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 |
iShares MSCI EAFE ETF
EFA
|
+$189M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$180M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$163M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$102M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$167M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$164M |
| 3 |
BP
BP
|
+$124M |
| 4 |
Vodafone
VOD
|
+$118M |
| 5 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$96M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 2.16% |
| 2 | Consumer Staples | 1.76% |
| 3 | Consumer Discretionary | 1.61% |
| 4 | Technology | 1.53% |
| 5 | Energy | 1.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
ProShares Ultra Real Estate
URE
$61.2M
| $13.5M | 0.08% |
238,400
+174,000
| +270% | +$8.46M |
|
227
Invesco QQQ Trust
QQQ
$443B
| $13.5M | 0.08% |
123,401
-210,359
| -63% | -$21.8M |
|
228
CALL
iShares MSCI South Korea ETF
EWY
$21.2B
| $13.5M | 0.08% |
254,800
+93,200
| +58% | +$4.5M |
|
229
CALL
Gilead Sciences
GILD
$166B
| $13.4M | 0.08% |
146,400
-7,000
| -5% | -$631K |
|
230
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$239M
| $13.4M | 0.08% |
1
| – | – |
|
231
CALL
ConocoPhillips
COP
$141B
| $13.4M | 0.08% |
333,600
+249,000
| +294% | +$9.47M |
|
232
PUT
Direxion Daily Real Estate Bull 3X ETF
DRN
$49.6M
| $13.4M | 0.08% |
613,200
-180,000
| -23% | -$3.12M |
|
|
233
CALL
ProShares Ultra Real Estate
URE
$61.2M
| $13.4M | 0.08% |
235,800
+156,800
| +198% | +$7.63M |
|
234
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.7B
| $13.3M | 0.07% |
537,800
+518,000
| +2,616% | +$12M |
|
235
PUT
iShares MSCI Brazil ETF
EWZ
$9.14B
| $13.3M | 0.07% |
506,100
+456,000
| +910% | +$9.8M |
|
236
PUT
Colgate-Palmolive
CL
$75.6B
| $13.3M | 0.07% |
188,300
+103,900
| +123% | +$6.91M |
|
237
CALL
ProShares UltraShort QQQ
QID
$295M
| $13.2M | 0.07% |
5,544
+1,961
| +55% | +$5.29M |
|
238
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
| $13.1M | 0.07% |
236,855
+120,706
| +104% | +$6.24M |
|
239
CALL
Home Depot
HD
$344B
| $13M | 0.07% |
97,100
+85,800
| +759% | +$10.7M |
|
|
LUX
240
DELISTED
Luxottica Group
LUX
| $12.7M | 0.07% |
230,816
+111,368
| +93% | +$6.46M |
|
241
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.83B
| $12.6M | 0.07% |
560,600
+341,200
| +156% | +$7.07M |
|
|
ULQ
242
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
| $12.5M | 0.07% |
250,764
+161,431
| +181% | +$8.05M |
|
243
Microsoft
MSFT
$2.95T
| $12.5M | 0.07% |
225,672
+206,712
| +1,090% | +$10.8M |
|
244
CALL
Verizon
VZ
$202B
| $12.4M | 0.07% |
229,800
+131,000
| +133% | +$6.55M |
|
245
iShares MSCI Thailand ETF
THD
$362M
| $12.4M | 0.07% |
184,029
+180,599
| +5,265% | +$11.2M |
|
246
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $12.4M | 0.07% |
112,213
-118,893
| -51% | -$13M |
|
247
Vanguard Value ETF
VTV
$191B
| $12.4M | 0.07% |
150,125
+132,750
| +764% | +$10.4M |
|
|
SCTY
248
PUT
DELISTED
SolarCity Corporation
SCTY
| $12.3M | 0.07% |
501,900
+332,000
| +195% | +$9.47M |
|
249
CVS Health
CVS
$138B
| $12.3M | 0.07% |
118,574
+109,438
| +1,198% | +$10.6M |
|
250
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.64B
| $12.2M | 0.07% |
+310,289
| New | +$11.7M |
|
Similar funds
Jane Street's Q1 2016 Portfolio in Review
As of Q1 2016, Jane Street held 5,154 positions worth $17.8B, up 11% from $16.1B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $1.95B of net new capital in Q1 2016, opening 1,230 new positions and adding to 1,447 existing holdings. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 2,052,373 shares worth $168M.
By sector, the portfolio is most concentrated in Healthcare at 2.2% of assets, down from 2.4% a quarter earlier, followed by Consumer Staples and Consumer Discretionary.
On the sell side, the largest reduction was WisdomTree Europe Hedged Equity Fund, an estimated $167M trimmed.
- Jane Street's largest Q1 2016 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 2,052,373 shares worth $168M.
- Jane Street added most to iShares MSCI EAFE ETF in Q1 2016, an estimated $189M increase.
- Jane Street's biggest Q1 2016 reduction was WisdomTree Europe Hedged Equity Fund, cutting an estimated $167M.
- Jane Street fully exited Vodafone in Q1 2016, selling an estimated $118M.
- Jane Street's ten largest holdings make up 14% of its $17.8B portfolio in Q1 2016.
- Jane Street opened 1,230 new positions and closed 1,161 in Q1 2016.
- Jane Street's portfolio value rose 11% quarter-over-quarter to $17.8B.
Based on Jane Street's 13F filing for Q1 2016, filed 17 May 2016.