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 | |
|---|---|---|---|---|---|---|
|
ACAS
301
DELISTED
American Capital Ltd
ACAS
| $11.1M | 0.05% |
699,516
+598,075
| +590% | +$9.45M |
|
302
Nike
NKE
$62.1B
| $10.9M | 0.05% |
198,301
+180,177
| +994% | +$10.3M |
|
303
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
| $10.9M | 0.05% |
+259,972
| New | +$10.7M |
|
304
WisdomTree India Earnings Fund ETF
EPI
$2.02B
| $10.9M | 0.05% |
541,991
+389,702
| +256% | +$7.63M |
|
305
United States Oil Fund
USO
$2.12B
| $10.9M | 0.05% |
117,973
-253,178
| -68% | -$22.7M |
|
306
PUT
ProShares UltraShort Energy
DUG
$21.1M
| $10.9M | 0.05% |
11,380
-4,355
| -28% | -$4.63M |
|
307
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$661M
| $10.9M | 0.05% |
208,257
+23,895
| +13% | +$1.3M |
|
308
CALL
PayPal
PYPL
$49.5B
| $10.9M | 0.05% |
297,600
-54,700
| -16% | -$2.09M |
|
309
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$769M
| $10.8M | 0.05% |
441,570
+236,622
| +115% | +$5.89M |
|
310
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $10.8M | 0.05% |
231,793
+158,155
| +215% | +$7.39M |
|
311
PUT
Walt Disney
DIS
$168B
| $10.8M | 0.05% |
110,700
+69,500
| +169% | +$6.95M |
|
312
PUT
Bausch Health
BHC
$1.68B
| $10.8M | 0.05% |
535,700
-777,200
| -59% | -$22M |
|
313
PUT
Caterpillar
CAT
$396B
| $10.8M | 0.05% |
142,000
-360,700
| -72% | -$27M |
|
314
PUT
iShares Russell 2000 ETF
IWM
$80.1B
| $10.8M | 0.05% |
+93,600
| New | +$10.6M |
|
315
Chevron
CVX
$382B
| $10.7M | 0.05% |
102,507
+71,865
| +235% | +$7.23M |
|
316
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$421M
| $10.7M | 0.05% |
70,176
+9,784
| +16% | +$1.42M |
|
317
CALL
Bank of America
BAC
$438B
| $10.7M | 0.05% |
803,300
+133,200
| +20% | +$1.87M |
|
318
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $10.7M | 0.05% |
113,806
+103,879
| +1,046% | +$9.32M |
|
319
Vanguard Mid-Cap ETF
VO
$106B
| $10.6M | 0.05% |
+344,116
| New | +$10.5M |
|
|
WBA
320
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $10.6M | 0.05% |
126,900
+107,700
| +561% | +$8.69M |
|
321
PUT
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $10.5M | 0.05% |
353,000
+234,000
| +197% | +$6.86M |
|
322
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$40.1M
| $10.5M | 0.05% |
14,080
+7,690
| +120% | +$6.78M |
|
323
Vanguard Small-Cap ETF
VB
$79.7B
| $10.5M | 0.05% |
90,657
+22,095
| +32% | +$2.51M |
|
324
PUT
Diageo
DEO
$47.1B
| $10.5M | 0.05% |
+92,800
| New | +$10M |
|
325
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $10.4M | 0.05% |
122,271
+80,204
| +191% | +$6.82M |
|
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.