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 | |
|---|---|---|---|---|---|---|
151
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $24.6M | 0.12% |
698,235
+5,180
| +0.7% | +$177K |
|
152
PUT
ProShares Ultra S&P500
SSO
$7.71B
| $24.5M | 0.12% |
2,962,400
+2,310,400
| +354% | +$18.7M |
|
|
YHOO
153
PUT
DELISTED
Yahoo Inc
YHOO
| $24.3M | 0.12% |
646,800
+372,400
| +136% | +$13.7M |
|
154
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.58B
| $24.2M | 0.12% |
173,558
+126,195
| +266% | +$17.3M |
|
|
SHPG
155
CALL
DELISTED
Shire pic
SHPG
| $24.1M | 0.12% |
130,900
+119,100
| +1,009% | +$21.5M |
|
156
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$875M
| $23.6M | 0.12% |
46,825
+41,992
| +869% | +$15.4M |
|
157
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$69.1M
| $23.6M | 0.12% |
+881,759
| New | +$23.1M |
|
158
PUT
Chevron
CVX
$388B
| $23.5M | 0.12% |
224,200
-510,600
| -69% | -$51.4M |
|
159
CALL
American International
AIG
$41.9B
| $23.5M | 0.12% |
444,000
+337,900
| +318% | +$18.7M |
|
|
160
CALL
ProShares Ultra S&P500
SSO
$7.71B
| $23.4M | 0.12% |
2,827,200
+1,985,600
| +236% | +$16.1M |
|
161
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $23.4M | 0.12% |
424,100
-946,500
| -69% | -$50.3M |
|
162
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $22.9M | 0.11% |
+1,169,152
| New | +$22.9M |
|
163
PUT
TechnipFMC
FTI
$30.6B
| $22.7M | 0.11% |
+1,142,400
| New | +$23.6M |
|
164
CALL
State Street SPDR S&P Retail ETF
XRT
$365M
| $22.6M | 0.11% |
539,200
+300,400
| +126% | +$12.9M |
|
|
LNKD
165
CALL
DELISTED
LinkedIn Corporation
LNKD
| $22.6M | 0.11% |
119,200
-80,200
| -40% | -$11.1M |
|
166
CALL
Nike
NKE
$61.9B
| $22.5M | 0.11% |
407,700
+92,100
| +29% | +$5.25M |
|
167
PUT
Biogen
BIIB
$29.9B
| $22.5M | 0.11% |
93,000
+64,200
| +223% | +$16.9M |
|
168
PUT
IBM
IBM
$202B
| $22.4M | 0.11% |
154,180
-62,447
| -29% | -$8.94M |
|
169
CALL
ExxonMobil
XOM
$651B
| $22.3M | 0.11% |
238,300
-49,000
| -17% | -$4.33M |
|
170
iShares MSCI Taiwan ETF
EWT
$10B
| $22.1M | 0.11% |
787,070
-316,196
| -29% | -$8.43M |
|
171
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
| $21.9M | 0.11% |
412,260
+11,420
| +3% | +$603K |
|
172
Baidu
BIDU
$35.8B
| $21.7M | 0.11% |
131,630
+43,295
| +49% | +$7.6M |
|
|
AGN
173
CALL
DELISTED
Allergan plc
AGN
| $21.6M | 0.11% |
93,300
+58,500
| +168% | +$13.5M |
|
174
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$76.9M
| $21.5M | 0.11% |
+165,100
| New | +$23.2M |
|
175
PUT
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.4M
| $21.5M | 0.11% |
826,800
+213,600
| +35% | +$4.67M |
|
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.