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 | |
|---|---|---|---|---|---|---|
951
iShares Expanded Tech Sector ETF
IGM
$9.78B
| $2.94M | 0.01% |
160,416
+64,890
| +68% | +$1.19M |
|
952
iShares Semiconductor ETF
SOXX
$40.6B
| $2.93M | 0.01% |
+93,960
| New | +$2.86M |
|
953
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
| $2.93M | 0.01% |
40,624
+30,639
| +307% | +$2.16M |
|
954
iShares Global 100 ETF
IOO
$8.72B
| $2.92M | 0.01% |
81,596
-111,602
| -58% | -$4.03M |
|
955
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
| $2.92M | 0.01% |
77,404
-25,806
| -25% | -$949K |
|
956
First Trust Alternative Absolute Return Strategy ETF
FAAR
$191M
| $2.91M | 0.01% |
+98,335
| New | +$2.93M |
|
957
CALL
Royal Gold
RGLD
$16.6B
| $2.9M | 0.01% |
40,300
+8,500
| +27% | +$506K |
|
958
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17B
| $2.9M | 0.01% |
104,410
-666,526
| -86% | -$18.1M |
|
959
Vanguard World Funds Extended Duration ETF
EDV
$3.36B
| $2.89M | 0.01% |
20,930
-10,613
| -34% | -$1.37M |
|
960
CALL
Targa Resources
TRGP
$56.2B
| $2.88M | 0.01% |
68,300
+21,600
| +46% | +$847K |
|
961
CALL
RH
RH
$3.36B
| $2.87M | 0.01% |
100,000
+23,500
| +31% | +$841K |
|
962
PUT
Verizon
VZ
$201B
| $2.87M | 0.01% |
51,300
+21,900
| +74% | +$1.14M |
|
963
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$74.4M
| $2.85M | 0.01% |
121,221
-116,533
| -49% | -$2.87M |
|
964
VanEck Environmental Services ETF
EVX
$100M
| $2.85M | 0.01% |
212,430
+167,820
| +376% | +$2.19M |
|
965
New Oriental
EDU
$8.08B
| $2.85M | 0.01% |
68,104
+47,322
| +228% | +$1.87M |
|
966
PUT
iShares Russell 1000 ETF
IWB
$47.9B
| $2.85M | 0.01% |
24,400
-10,600
| -30% | -$1.22M |
|
967
PUT
AT&T
T
$169B
| $2.85M | 0.01% |
87,384
+7,282
| +9% | +$217K |
|
968
Ventas
VTR
$47.7B
| $2.85M | 0.01% |
39,137
-594
| -1% | -$39.1K |
|
969
PUT
ProShares UltraShort FTSE Europe
EPV
$11.4M
| $2.85M | 0.01% |
10,000
+7,440
| +291% | +$2.14M |
|
970
Cheniere Energy
LNG
$52.8B
| $2.85M | 0.01% |
75,783
+45,109
| +147% | +$1.59M |
|
|
FNI
971
DELISTED
First Trust Chindia ETF
FNI
| $2.84M | 0.01% |
104,673
+80,211
| +328% | +$2.18M |
|
|
QLTB
972
DELISTED
ISHARES BAA BA RATED CORP BOND FUND
QLTB
| $2.84M | 0.01% |
53,850
+15,836
| +42% | +$816K |
|
973
Xcel Energy
XEL
$50.1B
| $2.84M | 0.01% |
63,385
+55,067
| +662% | +$2.28M |
|
974
CALL
Charter Communications
CHTR
$16.7B
| $2.83M | 0.01% |
12,400
-26,700
| -68% | -$5.74M |
|
|
SAND
975
DELISTED
Sandstorm Gold
SAND
| $2.83M | 0.01% |
+635,720
| New | +$2.56M |
|
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.