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 | |
|---|---|---|---|---|---|---|
|
MIDZ
2801
PUT
DELISTED
Direxion Daily Mid Cap Bear 3X Shares
MIDZ
| $418K | ﹤0.01% |
+2,200
| New | +$551K |
|
2802
SM Energy
SM
$7.8B
| $417K | ﹤0.01% |
+22,274
| New | +$307K |
|
2803
PUT
United Rentals
URI
$67.2B
| $417K | ﹤0.01% |
6,700
+800
| +14% | +$44.5K |
|
2804
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
| $416K | ﹤0.01% |
+15,409
| New | +$399K |
|
|
SWN
2805
CALL
DELISTED
Southwestern Energy Company
SWN
| $416K | ﹤0.01% |
51,600
+15,900
| +45% | +$122K |
|
2806
PUT
Reliance Steel & Aluminium
RS
$20.7B
| $415K | ﹤0.01% |
+6,000
| New | +$363K |
|
|
IBLN
2807
DELISTED
Direxion iBillionaire Index ETF
IBLN
| $415K | ﹤0.01% |
17,059
-11,606
| -40% | -$266K |
|
|
KWT
2808
DELISTED
VanEck Vectors Solar Energy ETF
KWT
| $415K | ﹤0.01% |
8,668
+2,779
| +47% | +$140K |
|
2809
PUT
Macy's
M
$6.53B
| $414K | ﹤0.01% |
9,400
-12,000
| -56% | -$496K |
|
2810
Rambus
RMBS
$9.87B
| $413K | ﹤0.01% |
30,072
-4,150
| -12% | -$51.5K |
|
2811
Ultragenyx Pharmaceutical
RARE
$2.45B
| $412K | ﹤0.01% |
6,505
+524
| +9% | +$34.3K |
|
2812
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
| $412K | ﹤0.01% |
+7,999
| New | +$410K |
|
|
PRAH
2813
DELISTED
PRA Health Sciences, Inc.
PRAH
| $411K | ﹤0.01% |
9,601
+3,758
| +64% | +$159K |
|
|
MENT
2814
DELISTED
Mentor Graphics Corp
MENT
| $411K | ﹤0.01% |
20,221
-2,166
| -10% | -$39.5K |
|
2815
Enbridge
ENB
$119B
| $410K | ﹤0.01% |
10,541
-22,098
| -68% | -$755K |
|
2816
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
| $410K | ﹤0.01% |
372
-1,641
| -82% | -$2.46M |
|
2817
Pultegroup
PHM
$24.1B
| $410K | ﹤0.01% |
21,930
+4,476
| +26% | +$76.3K |
|
2818
Willis Towers Watson
WTW
$31.2B
| $410K | ﹤0.01% |
3,457
+101
| +3% | +$11.6K |
|
|
IPU
2819
DELISTED
SPDR S&P International Utilities Sector
IPU
| $409K | ﹤0.01% |
24,863
+7,827
| +46% | +$123K |
|
2820
CALL
Cognizant
CTSH
$24.9B
| $408K | ﹤0.01% |
6,500
-64,900
| -91% | -$3.77M |
|
2821
CALL
Emerson Electric
EMR
$83.9B
| $408K | ﹤0.01% |
7,500
-7,700
| -51% | -$371K |
|
2822
Vanguard Health Care ETF
VHT
$18.1B
| $408K | ﹤0.01% |
3,312
-37,724
| -92% | -$4.59M |
|
2823
CALL
H&R Block
HRB
$5.58B
| $407K | ﹤0.01% |
15,400
-5,200
| -25% | -$163K |
|
|
2824
PUT
H&R Block
HRB
$5.58B
| $407K | ﹤0.01% |
15,400
+7,800
| +103% | +$245K |
|
2825
CALL
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
| $407K | ﹤0.01% |
10,100
-1,200
| -11% | -$45.8K |
|
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.