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 | |
|---|---|---|---|---|---|---|
401
CALL
Intel
INTC
$435B
| $7.5M | 0.04% |
232,000
+52,000
| +29% | +$1.6M |
|
402
PUT
Biogen
BIIB
$30.4B
| $7.5M | 0.04% |
28,800
+4,600
| +19% | +$1.22M |
|
403
Waste Management
WM
$96.1B
| $7.49M | 0.04% |
126,900
+119,769
| +1,680% | +$6.61M |
|
404
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $7.47M | 0.04% |
42,300
+12,700
| +43% | +$2.12M |
|
405
iShares Russell 1000 Growth ETF
IWF
$119B
| $7.43M | 0.04% |
297,852
+127,760
| +75% | +$3.02M |
|
406
PUT
Newmont
NEM
$96.4B
| $7.42M | 0.04% |
279,300
+196,800
| +239% | +$4.56M |
|
407
CALL
VanEck Oil Services ETF
OIH
$1.99B
| $7.36M | 0.04% |
13,835
+2,585
| +23% | +$1.27M |
|
408
State Street SPDR S&P Dividend ETF
SDY
$22.3B
| $7.35M | 0.04% |
91,912
-52,046
| -36% | -$3.86M |
|
|
TWTR
409
CALL
DELISTED
Twitter, Inc.
TWTR
| $7.35M | 0.04% |
443,900
+32,900
| +8% | +$576K |
|
410
CALL
iShares Russell Mid-Cap ETF
IWR
$56.5B
| $7.33M | 0.04% |
180,000
-188,800
| -51% | -$7.18M |
|
411
CALL
GE Aerospace
GE
$377B
| $7.32M | 0.04% |
48,055
-8,284
| -15% | -$1.17M |
|
|
GRFS
412
Grifois
GRFS
$5.44B
| $7.3M | 0.04% |
471,871
+165,387
| +54% | +$2.5M |
|
413
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $7.28M | 0.04% |
57,789
+47,182
| +445% | +$5.89M |
|
414
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
| $7.27M | 0.04% |
121,454
-4,572
| -4% | -$274K |
|
415
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
| $7.26M | 0.04% |
+77,753
| New | +$6.83M |
|
416
PUT
Nike
NKE
$63.9B
| $7.21M | 0.04% |
117,300
+93,100
| +385% | +$5.62M |
|
417
PUT
iShares Russell 1000 Value ETF
IWD
$82.2B
| $7.2M | 0.04% |
72,900
+47,400
| +186% | +$4.44M |
|
418
Trip.com Group
TCOM
$28.5B
| $7.2M | 0.04% |
162,658
+104,913
| +182% | +$4.39M |
|
|
AV
419
DELISTED
Aviva Plc
AV
| $7.17M | 0.04% |
549,257
+486,937
| +781% | +$6.41M |
|
420
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.17B
| $7.14M | 0.04% |
39
+27
| +225% | +$6.04M |
|
421
SLB Ltd
SLB
$74.2B
| $7.13M | 0.04% |
96,741
+27,659
| +40% | +$1.95M |
|
422
iShares MSCI Chile ETF
ECH
$1B
| $7.13M | 0.04% |
193,249
+56,148
| +41% | +$1.86M |
|
423
iShares MSCI South Korea ETF
EWY
$21.1B
| $7.07M | 0.04% |
133,798
-552,632
| -81% | -$26.7M |
|
424
CALL
Skyworks Solutions
SWKS
$9.73B
| $7.07M | 0.04% |
90,700
-156,700
| -63% | -$10.6M |
|
425
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$41.8M
| $7.04M | 0.04% |
6,390
-488
| -7% | -$732K |
|
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.