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 | |
|---|---|---|---|---|---|---|
76
GE Aerospace
GE
$367B
| $43.4M | 0.24% |
284,774
+265,050
| +1,344% | +$37.4M |
|
77
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $43.1M | 0.24% |
4,575,000
+3,415,000
| +294% | +$32.5M |
|
78
iShare MSCI Eurozone ETF
EZU
$9.41B
| $43M | 0.24% |
1,250,218
-694,095
| -36% | -$22.9M |
|
|
79
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $41.4M | 0.23% |
+1,197,900
| New | +$37.6M |
|
80
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $41.1M | 0.23% |
1,417,400
+135,600
| +11% | +$3.27M |
|
81
PUT
iShares US Real Estate ETF
IYR
$4.59B
| $40.7M | 0.23% |
522,200
-109,600
| -17% | -$7.95M |
|
82
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $40.6M | 0.23% |
2,364
+1,047
| +79% | +$23.3M |
|
83
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $40.3M | 0.23% |
798,300
-957,600
| -55% | -$38.5M |
|
84
Teva Pharmaceuticals
TEVA
$35.9B
| $40.3M | 0.23% |
753,256
+715,188
| +1,879% | +$42M |
|
85
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $40.2M | 0.23% |
331,375
-13,700
| -4% | -$1.48M |
|
86
Walmart Inc
WMT
$871B
| $39.7M | 0.22% |
1,740,819
+1,382,472
| +386% | +$30.3M |
|
87
CALL
Citigroup
C
$222B
| $39.2M | 0.22% |
939,300
+568,300
| +153% | +$23.7M |
|
|
88
BP
BP
$113B
| $38.6M | 0.22% |
1,520,963
-4,899,970
| -76% | -$124M |
|
89
PUT
Caterpillar
CAT
$409B
| $38.5M | 0.22% |
502,700
+387,800
| +338% | +$26M |
|
|
90
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $38.3M | 0.21% |
758,128
-993,963
| -57% | -$40M |
|
91
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $36.9M | 0.21% |
544,000
+499,800
| +1,131% | +$33.5M |
|
|
DBKO
92
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $36.8M | 0.21% |
1,588,109
+1,527,442
| +2,518% | +$34M |
|
93
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$249M
| $36.7M | 0.21% |
155,940
+115,040
| +281% | +$22.8M |
|
94
iShares MSCI EAFE Growth ETF
EFG
$16.3B
| $36.5M | 0.2% |
+553,933
| New | +$35M |
|
|
95
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $36.2M | 0.2% |
533,900
+409,700
| +330% | +$27.4M |
|
96
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $35.8M | 0.2% |
301,000
+272,300
| +949% | +$31.3M |
|
97
PUT
Bausch Health
BHC
$1.65B
| $34.5M | 0.19% |
1,312,900
+1,064,600
| +429% | +$78.7M |
|
98
PUT
ConocoPhillips
COP
$147B
| $34.3M | 0.19% |
852,400
+802,800
| +1,619% | +$30.5M |
|
99
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $34.1M | 0.19% |
614,400
+510,800
| +493% | +$26.4M |
|
100
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $33.8M | 0.19% |
258,606
+223,658
| +640% | +$28.6M |
|
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.