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 | |
|---|---|---|---|---|---|---|
|
SCTY
451
CALL
DELISTED
SolarCity Corporation
SCTY
| $6.46M | 0.04% |
263,000
+19,300
| +8% | +$551K |
|
452
CALL
US Bancorp
USB
$100B
| $6.44M | 0.04% |
158,600
+68,800
| +77% | +$2.75M |
|
453
CALL
ProShares Ultra Energy
DIG
$77.4M
| $6.41M | 0.04% |
165,840
-4,560
| -3% | -$156K |
|
454
CALL
Procter & Gamble
PG
$347B
| $6.39M | 0.04% |
77,600
+23,300
| +43% | +$1.88M |
|
455
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
| $6.34M | 0.04% |
265,593
-55,339
| -17% | -$1.31M |
|
456
CALL
Dollar General
DG
$27.8B
| $6.33M | 0.04% |
74,000
+69,700
| +1,621% | +$5.28M |
|
457
CALL
iShares Select Dividend ETF
DVY
$24.1B
| $6.32M | 0.04% |
77,400
+44,100
| +132% | +$3.37M |
|
|
ZJPN
458
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $6.32M | 0.04% |
98,503
+45,916
| +87% | +$2.82M |
|
459
CALL
ProShares UltraShort Real Estate
SRS
$14.7M
| $6.29M | 0.04% |
19,975
+5,900
| +42% | +$2.23M |
|
460
Schwab Fundamental International Small Company Index ETF
FNDC
$3.02B
| $6.28M | 0.04% |
234,440
+213,387
| +1,014% | +$5.36M |
|
|
EDBI
461
DELISTED
Legg Mason ETF Investment Trust Legg Mason Emerging Markets Diversified Core ETF
EDBI
| $6.27M | 0.04% |
237,893
-5,850
| -2% | -$142K |
|
462
iShares MSCI Spain ETF
EWP
$2.08B
| $6.23M | 0.04% |
229,284
-149,203
| -39% | -$3.91M |
|
463
Starbucks
SBUX
$118B
| $6.23M | 0.03% |
104,321
+72,978
| +233% | +$4.25M |
|
464
PUT
Las Vegas Sands
LVS
$32B
| $6.23M | 0.03% |
120,500
+55,700
| +86% | +$2.55M |
|
|
WBMD
465
DELISTED
WebMD Health Corp.
WBMD
| $6.22M | 0.03% |
99,400
+93,830
| +1,685% | +$5.03M |
|
466
PUT
iShares US Home Construction ETF
ITB
$2.41B
| $6.21M | 0.03% |
229,500
+14,100
| +7% | +$347K |
|
|
AET
467
DELISTED
Aetna Inc
AET
| $6.19M | 0.03% |
55,082
+50,242
| +1,038% | +$5.38M |
|
468
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$346M
| $6.18M | 0.03% |
801
+10
| +1% | +$93.9K |
|
469
Biogen
BIIB
$30.4B
| $6.16M | 0.03% |
23,646
+4,370
| +23% | +$1.15M |
|
470
JD.com
JD
$42.9B
| $6.13M | 0.03% |
231,295
+43,279
| +23% | +$1.14M |
|
|
WUBA
471
PUT
DELISTED
58.com Inc
WUBA
| $6.12M | 0.03% |
110,000
+98,700
| +873% | +$5.45M |
|
472
CALL
Adobe
ADBE
$99B
| $6.12M | 0.03% |
65,200
+16,200
| +33% | +$1.4M |
|
473
CALL
Pfizer
PFE
$144B
| $6.1M | 0.03% |
216,913
+143,765
| +197% | +$4.11M |
|
474
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
| $6.08M | 0.03% |
+293,143
| New | +$5.33M |
|
|
ZDEU
475
DELISTED
SPDR Solactive Germany ETF
ZDEU
| $6.08M | 0.03% |
119,668
-4,864
| -4% | -$235K |
|
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.