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 | |
|---|---|---|---|---|---|---|
1526
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.14B
| $1.4M | 0.01% |
+55,577
| New | +$1.34M |
|
1527
PBF Energy
PBF
$8.65B
| $1.4M | 0.01% |
42,059
+35,180
| +511% | +$1.12M |
|
1528
NVR
NVR
$16.8B
| $1.4M | 0.01% |
805
+235
| +41% | +$380K |
|
1529
CALL
Targa Resources
TRGP
$57.6B
| $1.39M | 0.01% |
46,700
+27,300
| +141% | +$651K |
|
1530
Macy's
M
$6.56B
| $1.39M | 0.01% |
31,586
-51,732
| -62% | -$2.14M |
|
1531
PUT
Campbell Soup
CPB
$6.58B
| $1.38M | 0.01% |
21,700
+17,800
| +456% | +$1.05M |
|
1532
WisdomTree US High Dividend Fund
DHS
$1.56B
| $1.38M | 0.01% |
+21,878
| New | +$1.29M |
|
1533
CALL
Jazz Pharmaceuticals
JAZZ
$16.2B
| $1.38M | 0.01% |
+10,600
| New | +$1.32M |
|
1534
PUT
Extra Space Storage
EXR
$31.3B
| $1.38M | 0.01% |
+14,800
| New | +$1.29M |
|
1535
iShares Core S&P 500 ETF
IVV
$872B
| $1.38M | 0.01% |
6,692
+4,056
| +154% | +$796K |
|
1536
State Street SPDR S&P Insurance ETF
KIE
$651M
| $1.38M | 0.01% |
59,883
-10,485
| -15% | -$230K |
|
|
MHFI
1537
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $1.38M | 0.01% |
+13,958
| New | +$1.25M |
|
1538
PUT
Antero Resources
AR
$10.9B
| $1.38M | 0.01% |
55,500
-18,000
| -24% | -$433K |
|
1539
CALL
Bath & Body Works
BBWI
$4.02B
| $1.38M | 0.01% |
19,421
-142,502
| -88% | -$10.2M |
|
1540
Imperial Oil
IMO
$62.3B
| $1.38M | 0.01% |
+41,285
| New | +$1.29M |
|
1541
Pembina Pipeline
PBA
$29.3B
| $1.38M | 0.01% |
+51,123
| New | +$1.19M |
|
1542
Motorola Solutions
MSI
$71.5B
| $1.38M | 0.01% |
+18,158
| New | +$1.23M |
|
1543
PUT
Cal-Maine
CALM
$4.13B
| $1.37M | 0.01% |
26,400
-10,600
| -29% | -$529K |
|
1544
Church & Dwight Co
CHD
$23.1B
| $1.37M | 0.01% |
29,630
+22,350
| +307% | +$976K |
|
1545
Schwab US TIPS ETF
SCHP
$16.4B
| $1.37M | 0.01% |
49,182
-73,852
| -60% | -$2M |
|
|
ENDP
1546
CALL
DELISTED
Endo International plc
ENDP
| $1.36M | 0.01% |
48,500
-64,100
| -57% | -$3.03M |
|
|
SCHW
1547
Charles Schwab
SCHW
$181B
| $1.36M | 0.01% |
48,655
-91,770
| -65% | -$2.42M |
|
1548
First Trust Technology AlphaDEX Fund
FXL
$2.5B
| $1.36M | 0.01% |
41,313
-5,016
| -11% | -$154K |
|
|
AGA
1549
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
| $1.36M | 0.01% |
46,920
+2,710
| +6% | +$82.7K |
|
1550
Booking.com
BKNG
$150B
| $1.36M | 0.01% |
26,375
-3,600
| -12% | -$172K |
|
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.