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 | |
|---|---|---|---|---|---|---|
3401
CALL
Dillards
DDS
$9.19B
| $255K | ﹤0.01% |
3,000
-1,400
| -32% | -$105K |
|
|
OUTR
3402
PUT
DELISTED
OUTERWALL INC
OUTR
| $255K | ﹤0.01% |
+6,900
| New | +$227K |
|
3403
Autoliv
ALV
$9.02B
| $254K | ﹤0.01% |
+2,976
| New | +$236K |
|
3404
PUT
Conagra Brands
CAG
$6.94B
| $254K | ﹤0.01% |
+7,325
| New | +$238K |
|
3405
Choice Hotels
CHH
$5.07B
| $254K | ﹤0.01% |
4,705
-3,530
| -43% | -$169K |
|
3406
CenterPoint Energy
CNP
$27.7B
| $254K | ﹤0.01% |
12,119
-15,537
| -56% | -$293K |
|
3407
PUT
Canadian Solar
CSIQ
$1.02B
| $254K | ﹤0.01% |
+13,200
| New | +$271K |
|
3408
iShares Core S&P US Growth ETF
IUSG
$31.7B
| $254K | ﹤0.01% |
6,266
-206,446
| -97% | -$7.92M |
|
3409
CALL
KKR & Co
KKR
$91.1B
| $254K | ﹤0.01% |
17,300
+3,300
| +24% | +$44.9K |
|
3410
ProShares Ultra Gold
UGL
$650M
| $254K | ﹤0.01% |
25,624
-16,896
| -40% | -$156K |
|
|
STRP
3411
CALL
DELISTED
Straight Path Communications Inc.
STRP
| $254K | ﹤0.01% |
+8,200
| New | +$204K |
|
|
OIIL
3412
DELISTED
Credit Suisse X-Links WTI Crude Oil Index ETN
OIIL
| $254K | ﹤0.01% |
+8,941
| New | +$244K |
|
3413
Cambria Global Momentum ETF
GMOM
$69.8M
| $253K | ﹤0.01% |
11,077
+2,092
| +23% | +$46.8K |
|
3414
Nomad Foods
NOMD
$1.66B
| $253K | ﹤0.01% |
+28,051
| New | +$236K |
|
|
EGN
3415
DELISTED
Energen
EGN
| $253K | ﹤0.01% |
+6,910
| New | +$214K |
|
|
OUTR
3416
DELISTED
OUTERWALL INC
OUTR
| $253K | ﹤0.01% |
+6,834
| New | +$225K |
|
3417
PUT
ASML
ASML
$626B
| $251K | ﹤0.01% |
+2,500
| New | +$226K |
|
3418
Avista
AVA
$3.34B
| $251K | ﹤0.01% |
+6,147
| New | +$231K |
|
3419
Comscore
SCOR
$106M
| $251K | ﹤0.01% |
+418
| New | +$302K |
|
|
RSXJ
3420
DELISTED
VanEck Russia Small-Cap ETF
RSXJ
| $251K | ﹤0.01% |
11,345
-69,846
| -86% | -$1.3M |
|
3421
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$406M
| $250K | ﹤0.01% |
8,836
-5,309
| -38% | -$136K |
|
3422
PUT
Hancock Whitney
HWC
$6.2B
| $250K | ﹤0.01% |
+10,900
| New | +$257K |
|
3423
CALL
InterDigital
IDCC
$7.88B
| $250K | ﹤0.01% |
+4,500
| New | +$217K |
|
3424
Radware
RDWR
$1.1B
| $250K | ﹤0.01% |
+21,157
| New | +$255K |
|
3425
CALL
Sempra
SRE
$57.9B
| $250K | ﹤0.01% |
+4,800
| New | +$231K |
|
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.