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 | |
|---|---|---|---|---|---|---|
401
CALL
Monster Beverage
MNST
$93.2B
| $8.32M | 0.04% |
+310,800
| New | +$7.5M |
|
402
Intel
INTC
$465B
| $8.31M | 0.04% |
253,429
+246,486
| +3,550% | +$7.72M |
|
403
CALL
Walt Disney
DIS
$168B
| $8.29M | 0.04% |
84,800
-102,300
| -55% | -$10.2M |
|
404
State Street Technology Select Sector SPDR ETF
XLK
$114B
| $8.29M | 0.04% |
382,192
+154,984
| +68% | +$3.36M |
|
405
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
| $8.29M | 0.04% |
269,190
+161,977
| +151% | +$4.97M |
|
406
PUT
Alerian MLP ETF
AMLP
$12.8B
| $8.28M | 0.04% |
130,140
+68,560
| +111% | +$4.13M |
|
407
CALL
ProShares UltraPro Dow 30
UDOW
$829M
| $8.27M | 0.04% |
951,200
+500,800
| +111% | +$4.25M |
|
408
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $8.24M | 0.04% |
147,168
-89,687
| -38% | -$5M |
|
409
Colgate-Palmolive
CL
$73.4B
| $8.18M | 0.04% |
111,739
+85,518
| +326% | +$6.09M |
|
410
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $8.16M | 0.04% |
87,200
+31,400
| +56% | +$2.82M |
|
411
PUT
Boeing
BA
$168B
| $8.05M | 0.04% |
62,000
-7,400
| -11% | -$965K |
|
412
CALL
United States Natural Gas Fund
UNG
$459M
| $8.05M | 0.04% |
+58,200
| New | +$6.65M |
|
413
CALL
Ulta Beauty
ULTA
$20.7B
| $8.04M | 0.04% |
33,000
+12,000
| +57% | +$2.61M |
|
|
IMVP
414
Invesco India ETF
IMVP
$123M
| $8.03M | 0.04% |
+410,892
| New | +$8.07M |
|
415
CALL
Jack in the Box
JACK
$300M
| $8.01M | 0.04% |
+93,200
| New | +$7.04M |
|
416
CALL
Amgen
AMGN
$203B
| $8M | 0.04% |
52,600
-27,400
| -34% | -$4.26M |
|
417
JD.com
JD
$41.6B
| $7.98M | 0.04% |
375,886
+144,591
| +63% | +$3.49M |
|
418
PUT
Direxion Daily FTSE China Bear 3X ETF
YANG
$91.8M
| $7.96M | 0.04% |
1,919
+112
| +6% | +$552K |
|
419
iShares MSCI Netherlands ETF
EWN
$563M
| $7.96M | 0.04% |
343,708
+333,927
| +3,414% | +$8.13M |
|
420
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $7.91M | 0.04% |
73,100
+71,100
| +3,555% | +$7.84M |
|
421
CALL
Microsoft
MSFT
$2.92T
| $7.9M | 0.04% |
154,400
-292,800
| -65% | -$15.2M |
|
|
SCTY
422
PUT
DELISTED
SolarCity Corporation
SCTY
| $7.89M | 0.04% |
329,700
-172,200
| -34% | -$4.24M |
|
423
CALL
Qualcomm
QCOM
$179B
| $7.86M | 0.04% |
146,800
-120,500
| -45% | -$6.35M |
|
424
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $7.84M | 0.04% |
+338,362
| New | +$7.88M |
|
425
CALL
VanEck Oil Services ETF
OIH
$2.07B
| $7.82M | 0.04% |
13,375
-460
| -3% | -$259K |
|
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.