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 | |
|---|---|---|---|---|---|---|
976
CALL
Wheaton Precious Metals
WPM
$49.8B
| $2.83M | 0.01% |
120,100
-131,700
| -52% | -$2.54M |
|
977
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $2.83M | 0.01% |
39,412
-20,190
| -34% | -$1.42M |
|
978
Equinix
EQIX
$102B
| $2.81M | 0.01% |
+7,255
| New | +$2.53M |
|
979
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $2.81M | 0.01% |
94,000
-69,500
| -43% | -$2.04M |
|
980
PUT
Las Vegas Sands
LVS
$32B
| $2.81M | 0.01% |
64,500
-56,000
| -46% | -$2.62M |
|
|
PTR
981
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $2.8M | 0.01% |
41,174
+3,928
| +11% | +$270K |
|
982
CALL
Applied Materials
AMAT
$378B
| $2.79M | 0.01% |
116,300
+87,500
| +304% | +$1.93M |
|
983
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$86M
| $2.79M | 0.01% |
47,726
+41,905
| +720% | +$2.37M |
|
984
RH
RH
$3.36B
| $2.79M | 0.01% |
97,213
+55,104
| +131% | +$1.97M |
|
985
Labcorp
LH
$25.8B
| $2.79M | 0.01% |
24,890
+20,453
| +461% | +$2.2M |
|
986
PepsiCo
PEP
$195B
| $2.78M | 0.01% |
26,255
-16,352
| -38% | -$1.69M |
|
|
RFUN
987
DELISTED
RiverFront Dynamic Unconstrained Income
RFUN
| $2.78M | 0.01% |
+110,445
| New | +$2.76M |
|
|
TSRO
988
CALL
DELISTED
TESARO, Inc.
TSRO
| $2.78M | 0.01% |
+33,100
| New | +$1.48M |
|
989
iShares MSCI Europe Small-Cap ETF
IEUS
$177M
| $2.78M | 0.01% |
66,720
-19,255
| -22% | -$866K |
|
990
iShares California Muni Bond ETF
CMF
$4.56B
| $2.78M | 0.01% |
45,492
-11,676
| -20% | -$704K |
|
991
CALL
Palo Alto Networks
PANW
$260B
| $2.77M | 0.01% |
135,600
-53,400
| -28% | -$1.24M |
|
992
Schwab US Broad Market ETF
SCHB
$42.9B
| $2.77M | 0.01% |
329,808
-268,428
| -45% | -$2.23M |
|
993
PUT
Bank of America
BAC
$439B
| $2.76M | 0.01% |
207,900
-16,000
| -7% | -$225K |
|
994
PUT
Johnson & Johnson
JNJ
$643B
| $2.75M | 0.01% |
22,700
+4,700
| +26% | +$534K |
|
995
PUT
HSBC
HSBC
$356B
| $2.75M | 0.01% |
98,544
+76,097
| +339% | +$2.15M |
|
996
Archer Daniels Midland
ADM
$40.1B
| $2.75M | 0.01% |
+64,003
| New | +$2.55M |
|
997
United Rentals
URI
$67.9B
| $2.74M | 0.01% |
40,875
+34,713
| +563% | +$2.27M |
|
|
BSCI
998
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $2.74M | 0.01% |
+128,323
| New | +$2.73M |
|
|
SSRI
999
DELISTED
Silver Standard Resources
SSRI
| $2.74M | 0.01% |
210,886
+191,163
| +969% | +$1.78M |
|
1000
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $2.74M | 0.01% |
15,300
-27,000
| -64% | -$4.79M |
|
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.