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 | |
|---|---|---|---|---|---|---|
|
JPGE
526
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
| $5.44M | 0.03% |
107,722
+69,706
| +183% | +$3.32M |
|
527
PUT
Enterprise Products Partners
EPD
$84.7B
| $5.43M | 0.03% |
220,400
+196,800
| +834% | +$4.58M |
|
528
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$591M
| $5.41M | 0.03% |
65,577
+47,356
| +260% | +$3.82M |
|
529
VanEck Vietnam ETF
VNM
$482M
| $5.37M | 0.03% |
383,598
-532,606
| -58% | -$7.41M |
|
530
Schwab U.S Small- Cap ETF
SCHA
$21.9B
| $5.37M | 0.03% |
412,704
-225,824
| -35% | -$2.74M |
|
531
PUT
ProShares Ultra QQQ
QLD
$12B
| $5.37M | 0.03% |
1,163,200
-819,200
| -41% | -$3.43M |
|
532
Visa
V
$703B
| $5.36M | 0.03% |
70,083
-13,873
| -17% | -$1.01M |
|
533
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$135M
| $5.33M | 0.03% |
101,775
+93,025
| +1,063% | +$3.71M |
|
534
CALL
Oracle
ORCL
$341B
| $5.32M | 0.03% |
130,100
+102,400
| +370% | +$3.79M |
|
535
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
| $5.31M | 0.03% |
106,999
+12,763
| +14% | +$585K |
|
536
PUT
FedEx
FDX
$73.3B
| $5.3M | 0.03% |
32,600
-125,100
| -79% | -$17.4M |
|
537
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
| $5.29M | 0.03% |
+37,386
| New | +$5.21M |
|
538
AT&T
T
$167B
| $5.29M | 0.03% |
178,809
-867,927
| -83% | -$24M |
|
|
SNDK
539
PUT
DELISTED
SANDISK CORP
SNDK
| $5.29M | 0.03% |
69,500
+59,700
| +609% | +$4.31M |
|
540
PUT
lululemon athletica
LULU
$13.4B
| $5.28M | 0.03% |
77,900
-332,400
| -81% | -$20M |
|
541
WisdomTree Japan SmallCap Dividend Fund
DFJ
$374M
| $5.25M | 0.03% |
+95,394
| New | +$5.08M |
|
542
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$322M
| $5.25M | 0.03% |
177,501
+119,331
| +205% | +$3.27M |
|
543
CALL
PepsiCo
PEP
$197B
| $5.22M | 0.03% |
50,900
+3,100
| +6% | +$306K |
|
544
PUT
ProShares Ultra S&P500
SSO
$7.65B
| $5.2M | 0.03% |
652,000
-556,800
| -46% | -$3.99M |
|
545
ProShares Trust Short MSCI Emerging Markets
EUM
$10M
| $5.2M | 0.03% |
95,955
+74,695
| +351% | +$4.53M |
|
546
Kraft Heinz
KHC
$32.6B
| $5.17M | 0.03% |
65,824
+40,245
| +157% | +$3.01M |
|
|
JCP
547
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.15M | 0.03% |
465,600
+283,100
| +155% | +$2.48M |
|
548
CALL
Palo Alto Networks
PANW
$257B
| $5.14M | 0.03% |
189,000
-222,000
| -54% | -$5.46M |
|
549
iShares MSCI Australia ETF
EWA
$1.39B
| $5.14M | 0.03% |
265,958
-298,063
| -53% | -$5.37M |
|
550
McKesson
MCK
$105B
| $5.13M | 0.03% |
32,655
+20,435
| +167% | +$3.3M |
|
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.