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 | |
|---|---|---|---|---|---|---|
326
Salesforce
CRM
$149B
| $9.31M | 0.05% |
126,071
+114,499
| +989% | +$7.88M |
|
327
CALL
SLB Ltd
SLB
$74.2B
| $9.31M | 0.05% |
126,200
+70,600
| +127% | +$4.96M |
|
328
3M
MMM
$94.1B
| $9.3M | 0.05% |
66,781
+58,811
| +738% | +$7.55M |
|
329
PUT
ProShares Ultra Russell2000
UWM
$249M
| $9.3M | 0.05% |
492,000
-414,000
| -46% | -$6.87M |
|
|
CEO
330
DELISTED
CNOOC Limited
CEO
| $9.29M | 0.05% |
79,403
+65,039
| +453% | +$6.79M |
|
331
iShares MBS ETF
MBB
$39.2B
| $9.28M | 0.05% |
+84,773
| New | +$9.24M |
|
|
CELG
332
DELISTED
Celgene Corp
CELG
| $9.28M | 0.05% |
92,709
-144,759
| -61% | -$14.9M |
|
333
United States Natural Gas Fund
UNG
$444M
| $9.27M | 0.05% |
87,014
-9,249
| -10% | -$1.06M |
|
334
CALL
Yum! Brands
YUM
$41.4B
| $9.18M | 0.05% |
156,070
+97,231
| +165% | +$5.1M |
|
335
PUT
Alibaba
BABA
$276B
| $9.14M | 0.05% |
115,700
-102,100
| -47% | -$7.19M |
|
|
YHOO
336
DELISTED
Yahoo Inc
YHOO
| $9.14M | 0.05% |
248,218
+108,400
| +78% | +$3.39M |
|
337
PUT
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$361M
| $9.13M | 0.05% |
6,200
-1,882
| -23% | -$1.95M |
|
338
PUT
iShares Core S&P 500 ETF
IVV
$871B
| $9.09M | 0.05% |
44,000
-32,700
| -43% | -$6.41M |
|
339
CALL
Bank of America
BAC
$439B
| $9.06M | 0.05% |
670,100
+67,400
| +11% | +$910K |
|
340
Berkshire Hathaway Class B
BRK.B
$1.11T
| $9.06M | 0.05% |
63,833
+41,052
| +180% | +$5.44M |
|
341
CALL
Ambarella
AMBA
$3.03B
| $9.05M | 0.05% |
202,400
+100,900
| +99% | +$4.18M |
|
342
Direxion Daily Financial Bull 3x ETF
FAS
$2.52B
| $9.01M | 0.05% |
363,772
+276,823
| +318% | +$6.09M |
|
343
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
| $8.99M | 0.05% |
123,924
+98,706
| +391% | +$7M |
|
344
PUT
Direxion Daily FTSE China Bear 3X ETF
YANG
$89M
| $8.84M | 0.05% |
1,807
+81
| +5% | +$531K |
|
345
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
| $8.82M | 0.05% |
431,200
+193,400
| +81% | +$3.13M |
|
346
PUT
Boeing
BA
$175B
| $8.81M | 0.05% |
69,400
+47,000
| +210% | +$5.83M |
|
347
Vanguard Dividend Appreciation ETF
VIG
$113B
| $8.79M | 0.05% |
108,213
+51,874
| +92% | +$3.98M |
|
348
CALL
Vipshop
VIPS
$7.13B
| $8.76M | 0.05% |
680,200
+605,300
| +808% | +$7.6M |
|
349
Freeport-McMoran
FCX
$88.6B
| $8.76M | 0.05% |
846,919
+732,737
| +642% | +$5.15M |
|
|
ESRX
350
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $8.7M | 0.05% |
126,600
+112,900
| +824% | +$8.12M |
|
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.