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 | |
|---|---|---|---|---|---|---|
|
CYBR
2476
PUT
DELISTED
CyberArk
CYBR
| $651K | ﹤0.01% |
+13,400
| New | +$579K |
|
2477
PUT
Ally Financial
ALLY
$13.2B
| $649K | ﹤0.01% |
+38,000
| New | +$656K |
|
2478
Invesco MSCI Sustainable Future ETF
ERTH
$134M
| $649K | ﹤0.01% |
21,885
-17,662
| -45% | -$533K |
|
2479
PUT
Targa Resources
TRGP
$57.6B
| $649K | ﹤0.01% |
15,400
-8,200
| -35% | -$321K |
|
|
CTXS
2480
CALL
DELISTED
Citrix Systems Inc
CTXS
| $649K | ﹤0.01% |
10,172
-29,762
| -75% | -$1.96M |
|
2481
PUT
Encompass Health
EHC
$11B
| $648K | ﹤0.01% |
+20,992
| New | +$657K |
|
2482
General Dynamics
GD
$103B
| $648K | ﹤0.01% |
4,656
+2,339
| +101% | +$326K |
|
2483
Jazz Pharmaceuticals
JAZZ
$16.2B
| $648K | ﹤0.01% |
4,588
-2,432
| -35% | -$359K |
|
|
CMD
2484
DELISTED
PROSHARES TR II ULTRASHORT BLOOMBERG COMMODITY
CMD
| $647K | ﹤0.01% |
18,129
+2,661
| +17% | +$106K |
|
2485
AES
AES
$10.6B
| $646K | ﹤0.01% |
+51,789
| New | +$584K |
|
2486
PUT
Charter Communications
CHTR
$16.9B
| $646K | ﹤0.01% |
+2,824
| New | +$607K |
|
2487
PUT
eBay
EBAY
$50.4B
| $646K | ﹤0.01% |
27,600
-71,900
| -72% | -$1.73M |
|
|
DATA
2488
PUT
DELISTED
Tableau Software, Inc.
DATA
| $646K | ﹤0.01% |
13,200
-16,300
| -55% | -$817K |
|
2489
MPLX
MPLX
$58.5B
| $645K | ﹤0.01% |
19,178
-44,634
| -70% | -$1.42M |
|
2490
CALL
First Trust Natural Gas ETF
FCG
$635M
| $643K | ﹤0.01% |
26,400
-4,660
| -15% | -$110K |
|
2491
TransDigm Group
TDG
$69.9B
| $643K | ﹤0.01% |
2,437
-7,793
| -76% | -$1.9M |
|
|
HAKK
2492
DELISTED
Direxion Daily Cyber Security & IT Bull 2X Shares
HAKK
| $643K | ﹤0.01% |
25,712
+8,165
| +47% | +$228K |
|
2493
Macerich
MAC
$7.22B
| $641K | ﹤0.01% |
7,501
-1,611
| -18% | -$126K |
|
2494
PUT
Ross Stores
ROST
$81B
| $641K | ﹤0.01% |
11,300
-13,900
| -55% | -$772K |
|
2495
Eli Lilly
LLY
$1.03T
| $640K | ﹤0.01% |
8,129
-5,683
| -41% | -$428K |
|
2496
ProShares Ulta SmallCap600
SAA
$29.2M
| $640K | ﹤0.01% |
55,750
+33,710
| +153% | +$376K |
|
2497
Invesco S&P 500 Value with Momentum ETF
SPVM
$129M
| $640K | ﹤0.01% |
+21,731
| New | +$641K |
|
2498
AutoNation
AN
$7.18B
| $639K | ﹤0.01% |
+13,611
| New | +$653K |
|
|
VIAB
2499
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $639K | ﹤0.01% |
15,400
-85,900
| -85% | -$3.55M |
|
|
OKS
2500
DELISTED
Oneok Partners LP
OKS
| $639K | ﹤0.01% |
15,959
-80,609
| -83% | -$2.95M |
|
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.