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 | |
|---|---|---|---|---|---|---|
2176
CALL
iShares Russell Mid-Cap ETF
IWR
$55.9B
| $841K | ﹤0.01% |
20,000
-160,000
| -89% | -$6.61M |
|
2177
PUT
SAP
SAP
$215B
| $840K | ﹤0.01% |
11,200
+7,400
| +195% | +$581K |
|
|
EMC
2178
PUT
DELISTED
EMC CORPORATION
EMC
| $840K | ﹤0.01% |
+30,900
| New | +$835K |
|
2179
CALL
Lowe's Companies
LOW
$121B
| $839K | ﹤0.01% |
10,600
-24,000
| -69% | -$1.86M |
|
|
MNK
2180
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $839K | ﹤0.01% |
13,800
+4,200
| +44% | +$257K |
|
2181
CALL
Estee Lauder
EL
$30.4B
| $837K | ﹤0.01% |
9,200
-22,300
| -71% | -$2.08M |
|
2182
Coca-Cola
KO
$383B
| $837K | ﹤0.01% |
18,465
-38,196
| -67% | -$1.73M |
|
2183
Zillow
Z
$7.78B
| $837K | ﹤0.01% |
23,062
+11,399
| +98% | +$316K |
|
2184
Fidelity MSCI Utilities Index ETF
FUTY
$2.34B
| $834K | ﹤0.01% |
+24,634
| New | +$782K |
|
2185
CALL
Duke Energy
DUK
$101B
| $832K | ﹤0.01% |
9,700
-40,100
| -81% | -$3.2M |
|
2186
Global X Guru Index ETF
GURU
$60.2M
| $832K | ﹤0.01% |
37,505
-64,270
| -63% | -$1.42M |
|
2187
Fidelity National Financial
FNF
$14.4B
| $831K | ﹤0.01% |
+31,928
| New | +$752K |
|
|
P
2188
CALL
Everpure Inc
P
$23B
| $831K | ﹤0.01% |
+76,200
| New | +$994K |
|
2189
CALL
Plains All American Pipeline
PAA
$17.6B
| $830K | ﹤0.01% |
+30,200
| New | +$731K |
|
|
GASL
2190
DELISTED
Direxion Daily Natural Gas Related Bull 3X Shares
GASL
| $830K | ﹤0.01% |
41
-75
| -65% | -$1.42M |
|
|
LUX
2191
DELISTED
Luxottica Group
LUX
| $830K | ﹤0.01% |
16,984
-213,832
| -93% | -$11.5M |
|
|
JEM
2192
DELISTED
iPath GEMS Index ETN
JEM
| $830K | ﹤0.01% |
28,455
+12,214
| +75% | +$354K |
|
|
UBIO
2193
CALL
DELISTED
Proshares UltraPro NASDAQ Biotechnology
UBIO
| $829K | ﹤0.01% |
39,100
+23,020
| +143% | +$583K |
|
2194
PUT
CME Group
CME
$95.4B
| $828K | ﹤0.01% |
8,500
-49,200
| -85% | -$4.65M |
|
2195
Invesco New York AMT-Free Municipal Bond ETF
PZT
$139M
| $828K | ﹤0.01% |
32,503
-2,875
| -8% | -$72.1K |
|
2196
Global X MSCI China Consumer Discretionary ETF
CHIQ
$131M
| $827K | ﹤0.01% |
+76,806
| New | +$845K |
|
|
ABMD
2197
DELISTED
Abiomed Inc
ABMD
| $827K | ﹤0.01% |
+7,570
| New | +$753K |
|
2198
CALL
Abbott
ABT
$187B
| $826K | ﹤0.01% |
21,000
-1,500
| -7% | -$59.7K |
|
|
WUBA
2199
PUT
DELISTED
58.com Inc
WUBA
| $826K | ﹤0.01% |
18,000
-92,000
| -84% | -$4.74M |
|
2200
Clean Harbors
CLH
$17.2B
| $825K | ﹤0.01% |
+15,839
| New | +$792K |
|
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.