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 | |
|---|---|---|---|---|---|---|
|
MRO
1226
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.91M | 0.01% |
171,500
+138,200
| +415% | +$1.29M |
|
1227
PUT
LyondellBasell Industries
LYB
$19.5B
| $1.91M | 0.01% |
22,300
-11,600
| -34% | -$931K |
|
1228
CALL
Ventas
VTR
$47.5B
| $1.91M | 0.01% |
30,300
-6,300
| -17% | -$354K |
|
1229
iShares Asia 50 ETF
AIA
$4.3B
| $1.91M | 0.01% |
43,943
+13,045
| +42% | +$519K |
|
1230
Fidelity Limited Term Bond ETF
FLTB
$416M
| $1.9M | 0.01% |
37,656
+19,646
| +109% | +$983K |
|
1231
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$382M
| $1.9M | 0.01% |
42,014
+34,920
| +492% | +$1.47M |
|
1232
PUT
Blackstone
BX
$104B
| $1.9M | 0.01% |
67,700
+29,600
| +78% | +$782K |
|
1233
CALL
Domino's
DPZ
$11.9B
| $1.9M | 0.01% |
+14,400
| New | +$1.72M |
|
1234
ProShares Ultra MSCI EAFE
EFO
$29.1M
| $1.9M | 0.01% |
67,383
+36,723
| +120% | +$955K |
|
|
SPLS
1235
DELISTED
Staples Inc
SPLS
| $1.9M | 0.01% |
172,148
+36,536
| +27% | +$343K |
|
1236
PUT
Transocean
RIG
$5.48B
| $1.9M | 0.01% |
207,700
+120,200
| +137% | +$1.2M |
|
|
ITC
1237
DELISTED
ITC HOLDINGS CORP
ITC
| $1.9M | 0.01% |
+43,530
| New | +$1.77M |
|
1238
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
| $1.9M | 0.01% |
31,967
+15,734
| +97% | +$890K |
|
1239
MPLX
MPLX
$58.6B
| $1.9M | 0.01% |
63,812
+36,074
| +130% | +$979K |
|
1240
Expedia Group
EXPE
$36.5B
| $1.89M | 0.01% |
17,565
+5,041
| +40% | +$538K |
|
1241
CALL
NextEra Energy
NEE
$185B
| $1.89M | 0.01% |
64,000
-62,800
| -50% | -$1.76M |
|
1242
Direxion Daily MSCI India Bull 2X ETF
INDL
$55.5M
| $1.89M | 0.01% |
38,819
+32,470
| +511% | +$1.36M |
|
|
DXJH
1243
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
| $1.89M | 0.01% |
57,827
+31,587
| +120% | +$1.02M |
|
1244
Applied Materials
AMAT
$347B
| $1.88M | 0.01% |
88,895
+45,124
| +103% | +$823K |
|
|
DZK
1245
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
| $1.88M | 0.01% |
42,595
+33,807
| +385% | +$1.36M |
|
|
MIC
1246
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $1.88M | 0.01% |
27,800
+18,900
| +212% | +$1.2M |
|
|
LUMO
1247
PUT
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $1.87M | 0.01% |
+11,411
| New | +$2.31M |
|
1248
Canadian Natural Resources
CNQ
$96.9B
| $1.87M | 0.01% |
+142,891
| New | +$1.52M |
|
1249
ProShares UltraShort Yen
YCS
$31.5M
| $1.86M | 0.01% |
97,536
-63,256
| -39% | -$1.27M |
|
1250
CALL
iShares Russell 1000 ETF
IWB
$47.1B
| $1.86M | 0.01% |
16,300
+1,700
| +12% | +$184K |
|
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.