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 | |
|---|---|---|---|---|---|---|
|
AMU
1126
DELISTED
ETRACS Alerian MLP Index ETN
AMU
| $2.12M | 0.01% |
+124,785
| New | +$1.98M |
|
1127
CALL
CSX Corp
CSX
$94B
| $2.12M | 0.01% |
246,600
+183,900
| +293% | +$1.49M |
|
1128
AdvisorShares Insider Advantage ETF
SURE
$56.5M
| $2.12M | 0.01% |
37,638
-45,940
| -55% | -$2.41M |
|
1129
ONE Gas
OGS
$5.01B
| $2.11M | 0.01% |
34,597
+30,507
| +746% | +$1.72M |
|
|
HA
1130
DELISTED
Hawaiian Holdings, Inc.
HA
| $2.11M | 0.01% |
44,791
+31,607
| +240% | +$1.23M |
|
|
MIK
1131
DELISTED
Michaels Stores, Inc
MIK
| $2.11M | 0.01% |
+75,574
| New | +$1.75M |
|
|
WPS
1132
DELISTED
iShares International Developed Property ETF
WPS
| $2.11M | 0.01% |
57,794
+51,688
| +847% | +$1.77M |
|
1133
Vanguard Small-Cap Growth ETF
VBK
$22.7B
| $2.11M | 0.01% |
17,737
-14,370
| -45% | -$1.6M |
|
1134
Cambria Shareholder Yield ETF
SYLD
$1B
| $2.11M | 0.01% |
72,782
+64,359
| +764% | +$1.77M |
|
1135
PUT
iShares Semiconductor ETF
SOXX
$38.4B
| $2.11M | 0.01% |
69,000
-900
| -1% | -$25.2K |
|
1136
Invesco FTSE RAFI US 1000 ETF
PRF
$9.72B
| $2.1M | 0.01% |
119,340
-295,300
| -71% | -$4.92M |
|
|
JNMF
1137
DELISTED
WisdomTree Japan Multifactor Fund
JNMF
| $2.1M | 0.01% |
+89,311
| New | +$2.07M |
|
|
BCR
1138
DELISTED
CR Bard Inc.
BCR
| $2.1M | 0.01% |
10,380
+2,863
| +38% | +$540K |
|
1139
CALL
MGM Resorts International
MGM
$11.7B
| $2.1M | 0.01% |
98,000
+20,400
| +26% | +$403K |
|
1140
State Street SPDR MSCI USA Gender Diversity ETF
SHE
$318M
| $2.09M | 0.01% |
+33,830
| New | +$2.05M |
|
1141
Euronet Worldwide
EEFT
$3.19B
| $2.09M | 0.01% |
28,154
+6,148
| +28% | +$434K |
|
|
HAR
1142
CALL
DELISTED
Harman International Industries
HAR
| $2.08M | 0.01% |
23,400
+16,700
| +249% | +$1.33M |
|
1143
PUT
Comcast
CMCSA
$87.3B
| $2.08M | 0.01% |
+68,200
| New | +$1.96M |
|
1144
CALL
Morgan Stanley
MS
$319B
| $2.08M | 0.01% |
83,300
+7,800
| +10% | +$199K |
|
1145
Vipshop
VIPS
$7.26B
| $2.08M | 0.01% |
161,244
+126,226
| +360% | +$1.58M |
|
|
ACC
1146
DELISTED
American Campus Communities, Inc.
ACC
| $2.08M | 0.01% |
+44,100
| New | +$1.9M |
|
1147
Phillips 66
PSX
$82.9B
| $2.08M | 0.01% |
23,970
+14,620
| +156% | +$1.19M |
|
1148
CALL
ProShares UltraShort Yen
YCS
$31.5M
| $2.07M | 0.01% |
108,400
-34,000
| -24% | -$683K |
|
1149
CALL
NVIDIA
NVDA
$4.6T
| $2.07M | 0.01% |
2,320,000
-1,368,000
| -37% | -$1.04M |
|
1150
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.27B
| $2.07M | 0.01% |
98,900
+7,396
| +8% | +$132K |
|
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.