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 | |
|---|---|---|---|---|---|---|
1801
PUT
Duke Energy
DUK
$101B
| $1.18M | 0.01% |
13,800
-44,100
| -76% | -$3.52M |
|
1802
PACCAR
PCAR
$70.5B
| $1.18M | 0.01% |
+34,236
| New | +$1.26M |
|
1803
Vanguard Communication Services ETF
VOX
$5.68B
| $1.18M | 0.01% |
12,037
-15,132
| -56% | -$1.4M |
|
|
AUY
1804
DELISTED
Yamana Gold, Inc.
AUY
| $1.18M | 0.01% |
227,372
-157,163
| -41% | -$705K |
|
1805
PUT
Kimberly-Clark
KMB
$37.6B
| $1.18M | 0.01% |
8,600
+2,000
| +30% | +$262K |
|
1806
Magna International
MGA
$18.8B
| $1.18M | 0.01% |
33,710
-8,610
| -20% | -$347K |
|
1807
WisdomTree Emerging Markets Local Debt Fund
ELD
$141M
| $1.18M | 0.01% |
31,557
-8,692
| -22% | -$319K |
|
1808
CALL
Five Below
FIVE
$11.6B
| $1.18M | 0.01% |
+25,400
| New | +$1.06M |
|
|
IFLN
1809
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
| $1.18M | 0.01% |
64,066
-146,061
| -70% | -$2.65M |
|
1810
CALL
Honeywell
HON
$76.4B
| $1.18M | 0.01% |
11,240
-8,681
| -44% | -$892K |
|
1811
Chubb
CB
$140B
| $1.17M | 0.01% |
8,982
+2,908
| +48% | +$358K |
|
1812
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.35B
| $1.17M | 0.01% |
32,543
-15,410
| -32% | -$579K |
|
1813
Ionis Pharmaceuticals
IONS
$8.93B
| $1.17M | 0.01% |
50,403
+32,613
| +183% | +$1.05M |
|
1814
CALL
Moody's
MCO
$83.7B
| $1.17M | 0.01% |
12,500
+8,600
| +221% | +$831K |
|
1815
M&T Bank
MTB
$36.3B
| $1.17M | 0.01% |
+9,895
| New | +$1.15M |
|
1816
Neurocrine Biosciences
NBIX
$18.2B
| $1.17M | 0.01% |
25,694
+9,127
| +55% | +$420K |
|
1817
ProShares Short High Yield
SJB
$51.9M
| $1.17M | 0.01% |
+44,538
| New | +$1.2M |
|
1818
Global X MLP & Energy Infrastructure ETF
MLPX
$3.58B
| $1.17M | 0.01% |
28,166
+6,082
| +28% | +$232K |
|
1819
Bunge Global
BG
$20.9B
| $1.17M | 0.01% |
19,713
+6,738
| +52% | +$412K |
|
1820
iShares MSCI Emerging Markets Asia ETF
EEMA
$800M
| $1.17M | 0.01% |
22,328
+13,056
| +141% | +$661K |
|
1821
Applied Materials
AMAT
$347B
| $1.17M | 0.01% |
48,619
-40,276
| -45% | -$888K |
|
1822
Oneok
OKE
$56.7B
| $1.16M | 0.01% |
24,526
+1,851
| +8% | +$73.4K |
|
|
RDC
1823
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.16M | 0.01% |
+65,900
| New | +$1.14M |
|
|
1824
PUT
Applied Materials
AMAT
$347B
| $1.16M | 0.01% |
48,500
-14,600
| -23% | -$322K |
|
1825
Eaton
ETN
$141B
| $1.16M | 0.01% |
+19,441
| New | +$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.