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 | |
|---|---|---|---|---|---|---|
1376
PUT
Travelers Companies
TRV
$81.1B
| $1.8M | 0.01% |
15,100
+12,800
| +557% | +$1.45M |
|
1377
O'Reilly Automotive
ORLY
$75.1B
| $1.8M | 0.01% |
99,420
-6,000
| -6% | -$106K |
|
|
IPU
1378
DELISTED
SPDR S&P International Utilities Sector
IPU
| $1.8M | 0.01% |
108,725
+83,862
| +337% | +$1.37M |
|
1379
PUT
CarMax
KMX
$8.39B
| $1.79M | 0.01% |
36,600
+27,200
| +289% | +$1.4M |
|
1380
ProShares Ultra Silver
AGQ
$1.13B
| $1.79M | 0.01% |
37,554
+19,504
| +108% | +$755K |
|
1381
First Trust Technology AlphaDEX Fund
FXL
$2.4B
| $1.79M | 0.01% |
54,272
+12,959
| +31% | +$421K |
|
|
POWR
1382
iShares U.S. Power Infrastructure ETF
POWR
$427M
| $1.79M | 0.01% |
+94,178
| New | +$1.74M |
|
|
BHI
1383
CALL
DELISTED
Baker Hughes
BHI
| $1.79M | 0.01% |
39,600
+30,400
| +330% | +$1.38M |
|
|
THHY
1384
DELISTED
VanEck Vectors Treasury-Hedged High Yield Bond ETF
THHY
| $1.79M | 0.01% |
81,768
+8,829
| +12% | +$195K |
|
1385
PUT
ProShares UltraShort Dow 30
DXD
$43.6M
| $1.78M | 0.01% |
4,980
+1,075
| +28% | +$398K |
|
1386
iShares Core Moderate Allocation ETF
AOM
$1.74B
| $1.78M | 0.01% |
50,487
+43,513
| +624% | +$1.52M |
|
1387
Petrobras Class A
PBR.A
$106B
| $1.78M | 0.01% |
306,656
-138,979
| -31% | -$718K |
|
|
MDD
1388
DELISTED
SPDR S&P INTERNATIONAL MID CAP ETF
MDD
| $1.78M | 0.01% |
62,478
+14,161
| +29% | +$416K |
|
1389
Cintas
CTAS
$86.6B
| $1.77M | 0.01% |
+72,300
| New | +$1.66M |
|
|
EWGS
1390
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
| $1.77M | 0.01% |
44,142
+26,121
| +145% | +$1.09M |
|
|
DXKW
1391
DELISTED
WisdomTree Korea Hedged Equity Fund
DXKW
| $1.77M | 0.01% |
87,319
+46,348
| +113% | +$954K |
|
1392
Honeywell
HON
$76.4B
| $1.77M | 0.01% |
16,952
-4,825
| -22% | -$496K |
|
1393
PUT
VF Corp
VFC
$5.92B
| $1.77M | 0.01% |
30,586
+21,665
| +243% | +$1.28M |
|
1394
CALL
Deere & Co
DE
$165B
| $1.77M | 0.01% |
21,800
-63,200
| -74% | -$5.18M |
|
|
IPF
1395
DELISTED
SPDR S&P International Financial Sector
IPF
| $1.77M | 0.01% |
106,535
+61,649
| +137% | +$1.1M |
|
1396
iShares MSCI Spain ETF
EWP
$2.04B
| $1.77M | 0.01% |
70,698
-158,586
| -69% | -$4.32M |
|
1397
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.36B
| $1.77M | 0.01% |
38,368
-22,237
| -37% | -$1.01M |
|
|
EXK
1398
Endeavour Silver
EXK
$2.24B
| $1.76M | 0.01% |
446,793
+404,745
| +963% | +$1.41M |
|
1399
CALL
State Street
STT
$48.4B
| $1.76M | 0.01% |
32,700
+28,100
| +611% | +$1.68M |
|
1400
Expedia Group
EXPE
$36.5B
| $1.76M | 0.01% |
16,565
-1,000
| -6% | -$109K |
|
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.