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 | |
|---|---|---|---|---|---|---|
1626
CALL
Trip.com Group
TCOM
$29B
| $1.4M | 0.01% |
33,900
+21,500
| +173% | +$938K |
|
1627
CALL
Vipshop
VIPS
$7.26B
| $1.4M | 0.01% |
125,000
-555,200
| -82% | -$6.8M |
|
1628
PUT
Best Buy
BBY
$19B
| $1.4M | 0.01% |
45,600
-11,500
| -20% | -$362K |
|
1629
Paychex
PAYX
$43.4B
| $1.4M | 0.01% |
+23,444
| New | +$1.26M |
|
|
ATVI
1630
DELISTED
Activision Blizzard
ATVI
| $1.39M | 0.01% |
35,187
+12,871
| +58% | +$473K |
|
1631
iShares Core S&P 500 ETF
IVV
$858B
| $1.39M | 0.01% |
6,612
-80
| -1% | -$16.7K |
|
1632
PUT
Dollar General
DG
$28.4B
| $1.39M | 0.01% |
14,800
-16,300
| -52% | -$1.41M |
|
1633
PUT
Vanguard Large-Cap ETF
VV
$51.2B
| $1.39M | 0.01% |
14,500
-4,200
| -22% | -$399K |
|
1634
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.9M
| $1.39M | 0.01% |
25,351
+787
| +3% | +$40.5K |
|
1635
ProShares Ultra Yen
YCL
$31.7M
| $1.39M | 0.01% |
19,059
+10,479
| +122% | +$704K |
|
|
GGP
1636
DELISTED
GGP Inc.
GGP
| $1.39M | 0.01% |
46,472
+3,319
| +8% | +$93.7K |
|
1637
CALL
CSX Corp
CSX
$94B
| $1.39M | 0.01% |
159,300
-87,300
| -35% | -$760K |
|
1638
PUT
Teleflex
TFX
$5.96B
| $1.38M | 0.01% |
+7,800
| New | +$1.27M |
|
1639
PUT
ProShares Ultra MidCap400
MVV
$150M
| $1.38M | 0.01% |
54,000
+36,000
| +200% | +$889K |
|
1640
Lumen
LUMN
$6.43B
| $1.38M | 0.01% |
47,558
-9,254
| -16% | -$270K |
|
1641
CALL
Southwest Airlines
LUV
$21.7B
| $1.38M | 0.01% |
35,200
+14,900
| +73% | +$638K |
|
1642
CALL
iShares Russell 1000 ETF
IWB
$47.1B
| $1.38M | 0.01% |
11,800
-4,500
| -28% | -$519K |
|
1643
PUT
Prudential Financial
PRU
$42.6B
| $1.38M | 0.01% |
19,300
+3,900
| +25% | +$294K |
|
1644
WBI BullBear Quality 3000 ETF
WBIL
$30M
| $1.38M | 0.01% |
63,175
+10,556
| +20% | +$228K |
|
1645
EPR Properties
EPR
$4.89B
| $1.38M | 0.01% |
+17,051
| New | +$1.2M |
|
1646
State Street SPDR NYSE Technology ETF
XNTK
$1.94B
| $1.37M | 0.01% |
26,117
+3,256
| +14% | +$171K |
|
1647
CALL
Cleveland-Cliffs
CLF
$6.49B
| $1.37M | 0.01% |
241,800
-270,900
| -53% | -$1.11M |
|
|
POT
1648
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.37M | 0.01% |
84,405
-9,656
| -10% | -$162K |
|
|
FLAT
1649
DELISTED
iPath US Treasury Flattener ETN
FLAT
| $1.37M | 0.01% |
21,520
+15,087
| +235% | +$950K |
|
|
EMHZ
1650
DELISTED
ISHARES INC MSCI EMERGING MARKETS HORIZON ETF (DE)
EMHZ
| $1.36M | 0.01% |
+70,763
| New | +$1.37M |
|
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.