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 | |
|---|---|---|---|---|---|---|
2251
Abbott
ABT
$183B
| $797K | ﹤0.01% |
+20,277
| New | +$807K |
|
|
GENZ
2252
VanEck Digital Native Economy ETF
GENZ
$17.3M
| $797K | ﹤0.01% |
25,379
-6,497
| -20% | -$214K |
|
2253
Invesco Large Cap Growth ETF
PWB
$2.27B
| $797K | ﹤0.01% |
25,532
+15,614
| +157% | +$484K |
|
|
GRES
2254
DELISTED
IQ ARB Global Resources
GRES
| $797K | ﹤0.01% |
31,113
-46,035
| -60% | -$1.12M |
|
2255
Invesco International BuyBack Achievers ETF
IPKW
$555M
| $794K | ﹤0.01% |
+30,509
| New | +$835K |
|
2256
PUT
Newmont
NEM
$101B
| $794K | ﹤0.01% |
20,300
-259,000
| -93% | -$8.57M |
|
2257
Veeva Systems
VEEV
$32.7B
| $794K | ﹤0.01% |
23,285
+15,104
| +185% | +$449K |
|
|
FDC
2258
DELISTED
First Data Corporation
FDC
| $794K | ﹤0.01% |
+71,767
| New | +$862K |
|
|
DOG
2259
ProShares Short Dow30
DOG
$110M
| $793K | ﹤0.01% |
9,283
+6,891
| +288% | +$598K |
|
2260
Fidelity Total Bond ETF
FBND
$27B
| $793K | ﹤0.01% |
15,773
-38,303
| -71% | -$1.9M |
|
2261
Kinder Morgan
KMI
$70.5B
| $791K | ﹤0.01% |
42,247
+17,717
| +72% | +$316K |
|
|
FL
2262
PUT
DELISTED
Foot Locker
FL
| $790K | ﹤0.01% |
14,400
+9,600
| +200% | +$557K |
|
2263
Manhattan Associates
MANH
$11.1B
| $790K | ﹤0.01% |
+12,315
| New | +$768K |
|
2264
Mondelez International
MDLZ
$80.5B
| $790K | ﹤0.01% |
17,352
-67,265
| -79% | -$2.93M |
|
2265
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
| $789K | ﹤0.01% |
13,171
-108,283
| -89% | -$6.49M |
|
2266
Gildan
GIL
$9.72B
| $789K | ﹤0.01% |
26,888
+13,625
| +103% | +$406K |
|
2267
CALL
Texas Instruments
TXN
$255B
| $789K | ﹤0.01% |
12,600
-9,000
| -42% | -$535K |
|
|
JGBS
2268
DELISTED
DB INVERSE JAPANESE GOVT BD FUT EXCH NT 11/30/2021
JGBS
| $789K | ﹤0.01% |
46,499
+12,255
| +36% | +$208K |
|
2269
iShares Currency Hedged MSCI EAFE Small-Cap ETF
HSCZ
$240M
| $787K | ﹤0.01% |
34,423
+11,849
| +52% | +$279K |
|
2270
Illumina
ILMN
$31B
| $784K | ﹤0.01% |
5,738
+4,196
| +272% | +$596K |
|
2271
Nu Skin
NUS
$254M
| $784K | ﹤0.01% |
16,976
-22,956
| -57% | -$925K |
|
2272
AGF US Market Neutral Anti-Beta Fund
BTAL
$305M
| $783K | ﹤0.01% |
+33,662
| New | +$739K |
|
2273
PUT
Merck
MRK
$321B
| $783K | ﹤0.01% |
14,253
-75,875
| -84% | -$4.04M |
|
|
GAF
2274
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
| $782K | ﹤0.01% |
13,943
+438
| +3% | +$24.1K |
|
2275
iShares MSCI Mexico ETF
EWW
$1.93B
| $781K | ﹤0.01% |
+15,509
| New | +$790K |
|
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.