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 | |
|---|---|---|---|---|---|---|
|
HAHA
751
DELISTED
CSOP China CSI 300 A-H Dynamic ETF
HAHA
| $3.54M | 0.02% |
136,627
-312
| -0.2% | -$8.1K |
|
752
Vanguard International Dividend Appreciation ETF
VIGI
$9B
| $3.53M | 0.02% |
+65,546
| New | +$3.46M |
|
753
Ultrapar
UGP
$6.72B
| $3.53M | 0.02% |
365,780
+342,588
| +1,477% | +$2.71M |
|
754
VF Corp
VFC
$5.87B
| $3.52M | 0.02% |
+57,793
| New | +$3.36M |
|
755
Williams Companies
WMB
$85.6B
| $3.51M | 0.02% |
218,543
+199,394
| +1,041% | +$3.43M |
|
756
Caterpillar
CAT
$360B
| $3.51M | 0.02% |
45,854
-51,208
| -53% | -$3.43M |
|
757
PUT
AutoZone
AZO
$51.3B
| $3.5M | 0.02% |
+4,400
| New | +$3.33M |
|
758
Vanguard S&P 500 Growth ETF
VOOG
$24.9B
| $3.5M | 0.02% |
202,170
+14,742
| +8% | +$242K |
|
759
CALL
APA Corp
APA
$12.8B
| $3.5M | 0.02% |
71,600
+24,700
| +53% | +$1.03M |
|
760
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.24B
| $3.49M | 0.02% |
129,336
+53,562
| +71% | +$1.34M |
|
|
GOLD
761
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $3.48M | 0.02% |
+38,300
| New | +$3.07M |
|
762
PUT
Blackrock
BLK
$171B
| $3.47M | 0.02% |
10,200
+9,100
| +827% | +$2.89M |
|
763
CALL
Vanguard Total Stock Market ETF
VTI
$650B
| $3.47M | 0.02% |
33,100
-82,800
| -71% | -$8.21M |
|
|
764
AutoZone
AZO
$51.3B
| $3.47M | 0.02% |
4,350
-1,621
| -27% | -$1.23M |
|
765
CF Industries
CF
$19.5B
| $3.46M | 0.02% |
+110,573
| New | +$3.61M |
|
766
CALL
Mastercard
MA
$502B
| $3.46M | 0.02% |
36,600
+13,400
| +58% | +$1.18M |
|
|
SCHW
767
PUT
Charles Schwab
SCHW
$185B
| $3.46M | 0.02% |
123,300
+27,900
| +29% | +$736K |
|
768
WisdomTree Managed Futures Strategy Fund
WTMF
$242M
| $3.45M | 0.02% |
82,417
+18,000
| +28% | +$758K |
|
769
CALL
iShares Select U.S. REIT ETF
ICF
$2.12B
| $3.45M | 0.02% |
66,800
-1,600
| -2% | -$77.1K |
|
|
IBDJ
770
DELISTED
iShares iBonds Dec 2017 Term Corporate ETF
IBDJ
| $3.44M | 0.02% |
+138,117
| New | +$3.43M |
|
771
PUT
iShares Core S&P Mid-Cap ETF
IJH
$121B
| $3.43M | 0.02% |
+119,000
| New | +$3.18M |
|
|
TTM
772
DELISTED
Tata Motors Limited
TTM
| $3.42M | 0.02% |
117,921
-40,607
| -26% | -$1.03M |
|
773
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $3.42M | 0.02% |
+73,638
| New | +$3.38M |
|
774
BCE
BCE
$20.7B
| $3.41M | 0.02% |
+74,978
| New | +$3.13M |
|
775
First Trust Europe AlphaDEX Fund
FEP
$512M
| $3.41M | 0.02% |
117,691
+96,218
| +448% | +$2.65M |
|
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.