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 | |
|---|---|---|---|---|---|---|
526
PUT
Micron Technology
MU
$1.02T
| $6.32M | 0.03% |
459,300
+314,100
| +216% | +$3.57M |
|
527
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.26B
| $6.31M | 0.03% |
95,040
-401,974
| -81% | -$26.9M |
|
528
PUT
Pfizer
PFE
$141B
| $6.3M | 0.03% |
188,561
+29,407
| +18% | +$939K |
|
529
State Street SPDR S&P International Small Cap ETF
GWX
$863M
| $6.24M | 0.03% |
+214,797
| New | +$6.29M |
|
530
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $6.23M | 0.03% |
+308,400
| New | +$6.04M |
|
531
Plains All American Pipeline
PAA
$17.1B
| $6.22M | 0.03% |
226,464
+152,650
| +207% | +$3.69M |
|
532
CALL
McDonald's
MCD
$192B
| $6.21M | 0.03% |
51,600
-40,200
| -44% | -$5.03M |
|
533
Tesla
TSLA
$1.22T
| $6.21M | 0.03% |
438,720
-841,935
| -66% | -$12.8M |
|
534
iShares Latin America 40 ETF
ILF
$3.79B
| $6.2M | 0.03% |
235,991
+227,665
| +2,734% | +$5.74M |
|
535
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
| $6.18M | 0.03% |
121,209
+73,324
| +153% | +$4.12M |
|
536
PUT
JPMorgan Chase
JPM
$947B
| $6.18M | 0.03% |
99,400
-139,300
| -58% | -$8.7M |
|
537
NetEase
NTES
$79.2B
| $6.17M | 0.03% |
159,665
+130,950
| +456% | +$4.07M |
|
538
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$348M
| $6.16M | 0.03% |
884
+83
| +10% | +$616K |
|
539
Macy's
M
$6.57B
| $6.14M | 0.03% |
182,740
+151,154
| +479% | +$5.41M |
|
|
SCHV
540
Schwab US Large-Cap Value ETF
SCHV
$15.8B
| $6.14M | 0.03% |
+411,009
| New | +$6.02M |
|
541
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.64B
| $6.11M | 0.03% |
97,594
+65,627
| +205% | +$3.97M |
|
542
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
SPYX
$2.72B
| $6.1M | 0.03% |
369,525
+339,339
| +1,124% | +$5.63M |
|
543
First Trust Value Line Dividend Fund
FVD
$8.32B
| $6.09M | 0.03% |
225,963
+213,004
| +1,644% | +$5.55M |
|
544
NovaGold Resources
NG
$2.62B
| $6.08M | 0.03% |
993,267
+963,645
| +3,253% | +$5.75M |
|
|
VIAB
545
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $6.03M | 0.03% |
+145,300
| New | +$6.01M |
|
|
IBDB
546
DELISTED
iShares iBonds Mar 2018 Term Corporate ETF
IBDB
| $6.03M | 0.03% |
234,064
+81,112
| +53% | +$2.09M |
|
547
PUT
ProShares Ultra Energy
DIG
$79.6M
| $5.99M | 0.03% |
128,160
-51,360
| -29% | -$2.24M |
|
548
CALL
iShares Semiconductor ETF
SOXX
$42.7B
| $5.97M | 0.03% |
+191,400
| New | +$5.83M |
|
549
iShares MSCI USA Momentum Factor ETF
MTUM
$25.2B
| $5.96M | 0.03% |
78,028
-69,135
| -47% | -$5.11M |
|
550
iShares Global Consumer Staples ETF
KXI
$1.06B
| $5.94M | 0.03% |
118,698
+85,960
| +263% | +$4.2M |
|
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.