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 | |
|---|---|---|---|---|---|---|
|
LFC
1551
DELISTED
China Life Insurance Company Ltd.
LFC
| $1.49M | 0.01% |
138,247
-224,905
| -62% | -$2.52M |
|
1552
iShares US Industrials ETF
IYJ
$1.95B
| $1.49M | 0.01% |
27,064
+18,234
| +207% | +$990K |
|
1553
TSMC
TSM
$1.94T
| $1.49M | 0.01% |
56,702
+20,139
| +55% | +$503K |
|
|
INP
1554
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
| $1.49M | 0.01% |
+22,866
| New | +$1.45M |
|
1555
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
| $1.49M | 0.01% |
+30,534
| New | +$1.46M |
|
|
GML
1556
DELISTED
SPDR S&P Emerging Latin America ETF
GML
| $1.49M | 0.01% |
+34,637
| New | +$1.44M |
|
1557
VanEck ChiNext Innovators ETF
CNXT
$104M
| $1.49M | 0.01% |
44,132
+30,791
| +231% | +$1.01M |
|
1558
iShares Global Tech ETF
IXN
$7.87B
| $1.49M | 0.01% |
91,572
-109,968
| -55% | -$1.79M |
|
1559
APA Corp
APA
$13B
| $1.48M | 0.01% |
26,653
-20,342
| -43% | -$1.11M |
|
1560
Avis
CAR
$5.47B
| $1.48M | 0.01% |
+46,006
| New | +$1.27M |
|
1561
ProShares Ultra Energy
DIG
$80.6M
| $1.48M | 0.01% |
31,702
+15,871
| +100% | +$692K |
|
1562
CALL
Dollar General
DG
$28.4B
| $1.48M | 0.01% |
15,700
-58,300
| -79% | -$5.03M |
|
1563
CALL
Petrobras
PBR
$120B
| $1.48M | 0.01% |
206,100
-309,500
| -60% | -$2.05M |
|
|
DXUS
1564
DELISTED
WisdomTree Global ex-U.S. Hedged Dividend Fund
DXUS
| $1.48M | 0.01% |
70,636
+28,947
| +69% | +$626K |
|
1565
Fortuna Silver Mines
FSM
$2.54B
| $1.47M | 0.01% |
211,017
+184,887
| +708% | +$1.08M |
|
1566
Corning
GLW
$107B
| $1.47M | 0.01% |
71,876
+29,274
| +69% | +$587K |
|
1567
iShares Treasury Floating Rate Bond ETF
TFLO
$6.54B
| $1.47M | 0.01% |
+29,356
| New | +$1.47M |
|
|
SMEZ
1568
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $1.47M | 0.01% |
34,037
+22,647
| +199% | +$1.07M |
|
1569
iShares CMBS ETF
CMBS
$473M
| $1.47M | 0.01% |
27,613
-70,964
| -72% | -$3.72M |
|
1570
PUT
Canadian Pacific Kansas City
CP
$81B
| $1.47M | 0.01% |
+57,000
| New | +$1.54M |
|
1571
Micron Technology
MU
$835B
| $1.47M | 0.01% |
+106,576
| New | +$1.21M |
|
1572
Brown-Forman Class B
BF.B
$13.5B
| $1.47M | 0.01% |
45,884
+18,015
| +65% | +$557K |
|
1573
CALL
Mondelez International
MDLZ
$83.4B
| $1.47M | 0.01% |
32,200
-9,600
| -23% | -$418K |
|
|
CHL
1574
PUT
DELISTED
China Mobile Limited
CHL
| $1.47M | 0.01% |
25,300
+7,400
| +41% | +$416K |
|
1575
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
| $1.46M | 0.01% |
58,654
+26,925
| +85% | +$667K |
|
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.