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 | |
|---|---|---|---|---|---|---|
|
UFS
3351
DELISTED
DOMTAR CORPORATION (New)
UFS
| $268K | ﹤0.01% |
6,611
-1,589
| -19% | -$54.4K |
|
|
TGNA
3352
PUT
DELISTED
TEGNA Inc
TGNA
| $267K | ﹤0.01% |
+17,813
| New | +$271K |
|
3353
CALL
TC Energy
TRP
$70.2B
| $267K | ﹤0.01% |
+6,800
| New | +$238K |
|
|
RAI
3354
CALL
DELISTED
Reynolds American Inc
RAI
| $267K | ﹤0.01% |
5,300
-9,100
| -63% | -$447K |
|
|
BHI
3355
PUT
DELISTED
Baker Hughes
BHI
| $267K | ﹤0.01% |
+6,100
| New | +$263K |
|
3356
CDW
CDW
$18.9B
| $266K | ﹤0.01% |
+6,402
| New | +$250K |
|
3357
Toyota
TM
$224B
| $266K | ﹤0.01% |
2,500
-88,679
| -97% | -$9.79M |
|
3358
CALL
Zillow
Z
$7.79B
| $266K | ﹤0.01% |
+11,200
| New | +$234K |
|
3359
Corpay
CPAY
$25B
| $266K | ﹤0.01% |
1,786
-981
| -35% | -$127K |
|
|
AVP
3360
CALL
DELISTED
Avon Products, Inc.
AVP
| $266K | ﹤0.01% |
55,300
+28,200
| +104% | +$101K |
|
3361
CALL
Gen Digital
GEN
$16.4B
| $265K | ﹤0.01% |
14,400
+200
| +1% | +$3.85K |
|
|
JOY
3362
CALL
DELISTED
Joy Global Inc
JOY
| $265K | ﹤0.01% |
16,500
-9,100
| -36% | -$115K |
|
3363
PUT
Open Text
OTEX
$6.15B
| $264K | ﹤0.01% |
+10,200
| New | +$246K |
|
3364
Packaging Corp of America
PKG
$21.9B
| $264K | ﹤0.01% |
4,370
-9,711
| -69% | -$520K |
|
3365
PUT
SolarEdge
SEDG
$2.51B
| $264K | ﹤0.01% |
+10,500
| New | +$275K |
|
3366
CALL
TransDigm Group
TDG
$70.2B
| $264K | ﹤0.01% |
+1,200
| New | +$262K |
|
3367
PUT
ProShares Ultra Bloomberg Natural Gas
BOIL
$344M
| $263K | ﹤0.01% |
2
+1
| +100% | +$129K |
|
3368
Keurig Dr Pepper
KDP
$42.3B
| $263K | ﹤0.01% |
2,939
-16,674
| -85% | -$1.52M |
|
3369
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$159M
| $263K | ﹤0.01% |
+2,986
| New | +$252K |
|
3370
CALL
Realty Income
O
$59.6B
| $263K | ﹤0.01% |
+4,334
| New | +$241K |
|
|
PWY
3371
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
| $263K | ﹤0.01% |
+11,363
| New | +$263K |
|
3372
CALL
Advanced Micro Devices
AMD
$776B
| $262K | ﹤0.01% |
91,900
+70,900
| +338% | +$161K |
|
3373
PUT
Ciena
CIEN
$53.4B
| $262K | ﹤0.01% |
13,800
-9,200
| -40% | -$170K |
|
|
3374
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$344M
| $261K | ﹤0.01% |
2
-1
| -33% | -$129K |
|
3375
Hershey
HSY
$35.5B
| $261K | ﹤0.01% |
2,830
-4,237
| -60% | -$378K |
|
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.