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 | |
|---|---|---|---|---|---|---|
1126
PUT
Medtronic
MDT
$112B
| $2.34M | 0.01% |
27,000
-6,900
| -20% | -$558K |
|
|
BSCK
1127
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
| $2.34M | 0.01% |
107,931
-116,647
| -52% | -$2.51M |
|
|
GAP
1128
The Gap Inc
GAP
$7.3B
| $2.34M | 0.01% |
110,272
+97,759
| +781% | +$2.08M |
|
1129
WisdomTree Global High Dividend Fund
DEW
$149M
| $2.34M | 0.01% |
56,086
+38,138
| +212% | +$1.57M |
|
1130
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
| $2.34M | 0.01% |
56,450
+736
| +1% | +$30K |
|
1131
Ormat Technologies
ORA
$5.8B
| $2.34M | 0.01% |
53,388
-153,708
| -74% | -$6.57M |
|
1132
Equity Lifestyle Properties
ELS
$13.1B
| $2.33M | 0.01% |
58,336
-8,898
| -13% | -$323K |
|
1133
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$14.8B
| $2.33M | 0.01% |
54,999
+37,986
| +223% | +$1.59M |
|
1134
CALL
Northrop Grumman
NOC
$76.1B
| $2.33M | 0.01% |
10,500
-22,900
| -69% | -$4.82M |
|
1135
Tyler Technologies
TYL
$13.8B
| $2.33M | 0.01% |
13,992
+12,336
| +745% | +$1.82M |
|
|
ACC
1136
DELISTED
American Campus Communities, Inc.
ACC
| $2.33M | 0.01% |
44,128
+28
| +0.1% | +$1.31K |
|
1137
Wabtec
WAB
$49.4B
| $2.33M | 0.01% |
+33,161
| New | +$2.58M |
|
1138
CALL
Kinder Morgan
KMI
$71B
| $2.33M | 0.01% |
124,200
-54,700
| -31% | -$975K |
|
|
MNDT
1139
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.32M | 0.01% |
141,100
+113,000
| +402% | +$1.83M |
|
1140
iShares Global Comm Services ETF
IXP
$530M
| $2.32M | 0.01% |
36,756
+28,666
| +354% | +$1.78M |
|
1141
PUT
ProShares Short Russell2000
RWM
$134M
| $2.32M | 0.01% |
39,300
+6,500
| +20% | +$394K |
|
|
RESP
1142
DELISTED
WisdomTree U.S. ESG Fund
RESP
| $2.32M | 0.01% |
97,836
+41,556
| +74% | +$991K |
|
1143
CALL
iShares S&P 100 ETF
OEF
$19.5B
| $2.31M | 0.01% |
24,900
+18,000
| +261% | +$1.66M |
|
1144
Vail Resorts
MTN
$5.7B
| $2.31M | 0.01% |
16,711
-3,502
| -17% | -$462K |
|
|
OLO
1145
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
| $2.31M | 0.01% |
492,402
+81,530
| +20% | +$420K |
|
1146
Masco
MAS
$14.6B
| $2.31M | 0.01% |
74,520
+63,272
| +563% | +$2M |
|
1147
Spectrum Brands
SPB
$2.04B
| $2.3M | 0.01% |
19,275
-11,276
| -37% | -$1.3M |
|
1148
iShares Core US REIT ETF
USRT
$4.71B
| $2.3M | 0.01% |
44,465
+6,650
| +18% | +$327K |
|
1149
CALL
McKesson
MCK
$104B
| $2.3M | 0.01% |
12,300
-88,000
| -88% | -$15.4M |
|
|
ZBIO
1150
PUT
DELISTED
ProShares UltraPro Short NASDAQ Biotechnology
ZBIO
| $2.3M | 0.01% |
+35,500
| New | +$2.18M |
|
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.