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 | |
|---|---|---|---|---|---|---|
1351
PUT
Simon Property Group
SPG
$76.4B
| $1.66M | 0.01% |
8,000
+5,200
| +186% | +$999K |
|
1352
PUT
Southern Company
SO
$108B
| $1.66M | 0.01% |
32,100
+17,700
| +123% | +$862K |
|
1353
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.4B
| $1.66M | 0.01% |
+15,737
| New | +$1.64M |
|
1354
Cracker Barrel
CBRL
$1.26B
| $1.66M | 0.01% |
10,868
+9,091
| +512% | +$1.25M |
|
1355
CALL
Edwards Lifesciences
EW
$49.4B
| $1.66M | 0.01% |
+56,400
| New | +$1.56M |
|
1356
VanEck Uranium + Nuclear Energy ETF
NLR
$3.67B
| $1.66M | 0.01% |
+33,979
| New | +$1.56M |
|
1357
Hartford Multifactor Small Cap ETF
ROSC
$61.9M
| $1.66M | 0.01% |
70,287
-119
| -0.2% | -$2.61K |
|
1358
Invesco Bloomberg Analyst Rating Improvers ETF
UPGD
$120M
| $1.66M | 0.01% |
50,703
+12,581
| +33% | +$380K |
|
|
IEIS
1359
DELISTED
ISHARES ENHANCED INTERNATIONAL SMALL-CAP ETF
IEIS
| $1.65M | 0.01% |
71,392
-13,058
| -15% | -$286K |
|
1360
CALL
Carnival Corporation Ltd
CCL
$38.1B
| $1.65M | 0.01% |
31,300
+9,600
| +44% | +$465K |
|
1361
Charter Communications
CHTR
$17.3B
| $1.65M | 0.01% |
8,153
+3,298
| +68% | +$592K |
|
1362
ProShares Ultra NASDAQ Biotechnology
BIB
$82.9M
| $1.65M | 0.01% |
40,324
+12,534
| +45% | +$554K |
|
|
VAL
1363
PUT
DELISTED
Valspar
VAL
| $1.65M | 0.01% |
+15,400
| New | +$1.27M |
|
1364
Merck
MRK
$322B
| $1.65M | 0.01% |
32,624
-11,658
| -26% | -$571K |
|
1365
Huntsman Corp
HUN
$2.1B
| $1.65M | 0.01% |
123,650
+109,380
| +767% | +$1.13M |
|
1366
Methanex
MEOH
$4.23B
| $1.64M | 0.01% |
51,155
+11,448
| +29% | +$340K |
|
1367
PUT
Capital One
COF
$128B
| $1.64M | 0.01% |
23,600
+5,800
| +33% | +$383K |
|
1368
PUT
iShares Europe ETF
IEV
$1.64B
| $1.64M | 0.01% |
41,800
+18,100
| +76% | +$682K |
|
1369
Invesco KBW High Dividend Yield Financial ETF
KBWD
$413M
| $1.64M | 0.01% |
78,784
-1,641
| -2% | -$31.6K |
|
1370
ProShares UltraPro Short QQQ
SQQQ
$2.31B
| $1.64M | 0.01% |
9
+5
| +125% | +$1.12M |
|
|
CXO
1371
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.63M | 0.01% |
16,155
-4,509
| -22% | -$414K |
|
1372
CALL
Royal Gold
RGLD
$16.6B
| $1.63M | 0.01% |
31,800
+21,400
| +206% | +$873K |
|
|
RDUS
1373
DELISTED
Radius Health, Inc.
RDUS
| $1.63M | 0.01% |
+51,835
| New | +$1.79M |
|
1374
PUT
Check Point Software Technologies
CHKP
$14.3B
| $1.63M | 0.01% |
18,600
+12,200
| +191% | +$981K |
|
1375
CALL
Campbell Soup
CPB
$6.85B
| $1.63M | 0.01% |
25,500
+20,900
| +454% | +$1.23M |
|
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.