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 | |
|---|---|---|---|---|---|---|
1051
iShares Core S&P US Value ETF
IUSV
$27.5B
| $2.55M | 0.01% |
56,889
-167,223
| -75% | -$7.33M |
|
1052
CALL
Occidental Petroleum
OXY
$53.6B
| $2.55M | 0.01% |
33,700
+22,200
| +193% | +$1.66M |
|
1053
Clorox
CLX
$12.1B
| $2.54M | 0.01% |
18,377
+14,617
| +389% | +$1.9M |
|
1054
PUT
PepsiCo
PEP
$195B
| $2.54M | 0.01% |
24,000
+9,100
| +61% | +$939K |
|
1055
PUT
ProShares UltraPro Dow 30
UDOW
$856M
| $2.54M | 0.01% |
292,000
+145,600
| +99% | +$1.24M |
|
1056
Teleflex
TFX
$5.94B
| $2.54M | 0.01% |
14,309
+12,084
| +543% | +$1.97M |
|
1057
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
| $2.54M | 0.01% |
56,181
+21,669
| +63% | +$1M |
|
1058
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $2.54M | 0.01% |
23,436
+10,868
| +86% | +$1.2M |
|
|
LBJ
1059
DELISTED
Direxion Daily Latin America Bull 2X Shares
LBJ
| $2.53M | 0.01% |
6,755
+5,825
| +626% | +$2M |
|
|
1060
CALL
PepsiCo
PEP
$195B
| $2.53M | 0.01% |
23,900
-27,000
| -53% | -$2.79M |
|
1061
Mettler-Toledo International
MTD
$28.1B
| $2.53M | 0.01% |
+6,933
| New | +$2.53M |
|
1062
Southern Copper
SCCO
$140B
| $2.52M | 0.01% |
+100,806
| New | +$2.55M |
|
1063
CALL
F5
FFIV
$22.8B
| $2.52M | 0.01% |
22,100
+18,600
| +531% | +$2M |
|
1064
ALPS Dynamic Core Income ETF
RFCI
$15.5M
| $2.51M | 0.01% |
+99,859
| New | +$2.5M |
|
1065
AdvisorShares Ranger Equity Bear ETF
HDGE
$59.2M
| $2.51M | 0.01% |
+23,667
| New | +$2.5M |
|
1066
PUT
NXP Semiconductors
NXPI
$65.4B
| $2.51M | 0.01% |
32,000
+16,700
| +109% | +$1.43M |
|
1067
Bath & Body Works
BBWI
$4.13B
| $2.51M | 0.01% |
46,181
+27,192
| +143% | +$1.59M |
|
1068
American Express
AXP
$227B
| $2.5M | 0.01% |
41,226
+11,398
| +38% | +$722K |
|
1069
PUT
Walmart Inc
WMT
$900B
| $2.5M | 0.01% |
102,600
-44,100
| -30% | -$1.02M |
|
1070
CALL
NetEase
NTES
$81.5B
| $2.49M | 0.01% |
64,500
+8,000
| +14% | +$249K |
|
1071
Equinor
EQNR
$90.9B
| $2.49M | 0.01% |
143,772
-118,281
| -45% | -$1.94M |
|
1072
Ultrapar
UGP
$6.74B
| $2.49M | 0.01% |
226,166
-139,614
| -38% | -$1.41M |
|
1073
PUT
3M
MMM
$94.1B
| $2.49M | 0.01% |
16,983
-57,767
| -77% | -$8.15M |
|
1074
Credicorp
BAP
$30.9B
| $2.48M | 0.01% |
16,092
+4,879
| +44% | +$699K |
|
1075
ProShares Large Cap Core Plus
CSM
$513M
| $2.48M | 0.01% |
97,064
+12,728
| +15% | +$322K |
|
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.