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 | |
|---|---|---|---|---|---|---|
551
iShares Global Consumer Discretionary ETF
RXI
$249M
| $5.94M | 0.03% |
70,386
+35,283
| +101% | +$3.08M |
|
552
CALL
Medtronic
MDT
$108B
| $5.92M | 0.03% |
68,200
+5,000
| +8% | +$404K |
|
553
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $5.9M | 0.03% |
30,700
-21,500
| -41% | -$4.09M |
|
|
MBLY
554
CALL
DELISTED
Mobileye N.V.
MBLY
| $5.9M | 0.03% |
127,800
+97,400
| +320% | +$3.73M |
|
555
iShares Global Energy ETF
IXC
$2.71B
| $5.88M | 0.03% |
+182,077
| New | +$5.69M |
|
|
ESRX
556
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $5.88M | 0.03% |
77,600
+14,400
| +23% | +$1.06M |
|
557
DB Gold Short ETN due Feb 15 2038
DGZ
$1.86M
| $5.88M | 0.03% |
442,096
-129,016
| -23% | -$1.82M |
|
558
PUT
Acuity Brands
AYI
$10.1B
| $5.88M | 0.03% |
23,700
-3,700
| -14% | -$924K |
|
559
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $5.87M | 0.03% |
212,400
-17,100
| -7% | -$464K |
|
560
CALL
Universal Display
OLED
$3.81B
| $5.85M | 0.03% |
86,300
+81,200
| +1,592% | +$4.99M |
|
561
CALL
Sarepta Therapeutics
SRPT
$1.68B
| $5.82M | 0.03% |
305,100
+261,400
| +598% | +$4.84M |
|
|
DXGE
562
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $5.81M | 0.03% |
238,924
+199,392
| +504% | +$5.1M |
|
563
Walt Disney
DIS
$168B
| $5.77M | 0.03% |
58,949
-180,819
| -75% | -$18.1M |
|
|
CELG
564
DELISTED
Celgene Corp
CELG
| $5.74M | 0.03% |
58,250
-34,459
| -37% | -$3.56M |
|
|
OPPJ
565
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$279M
| $5.72M | 0.03% |
401,974
-124,348
| -24% | -$1.88M |
|
|
GRFS
566
Grifois
GRFS
$5.27B
| $5.72M | 0.03% |
343,094
-128,777
| -27% | -$2.03M |
|
567
CALL
Alerian MLP ETF
AMLP
$12.7B
| $5.72M | 0.03% |
+89,900
| New | +$5.42M |
|
568
CALL
ProShares UltraShort Energy
DUG
$21.4M
| $5.71M | 0.03% |
5,960
+515
| +9% | +$548K |
|
569
iShares MSCI Denmark ETF
EDEN
$201M
| $5.67M | 0.03% |
+102,465
| New | +$5.81M |
|
570
iShares New York Muni Bond ETF
NYF
$1.38B
| $5.66M | 0.03% |
98,164
+82,968
| +546% | +$4.72M |
|
571
Vanguard Small-Cap Growth ETF
VBK
$23.3B
| $5.65M | 0.03% |
45,600
+27,863
| +157% | +$3.38M |
|
572
CALL
iShares Core S&P 500 ETF
IVV
$869B
| $5.64M | 0.03% |
26,800
+19,500
| +267% | +$4.07M |
|
|
K
573
DELISTED
Kellanova
K
| $5.63M | 0.03% |
73,467
+49,315
| +204% | +$3.54M |
|
|
IBDC
574
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
| $5.62M | 0.03% |
+211,144
| New | +$5.57M |
|
575
Constellation Brands
STZ
$22.2B
| $5.57M | 0.03% |
33,679
+16,633
| +98% | +$2.6M |
|
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.