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 | |
|---|---|---|---|---|---|---|
2176
iShares US Home Construction ETF
ITB
$2.27B
| $729K | ﹤0.01% |
26,931
+16,903
| +169% | +$416K |
|
2177
Invesco Water Resources ETF
PHO
$2.01B
| $729K | ﹤0.01% |
+33,184
| New | +$678K |
|
|
SPR
2178
DELISTED
Spirit AeroSystems
SPR
| $729K | ﹤0.01% |
16,070
-530
| -3% | -$24.1K |
|
|
BOS
2179
DELISTED
DB Base Metals Short Exchange Traded Notes due June 1, 2038
BOS
| $729K | ﹤0.01% |
27,526
+2,237
| +9% | +$66.5K |
|
2180
CALL
Analog Devices
ADI
$179B
| $728K | ﹤0.01% |
12,300
+4,000
| +48% | +$214K |
|
2181
PUT
Allstate
ALL
$68.4B
| $728K | ﹤0.01% |
10,800
-9,900
| -48% | -$622K |
|
2182
Axalta
AXTA
$7.66B
| $728K | ﹤0.01% |
+24,915
| New | +$634K |
|
2183
Capri Holdings
CPRI
$1.83B
| $728K | ﹤0.01% |
12,788
+2,472
| +24% | +$122K |
|
|
FCFI
2184
DELISTED
TrimTabs Intl Free-Cash-Flow ETF
FCFI
| $728K | ﹤0.01% |
33,807
-16,288
| -33% | -$328K |
|
2185
CALL
Jacobs Solutions
J
$15.9B
| $727K | ﹤0.01% |
20,190
+13,178
| +188% | +$430K |
|
2186
PUT
Stratasys
SSYS
$688M
| $726K | ﹤0.01% |
28,000
+13,800
| +97% | +$281K |
|
|
CPI
2187
DELISTED
CPI Inflation Hedged ETF
CPI
| $726K | ﹤0.01% |
+27,151
| New | +$716K |
|
2188
Chubb
CB
$136B
| $724K | ﹤0.01% |
+6,074
| New | +$698K |
|
|
AGU
2189
PUT
DELISTED
Agrium
AGU
| $724K | ﹤0.01% |
8,200
+1,500
| +22% | +$130K |
|
2190
Macerich
MAC
$7.28B
| $722K | ﹤0.01% |
9,112
-9,666
| -51% | -$757K |
|
2191
Ternium
TX
$9.66B
| $722K | ﹤0.01% |
+40,133
| New | +$560K |
|
2192
Amplify Cybersecurity ETF
HACK
$2.68B
| $721K | ﹤0.01% |
30,100
-172,479
| -85% | -$3.89M |
|
2193
Alpha Architect US Quantitative Value ETF
QVAL
$584M
| $721K | ﹤0.01% |
30,763
-20,958
| -41% | -$451K |
|
2194
Aegon
AEG
$14B
| $720K | ﹤0.01% |
182,106
-137,006
| -43% | -$530K |
|
2195
Ionis Pharmaceuticals
IONS
$8.59B
| $720K | ﹤0.01% |
17,790
-21,998
| -55% | -$894K |
|
|
BID
2196
DELISTED
Sotheby's
BID
| $720K | ﹤0.01% |
+26,950
| New | +$647K |
|
|
GSD
2197
DELISTED
WisdomTree Global SmallCap Dividend Fund
GSD
| $720K | ﹤0.01% |
+28,041
| New | +$663K |
|
|
DBAU
2198
DELISTED
Deutsche X-trackers MSCI Australia Hedged Equity ETF
DBAU
| $720K | ﹤0.01% |
29,945
-1,165
| -4% | -$27.4K |
|
|
BTU
2199
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $720K | ﹤0.01% |
310,200
+190,000
| +158% | +$706K |
|
2200
New Oriental
EDU
$9.29B
| $719K | ﹤0.01% |
20,782
-48,897
| -70% | -$1.53M |
|
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.