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 | |
|---|---|---|---|---|---|---|
376
PUT
Amgen
AMGN
$212B
| $8.02M | 0.05% |
53,500
+4,100
| +8% | +$609K |
|
377
PUT
Union Pacific
UNP
$175B
| $8.02M | 0.05% |
100,800
+60,800
| +152% | +$4.7M |
|
378
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$174M
| $8.02M | 0.05% |
151,600
+84,360
| +125% | +$4.83M |
|
379
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$656M
| $7.99M | 0.04% |
+205,385
| New | +$7.42M |
|
380
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $7.97M | 0.04% |
145,378
-337,658
| -70% | -$18.2M |
|
381
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$264M
| $7.93M | 0.04% |
253,842
-377,537
| -60% | -$11.4M |
|
382
CALL
Charter Communications
CHTR
$16.7B
| $7.92M | 0.04% |
+39,100
| New | +$7.02M |
|
383
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $7.91M | 0.04% |
200,000
+177,400
| +785% | +$6.61M |
|
|
MDVN
384
DELISTED
MEDIVATION, INC.
MDVN
| $7.91M | 0.04% |
172,032
+164,919
| +2,319% | +$5.98M |
|
385
CALL
Costco
COST
$429B
| $7.86M | 0.04% |
49,900
-7,700
| -13% | -$1.17M |
|
|
NVO
386
Novo Nordisk
NVO
$225B
| $7.85M | 0.04% |
289,836
+170,898
| +144% | +$4.58M |
|
387
CALL
Las Vegas Sands
LVS
$32B
| $7.84M | 0.04% |
151,700
+99,900
| +193% | +$4.57M |
|
388
PUT
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
| $7.76M | 0.04% |
81,600
+71,100
| +677% | +$6.31M |
|
389
iShares Core MSCI Europe ETF
IEUR
$8.82B
| $7.76M | 0.04% |
188,967
-303,275
| -62% | -$12M |
|
390
CALL
GoPro
GPRO
$125M
| $7.73M | 0.04% |
646,600
+411,100
| +175% | +$5.1M |
|
391
CALL
Cisco
CSCO
$456B
| $7.73M | 0.04% |
271,600
+183,100
| +207% | +$4.71M |
|
392
iShares Global Healthcare ETF
IXJ
$4.18B
| $7.72M | 0.04% |
160,336
+33,764
| +27% | +$1.61M |
|
393
PUT
Devon Energy
DVN
$49.2B
| $7.7M | 0.04% |
280,700
+235,800
| +525% | +$5.74M |
|
394
PUT
Vanguard Small-Cap Value ETF
VBR
$37.7B
| $7.7M | 0.04% |
75,600
+33,300
| +79% | +$3.13M |
|
395
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $7.66M | 0.04% |
+151,950
| New | +$7.64M |
|
396
Vanguard Small-Cap ETF
VB
$80.2B
| $7.64M | 0.04% |
68,562
-16,224
| -19% | -$1.68M |
|
397
Amazon
AMZN
$2.48T
| $7.61M | 0.04% |
256,480
-1,423,280
| -85% | -$40.4M |
|
398
Under Armour
UAA
$3.04B
| $7.58M | 0.04% |
180,057
+173,150
| +2,507% | +$6.78M |
|
399
Adobe
ADBE
$99B
| $7.58M | 0.04% |
80,809
+77,793
| +2,579% | +$6.74M |
|
|
SZO
400
DELISTED
DB Crude Oil Short Exchange Traded Notes due June 1, 2038
SZO
| $7.52M | 0.04% |
75,011
+28,515
| +61% | +$3.02M |
|
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.