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 | |
|---|---|---|---|---|---|---|
751
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$76.7M
| $4M | 0.02% |
+30,700
| New | +$4.31M |
|
752
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.77B
| $3.99M | 0.02% |
+204,830
| New | +$3.95M |
|
753
PUT
Devon Energy
DVN
$49.8B
| $3.98M | 0.02% |
109,900
-170,800
| -61% | -$5.79M |
|
|
BSJG
754
DELISTED
Guggenheim BulletShares 2016 High Yield Corporate Bond ETF
BSJG
| $3.97M | 0.02% |
153,855
+71,287
| +86% | +$1.84M |
|
755
PUT
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.25B
| $3.97M | 0.02% |
61,800
| – | – |
|
|
IBDN
756
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
| $3.96M | 0.02% |
+154,949
| New | +$3.9M |
|
757
Invesco S&P 500 Pure Growth ETF
RPG
$2.02B
| $3.96M | 0.02% |
244,625
+114,715
| +88% | +$1.84M |
|
758
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $3.96M | 0.02% |
21
-18
| -46% | -$3.38M |
|
|
FIEE
759
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $3.95M | 0.02% |
33,988
+5,026
| +17% | +$594K |
|
760
Newmont
NEM
$98.5B
| $3.94M | 0.02% |
100,733
+53,824
| +115% | +$1.78M |
|
761
First Trust Europe AlphaDEX Fund
FEP
$513M
| $3.93M | 0.02% |
143,769
+26,078
| +22% | +$755K |
|
|
FIEU
762
DELISTED
FI Enhanced Europe 50 ETN
FIEU
| $3.92M | 0.02% |
43,844
+19,553
| +80% | +$1.78M |
|
763
Amgen
AMGN
$203B
| $3.92M | 0.02% |
25,752
-27,787
| -52% | -$4.32M |
|
764
PUT
Agnico Eagle Mines
AEM
$73B
| $3.89M | 0.02% |
72,700
+59,200
| +439% | +$2.69M |
|
765
CALL
General Mills
GIS
$19.5B
| $3.88M | 0.02% |
54,400
-13,300
| -20% | -$847K |
|
766
GE Aerospace
GE
$375B
| $3.87M | 0.02% |
25,648
-259,126
| -91% | -$37.8M |
|
767
ProShares UltraPro QQQ
TQQQ
$31.4B
| $3.87M | 0.02% |
1,926,960
+1,374,432
| +249% | +$2.82M |
|
768
First Trust US Equity Opportunities ETF
FPX
$1.51B
| $3.86M | 0.02% |
76,443
+62,285
| +440% | +$3.15M |
|
769
PUT
Invesco QQQ Trust
QQQ
$449B
| $3.86M | 0.02% |
+35,900
| New | +$3.88M |
|
770
Teck Resources
TECK
$29.3B
| $3.86M | 0.02% |
293,159
+207,003
| +240% | +$2.14M |
|
771
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$97.1B
| $3.86M | 0.02% |
48,000
+42,200
| +728% | +$3.35M |
|
772
Dollar General
DG
$27.2B
| $3.85M | 0.02% |
41,012
+31,433
| +328% | +$2.71M |
|
773
Invesco S&P 500 Revenue ETF
RWL
$9.57B
| $3.85M | 0.02% |
94,562
+88,794
| +1,539% | +$3.58M |
|
774
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.64B
| $3.85M | 0.02% |
96,221
-214,068
| -69% | -$8.48M |
|
775
NVIDIA
NVDA
$4.76T
| $3.85M | 0.02% |
3,277,520
+2,806,080
| +595% | +$2.89M |
|
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.