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 | |
|---|---|---|---|---|---|---|
|
SPWR
2301
DELISTED
SunPower Corporation Common Stock
SPWR
| $765K | ﹤0.01% |
75,419
+55,377
| +276% | +$652K |
|
2302
Direxion Daily Real Estate Bull 3X ETF
DRN
$46.5M
| $764K | ﹤0.01% |
29,412
+14,112
| +92% | +$308K |
|
2303
Middleby
MIDD
$6.03B
| $764K | ﹤0.01% |
6,629
+3,886
| +142% | +$446K |
|
2304
State Street Ultra Short Term Bond ETF
ULST
$527M
| $763K | ﹤0.01% |
+19,056
| New | +$762K |
|
2305
State Street SPDR S&P Dividend ETF
SDY
$21.8B
| $762K | ﹤0.01% |
9,085
-82,827
| -90% | -$6.73M |
|
2306
CALL
Albemarle
ALB
$13.9B
| $761K | ﹤0.01% |
9,600
+3,500
| +57% | +$257K |
|
2307
CALL
Quanta Services
PWR
$98.7B
| $761K | ﹤0.01% |
+32,900
| New | +$761K |
|
2308
PUT
Corning
GLW
$116B
| $760K | ﹤0.01% |
37,100
+25,600
| +223% | +$513K |
|
2309
PUT
RH
RH
$3.15B
| $760K | ﹤0.01% |
26,500
-44,700
| -63% | -$1.6M |
|
2310
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
| $759K | ﹤0.01% |
7,211
-14,535
| -67% | -$1.51M |
|
|
JNPR
2311
CALL
DELISTED
Juniper Networks
JNPR
| $758K | ﹤0.01% |
33,700
+18,900
| +128% | +$440K |
|
2312
Huntington Ingalls Industries
HII
$12.6B
| $755K | ﹤0.01% |
+4,498
| New | +$683K |
|
2313
Southwest Airlines
LUV
$22.3B
| $753K | ﹤0.01% |
19,203
+2,755
| +17% | +$118K |
|
|
CAA
2314
DELISTED
CalAtlantic Group, Inc.
CAA
| $753K | ﹤0.01% |
+20,523
| New | +$721K |
|
2315
PUT
Halliburton
HAL
$26.4B
| $752K | ﹤0.01% |
16,600
-37,900
| -70% | -$1.56M |
|
2316
Jack in the Box
JACK
$312M
| $752K | ﹤0.01% |
+8,752
| New | +$661K |
|
2317
iShares Morningstar Mid-Cap ETF
IMCB
$1.66B
| $750K | ﹤0.01% |
+20,100
| New | +$739K |
|
2318
Motorola Solutions
MSI
$71.5B
| $750K | ﹤0.01% |
11,364
-6,794
| -37% | -$483K |
|
2319
PUT
iShares Semiconductor ETF
SOXX
$41.7B
| $749K | ﹤0.01% |
24,000
-45,000
| -65% | -$1.37M |
|
2320
Targa Resources
TRGP
$57.6B
| $749K | ﹤0.01% |
17,766
-9,070
| -34% | -$355K |
|
2321
First Solar
FSLR
$22.1B
| $748K | ﹤0.01% |
15,435
+8,014
| +108% | +$427K |
|
2322
Viavi Solutions
VIAV
$8.65B
| $748K | ﹤0.01% |
+112,810
| New | +$751K |
|
|
CBI
2323
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $748K | ﹤0.01% |
21,600
+11,200
| +108% | +$413K |
|
2324
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $747K | ﹤0.01% |
22,285
-23,834
| -52% | -$805K |
|
2325
Assurant
AIZ
$14B
| $746K | ﹤0.01% |
+8,644
| New | +$726K |
|
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.