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 | |
|---|---|---|---|---|---|---|
1426
PUT
Royal Bank of Canada
RY
$287B
| $1.71M | 0.01% |
29,000
+24,700
| +574% | +$1.48M |
|
1427
CALL
Martin Marietta Materials
MLM
$34.2B
| $1.71M | 0.01% |
8,900
+4,700
| +112% | +$841K |
|
1428
PUT
Valero Energy
VLO
$89.5B
| $1.71M | 0.01% |
33,500
-31,500
| -48% | -$1.78M |
|
1429
Gerdau
GGB
$9.54B
| $1.71M | 0.01% |
1,182,874
+125,507
| +12% | +$185K |
|
1430
Occidental Petroleum
OXY
$55.7B
| $1.71M | 0.01% |
+22,602
| New | +$1.69M |
|
1431
Alaska Air
ALK
$5.11B
| $1.71M | 0.01% |
29,263
+5,833
| +25% | +$403K |
|
1432
PUT
lululemon athletica
LULU
$13.5B
| $1.71M | 0.01% |
23,100
-54,800
| -70% | -$3.63M |
|
1433
PUT
Vanguard Mid-Cap ETF
VO
$106B
| $1.71M | 0.01% |
55,200
-4,800
| -8% | -$147K |
|
1434
PUT
BP
BP
$112B
| $1.7M | 0.01% |
57,048
+5,467
| +11% | +$147K |
|
1435
iShares Russell 2000 Value ETF
IWN
$14.3B
| $1.7M | 0.01% |
+17,511
| New | +$1.67M |
|
1436
Phillips 66
PSX
$82.9B
| $1.7M | 0.01% |
21,469
-2,501
| -10% | -$204K |
|
1437
Welltower
WELL
$173B
| $1.7M | 0.01% |
+22,347
| New | +$1.59M |
|
1438
PUT
Blackstone
BX
$104B
| $1.7M | 0.01% |
69,300
+1,600
| +2% | +$42.6K |
|
|
CMDT
1439
DELISTED
iShares Commodity Optimized Trust
CMDT
| $1.7M | 0.01% |
46,001
+32,156
| +232% | +$1.13M |
|
1440
Vanguard Total World Stock ETF
VT
$75.3B
| $1.7M | 0.01% |
29,273
+25,099
| +601% | +$1.46M |
|
1441
Weibo
WB
$1.97B
| $1.7M | 0.01% |
59,757
+30,382
| +103% | +$739K |
|
|
ATHN
1442
CALL
DELISTED
Athenahealth, Inc.
ATHN
| $1.7M | 0.01% |
12,300
+9,500
| +339% | +$1.26M |
|
|
AET
1443
PUT
DELISTED
Aetna Inc
AET
| $1.7M | 0.01% |
+13,900
| New | +$1.6M |
|
1444
Sabesp
SBS
$18.4B
| $1.69M | 0.01% |
974,609
+471,539
| +94% | +$688K |
|
1445
Fidelity MSCI Industrials Index ETF
FIDU
$2.26B
| $1.69M | 0.01% |
58,393
+25,169
| +76% | +$723K |
|
1446
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
| $1.69M | 0.01% |
16,813
-10,487
| -38% | -$1.05M |
|
1447
Sprott Junior Gold Miners ETF
SGDJ
$268M
| $1.69M | 0.01% |
41,645
+32,135
| +338% | +$1.14M |
|
1448
VanEck Low Carbon Energy ETF
SMOG
$125M
| $1.69M | 0.01% |
33,925
-33,141
| -49% | -$1.68M |
|
1449
PUT
Western Digital
WDC
$159B
| $1.69M | 0.01% |
47,231
-107,957
| -70% | -$3.55M |
|
1450
PUT
MetLife
MET
$62.4B
| $1.69M | 0.01% |
47,461
+30,519
| +180% | +$1.19M |
|
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.