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 | |
|---|---|---|---|---|---|---|
1151
CALL
Verizon
VZ
$201B
| $2.29M | 0.01% |
41,100
-188,700
| -82% | -$9.79M |
|
1152
PUT
Carnival Corporation Ltd
CCL
$38.7B
| $2.29M | 0.01% |
51,700
+46,100
| +823% | +$2.26M |
|
1153
First Trust Financials AlphaDEX Fund
FXO
$1.15B
| $2.28M | 0.01% |
98,730
+63,328
| +179% | +$1.47M |
|
|
VPU
1154
Vanguard Utilities ETF
VPU
$8.68B
| $2.28M | 0.01% |
19,930
-11,550
| -37% | -$1.24M |
|
1155
Vanguard Consumer Discretionary ETF
VCR
$6.01B
| $2.28M | 0.01% |
18,691
-7,565
| -29% | -$931K |
|
|
ETP
1156
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $2.28M | 0.01% |
59,900
+35,100
| +142% | +$1.26M |
|
1157
WisdomTree International Quality Dividend Growth Fund
IQDG
$704M
| $2.28M | 0.01% |
+92,684
| New | +$2.34M |
|
1158
CALL
Illumina
ILMN
$29.2B
| $2.27M | 0.01% |
16,654
-45,334
| -73% | -$6.44M |
|
|
WFM
1159
CALL
DELISTED
Whole Foods Market Inc
WFM
| $2.27M | 0.01% |
71,000
+35,500
| +100% | +$1.1M |
|
|
DCT
1160
DELISTED
DCT Industrial Trust Inc.
DCT
| $2.27M | 0.01% |
47,302
+29,839
| +171% | +$1.27M |
|
|
PPP
1161
DELISTED
Primero Mining Corp
PPP
| $2.27M | 0.01% |
1,091,828
+1,036,252
| +1,865% | +$1.91M |
|
1162
Seagate
STX
$169B
| $2.27M | 0.01% |
+93,168
| New | +$2.26M |
|
1163
Baytex Energy
BTE
$2.86B
| $2.27M | 0.01% |
391,533
+334,787
| +590% | +$1.67M |
|
1164
CALL
Thermo Fisher Scientific
TMO
$214B
| $2.26M | 0.01% |
15,300
+7,300
| +91% | +$1.08M |
|
1165
Invesco S&P 500 Equal Weight Real Estate ETF
RSPR
$108M
| $2.26M | 0.01% |
80,197
-2,243
| -3% | -$59.7K |
|
1166
American International
AIG
$42.9B
| $2.25M | 0.01% |
42,639
-18,161
| -30% | -$1M |
|
1167
CALL
Cisco
CSCO
$456B
| $2.25M | 0.01% |
78,600
-193,000
| -71% | -$5.42M |
|
1168
Vanguard FTSE Europe ETF
VGK
$30.2B
| $2.25M | 0.01% |
48,333
-51,767
| -52% | -$2.51M |
|
1169
iShares Expanded Tech-Software Sector ETF
IGV
$12.3B
| $2.25M | 0.01% |
107,050
+57,075
| +114% | +$1.18M |
|
1170
Post Holdings
POST
$4.27B
| $2.25M | 0.01% |
41,534
+21,843
| +111% | +$1.06M |
|
|
PVG
1171
PUT
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.24M | 0.01% |
+200,300
| New | +$1.59M |
|
1172
Columbia India Consumer ETF
INCO
$233M
| $2.24M | 0.01% |
67,110
+23,759
| +55% | +$754K |
|
|
HDRW
1173
DELISTED
WisdomTree Global ex-U.S. Hedged Real Estate Fund
HDRW
| $2.24M | 0.01% |
93,906
-1,708
| -2% | -$41.4K |
|
1174
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
| $2.23M | 0.01% |
+47,752
| New | +$2.21M |
|
1175
UGI
UGI
$7.92B
| $2.23M | 0.01% |
49,347
+40,001
| +428% | +$1.69M |
|
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.