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 | |
|---|---|---|---|---|---|---|
801
iShares US Consumer Discretionary ETF
IYC
$1.16B
| $3.28M | 0.02% |
89,960
+67,740
| +305% | +$2.34M |
|
802
PUT
Polaris
PII
$3.83B
| $3.28M | 0.02% |
33,300
-7,000
| -17% | -$607K |
|
803
Coca-Cola Europacific Partners
CCEP
$49.1B
| $3.27M | 0.02% |
64,368
+37,301
| +138% | +$1.8M |
|
804
Vanguard Consumer Discretionary ETF
VCR
$5.97B
| $3.26M | 0.02% |
26,256
+14,667
| +127% | +$1.71M |
|
|
HNP
805
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3.26M | 0.02% |
91,594
-64,677
| -41% | -$2.13M |
|
|
TWTR
806
DELISTED
Twitter, Inc.
TWTR
| $3.25M | 0.02% |
196,722
-574,388
| -74% | -$10.1M |
|
|
MRO
807
CALL
DELISTED
Marathon Oil Corporation
MRO
| $3.25M | 0.02% |
292,100
+165,600
| +131% | +$1.55M |
|
808
CALL
Salesforce
CRM
$154B
| $3.25M | 0.02% |
44,000
-24,200
| -35% | -$1.67M |
|
|
BSCG
809
DELISTED
Guggenheim BulletShares 2016 Corporate Bond ETF
BSCG
| $3.25M | 0.02% |
147,233
-30,075
| -17% | -$663K |
|
810
Lockheed Martin
LMT
$131B
| $3.24M | 0.02% |
14,617
-25,155
| -63% | -$5.41M |
|
|
PNRA
811
PUT
DELISTED
Panera Bread Co
PNRA
| $3.24M | 0.02% |
15,800
+13,300
| +532% | +$2.65M |
|
812
WisdomTree International AI Enhanced Value Fund
AIVI
$60.6M
| $3.23M | 0.02% |
84,459
-45,801
| -35% | -$1.68M |
|
813
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$98.6M
| $3.23M | 0.02% |
+4,768
| New | +$2.05M |
|
814
WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund
AGZD
$131M
| $3.22M | 0.02% |
135,118
+122,836
| +1,000% | +$2.91M |
|
815
CALL
First Solar
FSLR
$21.4B
| $3.22M | 0.02% |
47,000
-103,000
| -69% | -$6.9M |
|
816
CALL
Prudential Financial
PRU
$42.6B
| $3.21M | 0.02% |
44,500
+38,600
| +654% | +$2.69M |
|
817
Alphabet (Google) Class C
GOOG
$4.11T
| $3.21M | 0.02% |
86,180
-1,383,140
| -94% | -$49.5M |
|
818
CALL
Whirlpool
WHR
$2.49B
| $3.21M | 0.02% |
17,800
-2,400
| -12% | -$358K |
|
|
RUSL
819
PUT
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
| $3.21M | 0.02% |
120,750
+76,450
| +173% | +$1.52M |
|
820
CALL
RH
RH
$3.33B
| $3.21M | 0.02% |
76,500
+70,000
| +1,077% | +$3.58M |
|
821
CALL
Abercrombie & Fitch
ANF
$4.55B
| $3.19M | 0.02% |
101,300
-13,100
| -11% | -$368K |
|
822
CALL
Kinder Morgan
KMI
$70.9B
| $3.19M | 0.02% |
178,900
-90,200
| -34% | -$1.48M |
|
|
AXJL
823
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| $3.19M | 0.02% |
56,219
+37,471
| +200% | +$1.97M |
|
824
Vanguard Mega Cap 300 Index ETF
MGC
$9.71B
| $3.19M | 0.02% |
45,531
+32,051
| +238% | +$2.14M |
|
825
Invesco International Corporate Bond ETF
PICB
$353M
| $3.18M | 0.02% |
120,871
+86,302
| +250% | +$2.17M |
|
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.