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 | |
|---|---|---|---|---|---|---|
351
CALL
Broadcom
AVGO
$1.82T
| $9.76M | 0.05% |
628,000
+389,000
| +163% | +$5.92M |
|
|
VMW
352
DELISTED
VMware, Inc
VMW
| $9.73M | 0.05% |
170,098
+162,914
| +2,268% | +$9.39M |
|
353
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $9.67M | 0.05% |
172,600
-441,800
| -72% | -$24.6M |
|
354
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
| $9.65M | 0.05% |
178,529
+3,080
| +2% | +$166K |
|
355
Verizon
VZ
$198B
| $9.61M | 0.05% |
172,126
+51,131
| +42% | +$2.65M |
|
356
Invesco BuyBack Achievers ETF
PKW
$1.71B
| $9.59M | 0.05% |
212,099
+163,374
| +335% | +$7.43M |
|
357
JPMorgan Chase
JPM
$947B
| $9.48M | 0.05% |
152,601
+72,458
| +90% | +$4.53M |
|
358
CALL
Biogen
BIIB
$29.5B
| $9.46M | 0.05% |
39,100
+1,300
| +3% | +$343K |
|
359
ProShares UltraShort Bloomberg Crude Oil
SCO
$693M
| $9.43M | 0.05% |
2,888
+1,067
| +59% | +$4.03M |
|
|
BSCH
360
DELISTED
Guggenheim BulletShares 2017 Corporate Bond ETF
BSCH
| $9.43M | 0.05% |
414,079
+400,427
| +2,933% | +$9.1M |
|
361
CALL
Chevron
CVX
$378B
| $9.4M | 0.05% |
89,700
-89,600
| -50% | -$9.01M |
|
362
CALL
Delta Air Lines
DAL
$57B
| $9.37M | 0.05% |
257,200
+166,600
| +184% | +$7.08M |
|
363
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $9.37M | 0.05% |
68,300
+24,700
| +57% | +$3.33M |
|
364
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$66.6M
| $9.33M | 0.05% |
128
+1
| +0.8% | +$80.6K |
|
365
CALL
Caterpillar
CAT
$402B
| $9.33M | 0.05% |
123,100
+34,600
| +39% | +$2.59M |
|
366
Vanguard Growth ETF
VUG
$216B
| $9.31M | 0.05% |
520,896
+354,648
| +213% | +$6.32M |
|
367
Intercontinental Exchange
ICE
$84.1B
| $9.24M | 0.05% |
180,565
+167,165
| +1,248% | +$8.44M |
|
368
DB Gold Double Long ETN due February 15, 2038
DGP
$221M
| $9.24M | 0.05% |
323,984
-55,023
| -15% | -$1.45M |
|
369
PUT
AutoZone
AZO
$50.2B
| $9.13M | 0.05% |
11,500
+7,100
| +161% | +$5.47M |
|
|
370
PUT
iShare MSCI Eurozone ETF
EZU
$9.45B
| $9.11M | 0.05% |
+282,400
| New | +$9.67M |
|
371
CALL
ProShares UltraPro Short S&P 500
SPXU
$419M
| $9.09M | 0.05% |
866
-1,075
| -55% | -$12M |
|
|
SNLN
372
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
| $9.04M | 0.04% |
+491,854
| New | +$9.06M |
|
|
MMP
373
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $8.97M | 0.04% |
118,000
+106,800
| +954% | +$7.58M |
|
374
CALL
ProShares UltraShort Russell2000
TWM
$43.7M
| $8.95M | 0.04% |
12,850
-8,760
| -41% | -$6.47M |
|
375
iShares US Consumer Discretionary ETF
IYC
$1.14B
| $8.93M | 0.04% |
249,096
+159,136
| +177% | +$5.74M |
|
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.