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 | |
|---|---|---|---|---|---|---|
|
BSCM
801
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
| $3.66M | 0.02% |
+169,951
| New | +$3.6M |
|
802
Ametek
AME
$55.7B
| $3.65M | 0.02% |
+78,981
| New | +$3.8M |
|
803
Emerson Electric
EMR
$83.6B
| $3.63M | 0.02% |
69,494
+56,451
| +433% | +$3M |
|
804
General Mills
GIS
$19.5B
| $3.62M | 0.02% |
50,818
-12,405
| -20% | -$790K |
|
805
Mastercard
MA
$487B
| $3.62M | 0.02% |
41,131
+22,474
| +120% | +$2.15M |
|
806
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.33B
| $3.62M | 0.02% |
114,898
-18,566
| -14% | -$565K |
|
|
SCG
807
DELISTED
Scana
SCG
| $3.62M | 0.02% |
47,823
+13,444
| +39% | +$942K |
|
808
CALL
Direxion Daily Real Estate Bear 3X ETF
DRV
$25.2M
| $3.62M | 0.02% |
5,988
+2,034
| +51% | +$1.51M |
|
|
GG
809
DELISTED
Goldcorp Inc
GG
| $3.62M | 0.02% |
188,954
+140,709
| +292% | +$2.49M |
|
810
Vident US Bond Strategy ETF
VBND
$525M
| $3.61M | 0.02% |
70,490
+51,203
| +265% | +$2.59M |
|
811
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$177M
| $3.61M | 0.02% |
86,200
-65,400
| -43% | -$3.28M |
|
|
EMSH
812
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
| $3.61M | 0.02% |
46,578
+43,952
| +1,674% | +$3.42M |
|
813
CALL
iShares MSCI Europe Financials ETF
EUFN
$4.07B
| $3.61M | 0.02% |
230,000
+183,300
| +393% | +$3.29M |
|
|
N
814
CALL
DELISTED
Netsuite Inc
N
| $3.6M | 0.02% |
+49,500
| New | +$3.79M |
|
815
Hain Celestial
HAIN
$46M
| $3.6M | 0.02% |
+72,391
| New | +$3.35M |
|
|
TWTR
816
DELISTED
Twitter, Inc.
TWTR
| $3.59M | 0.02% |
212,298
+15,576
| +8% | +$243K |
|
817
Frontline
FRO
$8.59B
| $3.58M | 0.02% |
467,176
+455,500
| +3,901% | +$3.74M |
|
|
QHY
818
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$238M
| $3.58M | 0.02% |
+71,326
| New | +$3.58M |
|
819
CALL
Vanguard FTSE Europe ETF
VGK
$30.1B
| $3.57M | 0.02% |
76,600
+69,400
| +964% | +$3.37M |
|
820
CALL
iShares Select Dividend ETF
DVY
$23.8B
| $3.56M | 0.02% |
41,800
-35,600
| -46% | -$2.93M |
|
821
CALL
Intuit
INTU
$83.1B
| $3.56M | 0.02% |
31,900
+29,900
| +1,495% | +$3.13M |
|
822
CALL
iShares S&P 500 Growth ETF
IVW
$72.2B
| $3.56M | 0.02% |
+122,000
| New | +$3.54M |
|
823
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $3.52M | 0.02% |
38,466
+30,741
| +398% | +$2.81M |
|
824
CALL
Accenture
ACN
$94.3B
| $3.51M | 0.02% |
31,000
+10,800
| +53% | +$1.25M |
|
825
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$335M
| $3.51M | 0.02% |
79,291
+49,308
| +164% | +$2.13M |
|
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.