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 | |
|---|---|---|---|---|---|---|
2126
American Tower
AMT
$83.5B
| $884K | ﹤0.01% |
7,780
+2,140
| +38% | +$228K |
|
2127
Precigen
PGEN
$1.94B
| $884K | ﹤0.01% |
36,263
+28,635
| +375% | +$812K |
|
2128
KB Home
KBH
$3.5B
| $883K | ﹤0.01% |
58,072
-31,890
| -35% | -$445K |
|
2129
PUT
Sony
SONY
$137B
| $883K | ﹤0.01% |
+150,500
| New | +$807K |
|
2130
PUT
Becton Dickinson
BDX
$46.4B
| $882K | ﹤0.01% |
5,330
+2,050
| +63% | +$328K |
|
2131
ARK Autonomous Technology & Robotics ETF
ARKQ
$1.81B
| $881K | ﹤0.01% |
+45,876
| New | +$874K |
|
2132
Invesco KBW High Dividend Yield Financial ETF
KBWD
$413M
| $881K | ﹤0.01% |
42,296
-36,488
| -46% | -$759K |
|
2133
PUT
ProShares Ultra 20+ Year Treasury
UBT
$57.5M
| $881K | ﹤0.01% |
18,000
-2,000
| -10% | -$88.7K |
|
|
PAK
2134
DELISTED
Global X MSCI Pakistan ETF
PAK
| $878K | ﹤0.01% |
14,441
+6,796
| +89% | +$388K |
|
|
TONS
2135
DELISTED
WISDOMTREE COAL FD SHS BEN INT
TONS
| $877K | ﹤0.01% |
21,474
+4,066
| +23% | +$141K |
|
2136
Barclays
BCS
$87.8B
| $873K | ﹤0.01% |
122,529
-1,941,688
| -94% | -$17.5M |
|
|
KW
2137
DELISTED
Kennedy-Wilson Holdings
KW
| $872K | ﹤0.01% |
+45,973
| New | +$952K |
|
2138
abrdn Physical Palladium Shares ETF
PALL
$609M
| $871K | ﹤0.01% |
+75,605
| New | +$827K |
|
2139
PUT
Range Resources
RRC
$9.33B
| $871K | ﹤0.01% |
20,200
+13,100
| +185% | +$536K |
|
2140
MSCI
MSCI
$42.4B
| $868K | ﹤0.01% |
+11,250
| New | +$851K |
|
2141
AerCap
AER
$23.4B
| $867K | ﹤0.01% |
25,817
-2,966
| -10% | -$114K |
|
2142
PUT
Elevance Health
ELV
$81.5B
| $867K | ﹤0.01% |
6,600
+4,400
| +200% | +$602K |
|
|
MRSH
2143
Marsh
MRSH
$94.3B
| $867K | ﹤0.01% |
12,661
+262
| +2% | +$16.8K |
|
2144
Murphy Oil
MUR
$5.55B
| $867K | ﹤0.01% |
27,305
-5,636
| -17% | -$170K |
|
2145
Rockwell Automation
ROK
$51.1B
| $865K | ﹤0.01% |
7,530
-3,566
| -32% | -$409K |
|
2146
CALL
Signet Jewelers
SIG
$3.84B
| $865K | ﹤0.01% |
10,500
-25,100
| -71% | -$2.55M |
|
|
GCE
2147
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
| $865K | ﹤0.01% |
56,043
+12,094
| +28% | +$180K |
|
|
IBME
2148
DELISTED
ISHARES IBONDS SEP 2016 TERM MUNI BOND ETF
IBME
| $864K | ﹤0.01% |
32,636
-86,588
| -73% | -$2.29M |
|
|
XLPS
2149
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
| $863K | ﹤0.01% |
13,180
+643
| +5% | +$42.1K |
|
2150
PLDT
PHI
$4.31B
| $861K | ﹤0.01% |
19,321
+8,924
| +86% | +$356K |
|
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.