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 | |
|---|---|---|---|---|---|---|
1476
VanEck Retail ETF
RTH
$253M
| $1.65M | 0.01% |
21,265
+16,571
| +353% | +$1.27M |
|
1477
Federal Realty Investment Trust
FRT
$10.9B
| $1.64M | 0.01% |
9,924
+8,187
| +471% | +$1.27M |
|
1478
VanEck Oil Services ETF
OIH
$1.97B
| $1.64M | 0.01% |
2,808
+1,850
| +193% | +$1.04M |
|
|
EMBH
1479
DELISTED
iShares Interest Rate Hedged Emerging Markets Bond ETF
EMBH
| $1.64M | 0.01% |
67,535
-29,819
| -31% | -$723K |
|
1480
Global Payments
GPN
$24.1B
| $1.64M | 0.01% |
+22,969
| New | +$1.7M |
|
1481
Hull Tactical US ETF
HTUS
$153M
| $1.64M | 0.01% |
62,029
+3,766
| +6% | +$97.6K |
|
|
HYLD
1482
DELISTED
High Yield ETF
HYLD
| $1.63M | 0.01% |
48,159
+38,979
| +425% | +$1.29M |
|
|
ESRX
1483
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.63M | 0.01% |
21,500
-105,100
| -83% | -$7.73M |
|
1484
PPG Industries
PPG
$24.9B
| $1.63M | 0.01% |
15,634
+13,128
| +524% | +$1.43M |
|
|
YAO
1485
DELISTED
Invesco China All-Cap ETF
YAO
| $1.63M | 0.01% |
68,832
-26,475
| -28% | -$611K |
|
1486
PUT
Petrobras
PBR
$120B
| $1.63M | 0.01% |
227,100
-30,600
| -12% | -$202K |
|
1487
Under Armour
UAA
$3.01B
| $1.62M | 0.01% |
40,473
-139,584
| -78% | -$5.54M |
|
|
IBMH
1488
DELISTED
iShares iBonds Sep 2019 Term Muni Bond ETF
IBMH
| $1.62M | 0.01% |
63,120
-22,421
| -26% | -$576K |
|
1489
Dave & Buster's
PLAY
$357M
| $1.62M | 0.01% |
+34,638
| New | +$1.44M |
|
1490
CALL
Travelers Companies
TRV
$81.1B
| $1.62M | 0.01% |
13,600
+8,800
| +183% | +$995K |
|
|
ZAYO
1491
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.62M | 0.01% |
57,958
+44,423
| +328% | +$1.18M |
|
|
PGM
1492
DELISTED
iPath Bloomberg Platinum Subindex Total Return ETN due June 24, 2038
PGM
| $1.62M | 0.01% |
75,658
+13,618
| +22% | +$283K |
|
1493
Equifax
EFX
$22B
| $1.62M | 0.01% |
+12,593
| New | +$1.53M |
|
1494
Gold Fields
GFI
$28.8B
| $1.61M | 0.01% |
+329,320
| New | +$1.37M |
|
1495
PUT
State Street SPDR S&P Retail ETF
XRT
$457M
| $1.61M | 0.01% |
38,400
-1,159,500
| -97% | -$49.8M |
|
|
RUSS
1496
CALL
DELISTED
Direxion Daily Russia Bear 3x Shares
RUSS
| $1.61M | 0.01% |
23,360
-22,300
| -49% | -$1.8M |
|
1497
PUT
AB InBev
BUD
$164B
| $1.61M | 0.01% |
12,200
+5,100
| +72% | +$642K |
|
1498
Kroger
KR
$36.7B
| $1.6M | 0.01% |
+43,588
| New | +$1.57M |
|
1499
Conagra Brands
CAG
$7.42B
| $1.6M | 0.01% |
43,074
-7,017
| -14% | -$250K |
|
|
VALE.P
1500
DELISTED
Vale S A
VALE.P
| $1.6M | 0.01% |
399,766
-32,593
| -8% | -$120K |
|
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.