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 | |
|---|---|---|---|---|---|---|
|
SYT
701
DELISTED
Syngenta Ag
SYT
| $3.86M | 0.02% |
46,618
+5,958
| +15% | +$469K |
|
702
CALL
Blackstone
BX
$103B
| $3.86M | 0.02% |
137,600
-52,700
| -28% | -$1.39M |
|
703
iShares MSCI Europe Small-Cap ETF
IEUS
$177M
| $3.85M | 0.02% |
85,975
+58,634
| +214% | +$2.49M |
|
704
PUT
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.18B
| $3.84M | 0.02% |
61,800
| – | – |
|
705
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.75B
| $3.84M | 0.02% |
+103,210
| New | +$3.56M |
|
706
CALL
CVS Health
CVS
$138B
| $3.83M | 0.02% |
36,900
-49,600
| -57% | -$4.82M |
|
707
CALL
ProShares UltraPro Short Dow 30
SDOW
$167M
| $3.83M | 0.02% |
940
+320
| +52% | +$1.61M |
|
708
PUT
Intel
INTC
$425B
| $3.82M | 0.02% |
118,200
+68,500
| +138% | +$2.1M |
|
709
Chipotle Mexican Grill
CMG
$43.7B
| $3.82M | 0.02% |
405,850
+161,900
| +66% | +$1.54M |
|
710
CALL
Macy's
M
$6.34B
| $3.81M | 0.02% |
86,400
+14,500
| +20% | +$599K |
|
|
DSUM
711
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
| $3.79M | 0.02% |
162,642
+107,154
| +193% | +$2.43M |
|
712
British American Tobacco
BTI
$136B
| $3.79M | 0.02% |
64,810
-137,246
| -68% | -$7.55M |
|
713
UBS Group
UBS
$172B
| $3.79M | 0.02% |
+236,393
| New | +$3.84M |
|
714
CALL
eBay
EBAY
$51.5B
| $3.78M | 0.02% |
158,300
-141,200
| -47% | -$3.43M |
|
|
RUSL
715
CALL
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
| $3.78M | 0.02% |
142,250
+83,800
| +143% | +$1.67M |
|
716
Alcoa
AA
$11.4B
| $3.77M | 0.02% |
163,891
+97,794
| +148% | +$1.99M |
|
717
Dr. Reddy's Laboratories
RDY
$9.88B
| $3.77M | 0.02% |
417,410
-625,620
| -60% | -$5.59M |
|
718
CALL
ProShares UltraPro Dow 30
UDOW
$818M
| $3.76M | 0.02% |
450,400
+187,200
| +71% | +$1.32M |
|
719
PUT
iShares Residential and Multisector Real Estate ETF
REZ
$907M
| $3.76M | 0.02% |
57,000
+30,900
| +118% | +$1.91M |
|
720
PUT
Vanguard Information Technology ETF
VGT
$134B
| $3.76M | 0.02% |
274,400
+234,400
| +586% | +$2.99M |
|
721
iShares US Real Estate ETF
IYR
$4.75B
| $3.75M | 0.02% |
48,186
-91,026
| -65% | -$6.61M |
|
722
First Trust Dorsey Wright International Focus 5 ETF
IFV
$222M
| $3.74M | 0.02% |
218,290
+77,864
| +55% | +$1.27M |
|
723
ORIX
IX
$43.1B
| $3.74M | 0.02% |
+262,045
| New | +$3.57M |
|
|
IFLN
724
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
| $3.74M | 0.02% |
210,127
-87,697
| -29% | -$1.52M |
|
725
PUT
Vanguard Total World Stock ETF
VT
$75.7B
| $3.73M | 0.02% |
64,700
-73,700
| -53% | -$4.02M |
|
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.