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 | |
|---|---|---|---|---|---|---|
876
CALL
Morgan Stanley
MS
$333B
| $3.26M | 0.02% |
125,400
+42,100
| +51% | +$1.1M |
|
877
CALL
AutoZone
AZO
$50.8B
| $3.25M | 0.02% |
4,100
+1,900
| +86% | +$1.46M |
|
|
HR
878
DELISTED
Healthcare Realty Trust Incorporated
HR
| $3.25M | 0.02% |
+92,934
| New | +$2.95M |
|
879
CALL
SLB Ltd
SLB
$74.4B
| $3.25M | 0.02% |
41,100
-85,100
| -67% | -$6.52M |
|
880
PUT
Northrop Grumman
NOC
$78.5B
| $3.25M | 0.02% |
14,600
+13,000
| +813% | +$2.74M |
|
881
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.63B
| $3.24M | 0.02% |
+62,084
| New | +$3.17M |
|
882
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.68B
| $3.24M | 0.02% |
96,700
-1,800
| -2% | -$60.8K |
|
883
Salesforce
CRM
$148B
| $3.24M | 0.02% |
40,769
-85,302
| -68% | -$6.7M |
|
884
John Hancock Multifactor Large Cap ETF
JHML
$1.16B
| $3.23M | 0.02% |
119,604
+107,844
| +917% | +$2.9M |
|
885
PUT
Lockheed Martin
LMT
$134B
| $3.23M | 0.02% |
13,000
+6,100
| +88% | +$1.44M |
|
886
PUT
Adobe
ADBE
$98.6B
| $3.22M | 0.02% |
33,600
-13,300
| -28% | -$1.28M |
|
|
BSCP
887
DELISTED
Invesco BulletShares 2025 Corporate Bond ETF
BSCP
| $3.22M | 0.02% |
151,916
+99,468
| +190% | +$2.07M |
|
|
HES
888
CALL
DELISTED
Hess
HES
| $3.21M | 0.02% |
53,500
+28,900
| +117% | +$1.67M |
|
889
Eastman Chemical
EMN
$7.8B
| $3.21M | 0.02% |
47,303
+43,968
| +1,318% | +$3.23M |
|
890
CALL
Marathon Petroleum
MPC
$90.3B
| $3.2M | 0.02% |
84,400
+51,500
| +157% | +$1.89M |
|
|
RTN
891
DELISTED
Raytheon Company
RTN
| $3.2M | 0.02% |
23,574
+21,826
| +1,249% | +$2.84M |
|
892
Energizer
ENR
$1.49B
| $3.19M | 0.02% |
+61,911
| New | +$2.83M |
|
893
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.18B
| $3.18M | 0.02% |
157,795
+146,317
| +1,275% | +$2.93M |
|
894
CALL
CarMax
KMX
$8.31B
| $3.17M | 0.02% |
64,700
+10,700
| +20% | +$550K |
|
895
Wells Fargo
WFC
$263B
| $3.16M | 0.02% |
66,793
-23,473
| -26% | -$1.14M |
|
896
Ball Corp
BALL
$17.8B
| $3.16M | 0.02% |
+87,344
| New | +$3.16M |
|
897
lululemon athletica
LULU
$13.6B
| $3.16M | 0.02% |
42,725
-46,066
| -52% | -$3.06M |
|
|
JSC
898
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
| $3.15M | 0.02% |
57,742
-37,849
| -40% | -$2.06M |
|
899
B2Gold
BTG
$5.14B
| $3.15M | 0.02% |
1,256,170
+641,986
| +105% | +$1.3M |
|
900
State Street SPDR Global Dow ETF
DGT
$611M
| $3.15M | 0.02% |
49,831
+38,646
| +346% | +$2.5M |
|
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.