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 | |
|---|---|---|---|---|---|---|
276
PUT
iShares S&P 500 Value ETF
IVE
$49.5B
| $11.1M | 0.06% |
122,900
+118,500
| +2,693% | +$10.1M |
|
277
CALL
State Street SPDR S&P Retail ETF
XRT
$455M
| $11M | 0.06% |
238,800
+159,800
| +202% | +$6.78M |
|
278
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $11M | 0.06% |
+417,500
| New | +$8.98M |
|
279
Johnson & Johnson
JNJ
$644B
| $10.8M | 0.06% |
100,092
+97,204
| +3,366% | +$10.1M |
|
280
Televisa
TV
$1.49B
| $10.8M | 0.06% |
+394,050
| New | +$10.3M |
|
281
iShares MSCI USA Momentum Factor ETF
MTUM
$24.3B
| $10.8M | 0.06% |
147,163
-8,387
| -5% | -$586K |
|
|
ORAN
282
DELISTED
Orange
ORAN
| $10.8M | 0.06% |
618,688
+138,841
| +29% | +$2.4M |
|
283
Gilead Sciences
GILD
$166B
| $10.7M | 0.06% |
116,814
+37,137
| +47% | +$3.35M |
|
284
PUT
Vanguard FTSE Europe ETF
VGK
$30.2B
| $10.7M | 0.06% |
219,600
+212,300
| +2,908% | +$9.93M |
|
285
PUT
Procter & Gamble
PG
$352B
| $10.6M | 0.06% |
129,200
+108,600
| +527% | +$8.75M |
|
286
State Street SPDR S&P Regional Banking ETF
KRE
$4.54B
| $10.5M | 0.06% |
279,820
+149,969
| +115% | +$5.51M |
|
287
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.22B
| $10.5M | 0.06% |
409,858
+16,496
| +4% | +$415K |
|
|
288
CALL
Johnson & Johnson
JNJ
$644B
| $10.5M | 0.06% |
96,600
-1,300
| -1% | -$135K |
|
289
PUT
Mondelez International
MDLZ
$80.1B
| $10.4M | 0.06% |
259,900
+204,200
| +367% | +$8.31M |
|
290
PUT
3M
MMM
$93.9B
| $10.4M | 0.06% |
74,750
+59,920
| +404% | +$7.7M |
|
291
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.9B
| $10.4M | 0.06% |
+116,268
| New | +$9.9M |
|
292
ING
ING
$95B
| $10.4M | 0.06% |
870,126
-994,029
| -53% | -$11.9M |
|
293
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.06B
| $10.3M | 0.06% |
+239,436
| New | +$9.69M |
|
|
TWC
294
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $10.3M | 0.06% |
+50,400
| New | +$9.53M |
|
295
Broadcom
AVGO
$1.8T
| $10.3M | 0.06% |
+664,470
| New | +$8.98M |
|
296
PUT
Target
TGT
$65.4B
| $10.2M | 0.06% |
124,000
+117,600
| +1,838% | +$8.88M |
|
297
PUT
Clorox
CLX
$12B
| $10.1M | 0.06% |
80,400
+74,000
| +1,156% | +$9.41M |
|
|
YHOO
298
PUT
DELISTED
Yahoo Inc
YHOO
| $10.1M | 0.06% |
274,400
+212,800
| +345% | +$6.66M |
|
299
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$659M
| $9.95M | 0.06% |
+184,362
| New | +$9.51M |
|
300
Deere & Co
DE
$171B
| $9.93M | 0.06% |
+128,999
| New | +$10.1M |
|
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.