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 | |
|---|---|---|---|---|---|---|
1876
WisdomTree True Developed International Fund
DOL
$809M
| $1.1M | 0.01% |
26,584
-29,424
| -53% | -$1.25M |
|
1877
CALL
Herbalife
HLF
$1.3B
| $1.1M | 0.01% |
37,600
-40,000
| -52% | -$1.2M |
|
1878
Ford
F
$60.9B
| $1.1M | 0.01% |
87,450
-7,324
| -8% | -$96.5K |
|
1879
iShares S&P 500 Growth ETF
IVW
$70.5B
| $1.1M | 0.01% |
+37,708
| New | +$1.09M |
|
|
ABB
1880
PUT
DELISTED
ABB Ltd
ABB
| $1.1M | 0.01% |
+55,300
| New | +$1.13M |
|
|
DF
1881
PUT
DELISTED
Dean Foods Company
DF
| $1.1M | 0.01% |
+60,600
| New | +$1.07M |
|
|
WFM
1882
DELISTED
Whole Foods Market Inc
WFM
| $1.1M | 0.01% |
+34,235
| New | +$1.06M |
|
|
ANDV
1883
DELISTED
Andeavor
ANDV
| $1.09M | 0.01% |
14,609
+1,313
| +10% | +$104K |
|
|
BABS
1884
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
| $1.09M | 0.01% |
16,432
-15,471
| -48% | -$989K |
|
1885
NRG Energy
NRG
$26.2B
| $1.09M | 0.01% |
+72,954
| New | +$1.08M |
|
1886
ProShares Ultra NASDAQ Biotechnology
BIB
$82.9M
| $1.09M | 0.01% |
28,133
-12,191
| -30% | -$526K |
|
|
KWT
1887
DELISTED
VanEck Vectors Solar Energy ETF
KWT
| $1.09M | 0.01% |
25,298
+16,630
| +192% | +$760K |
|
|
TAHO
1888
DELISTED
Tahoe Resources Inc
TAHO
| $1.09M | 0.01% |
72,908
+31,061
| +74% | +$396K |
|
1889
Las Vegas Sands
LVS
$31.4B
| $1.09M | 0.01% |
24,981
-156,959
| -86% | -$7.33M |
|
|
DWRE
1890
PUT
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $1.09M | 0.01% |
+14,500
| New | +$783K |
|
1891
UnitedHealth
UNH
$382B
| $1.08M | 0.01% |
7,687
-1,794
| -19% | -$239K |
|
|
PF
1892
DELISTED
Pinnacle Foods, Inc.
PF
| $1.08M | 0.01% |
23,447
+867
| +4% | +$37.7K |
|
1893
PUT
Whirlpool
WHR
$2.49B
| $1.08M | 0.01% |
6,500
-2,000
| -24% | -$353K |
|
|
1894
Whirlpool
WHR
$2.49B
| $1.08M | 0.01% |
6,487
+4,381
| +208% | +$773K |
|
|
VXZ
1895
CALL
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $1.08M | 0.01% |
+25,050
| New | +$1.1M |
|
1896
CALL
TripAdvisor
TRIP
$1.7B
| $1.08M | 0.01% |
16,800
+12,600
| +300% | +$817K |
|
1897
Merck
MRK
$322B
| $1.08M | 0.01% |
19,623
-13,001
| -40% | -$692K |
|
|
VXZ
1898
PUT
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $1.08M | 0.01% |
+25,000
| New | +$1.1M |
|
1899
Crown Holdings
CCK
$13B
| $1.08M | 0.01% |
+21,257
| New | +$1.11M |
|
1900
CALL
GSK
GSK
$107B
| $1.07M | 0.01% |
19,840
+7,200
| +57% | +$379K |
|
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.