +$4.47M |
|
666
Schwab Fundamental US Small Company Index ETF
FNDA
$9.2B
| $4.62M | 0.02% |
315,088
+158,052
| +101% | +$2.3M |
|
|
JPXN
667
iShares JPX-Nikkei 400 ETF
JPXN
$133M
| $4.62M | 0.02% |
92,053
+42,191
| +85% | +$2.14M |
|
668
CALL
Walmart Inc
WMT
$889B
| $4.62M | 0.02% |
189,600
-49,500
| -21% | -$1.15M |
|
669
Pfizer
PFE
$141B
| $4.6M | 0.02% |
137,788
-436,216
| -76% | -$13.9M |
|
|
GOLD
670
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $4.59M | 0.02% |
41,000
+16,200
| +65% | +$1.5M |
|
671
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$101M
| $4.59M | 0.02% |
4,992
+224
| +5% | +$166K |
|
672
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.9B
| $4.58M | 0.02% |
91,610
+83,696
| +1,058% | +$4.13M |
|
673
PUT
Visa
V
$689B
| $4.58M | 0.02% |
61,800
-13,400
| -18% | -$1.05M |
|
674
PUT
Vanguard Information Technology ETF
VGT
$138B
| $4.57M | 0.02% |
341,600
+67,200
| +24% | +$903K |
|
|
675
Walmart Inc
WMT
$889B
| $4.56M | 0.02% |
187,479
-1,553,340
| -89% | -$36M |
|
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.