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 | |
|---|---|---|---|---|---|---|
101
PUT
Home Depot
HD
$332B
| $35.9M | 0.18% |
281,500
+195,000
| +225% | +$25.8M |
|
102
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.36B
| $35.6M | 0.18% |
1,399,500
+254,300
| +22% | +$6.69M |
|
103
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $35.6M | 0.18% |
835,200
+484,900
| +138% | +$17.5M |
|
104
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $35.5M | 0.18% |
1,139,581
+446,464
| +64% | +$14.8M |
|
|
105
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
| $35.4M | 0.18% |
330,767
+237,967
| +256% | +$24.9M |
|
106
CALL
Netflix
NFLX
$292B
| $35.2M | 0.17% |
3,843,000
-2,343,000
| -38% | -$22.5M |
|
107
PUT
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $35.1M | 0.17% |
255,900
+115,000
| +82% | +$15.5M |
|
108
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $34.7M | 0.17% |
249,075
-134,400
| -35% | -$18.5M |
|
|
MON
109
CALL
DELISTED
Monsanto Co
MON
| $33.8M | 0.17% |
327,100
+307,900
| +1,604% | +$30.5M |
|
110
Alphabet (Google) Class C
GOOG
$3.9T
| $33.4M | 0.17% |
965,820
+879,640
| +1,021% | +$31.6M |
|
|
KSU
111
CALL
DELISTED
Kansas City Southern
KSU
| $33M | 0.16% |
366,100
+360,000
| +5,902% | +$32.8M |
|
112
Amazon
AMZN
$2.5T
| $33M | 0.16% |
921,320
+664,840
| +259% | +$22.5M |
|
113
CALL
iShares Silver Trust
SLV
$28.1B
| $32.9M | 0.16% |
1,843,500
+1,739,100
| +1,666% | +$27.8M |
|
114
PUT
Nike
NKE
$61.9B
| $32.7M | 0.16% |
592,100
+474,800
| +405% | +$27M |
|
115
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $32.7M | 0.16% |
1,030,600
-639,700
| -38% | -$22.8M |
|
116
Vanguard Total International Stock ETF
VXUS
$153B
| $32.3M | 0.16% |
+726,072
| New | +$32.7M |
|
117
CALL
Alibaba
BABA
$269B
| $31M | 0.15% |
389,700
-856,600
| -69% | -$67M |
|
118
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $30.9M | 0.15% |
797,600
+146,200
| +22% | +$6.17M |
|
|
VXX
119
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $30.7M | 0.15% |
138,925
+29,781
| +27% | +$7.43M |
|
|
120
Alphabet (Google) Class A
GOOGL
$3.91T
| $30.5M | 0.15% |
866,840
+263,660
| +44% | +$9.68M |
|
|
121
iShares China Large-Cap ETF
FXI
$4.14B
| $29.4M | 0.15% |
858,022
-3,500,850
| -80% | -$116M |
|
122
CALL
iShares MSCI United Kingdom ETF
EWU
$4.04B
| $29.3M | 0.15% |
954,400
+791,050
| +484% | +$25.1M |
|
|
123
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $29.2M | 0.14% |
752,046
+315,056
| +72% | +$13.3M |
|
|
ZIV
124
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
| $29M | 0.14% |
748,890
+94,266
| +14% | +$3.73M |
|
125
Prudential
PUK
$36.5B
| $28.7M | 0.14% |
871,335
+257,811
| +42% | +$9.48M |
|
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.