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 | |
|---|---|---|---|---|---|---|
476
Sibanye-Stillwater
SBSW
$6.43B
| $6.05M | 0.03% |
423,121
-1,897,602
| -82% | -$20.5M |
|
477
iShares TIPS Bond ETF
TIP
$14.5B
| $6.05M | 0.03% |
52,758
+6,764
| +15% | +$756K |
|
478
lululemon athletica
LULU
$13.6B
| $6.01M | 0.03% |
88,791
-41,359
| -32% | -$2.48M |
|
479
PUT
iShares US Technology ETF
IYW
$23.5B
| $6.01M | 0.03% |
221,600
+201,600
| +1,008% | +$5.09M |
|
|
WUBA
480
CALL
DELISTED
58.com Inc
WUBA
| $5.99M | 0.03% |
107,600
+74,000
| +220% | +$4.09M |
|
481
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$250M
| $5.98M | 0.03% |
+245,635
| New | +$5.72M |
|
482
PUT
Acuity Brands
AYI
$10.1B
| $5.98M | 0.03% |
+27,400
| New | +$5.65M |
|
483
CALL
Comcast
CMCSA
$84B
| $5.97M | 0.03% |
195,400
+151,600
| +346% | +$4.35M |
|
484
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
| $5.95M | 0.03% |
15
+2
| +15% | +$2.11M |
|
485
iShares S&P GSCI Commodity-Indexed Trust
GSG
$995M
| $5.93M | 0.03% |
+430,369
| New | +$5.73M |
|
486
DuPont de Nemours
DD
$18.7B
| $5.91M | 0.03% |
45,886
-12,956
| -22% | -$1.55M |
|
487
Costco
COST
$423B
| $5.9M | 0.03% |
37,446
+3,497
| +10% | +$530K |
|
488
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$75.1M
| $5.86M | 0.03% |
237,754
+227,571
| +2,235% | +$5.5M |
|
489
CALL
RTX Corp
RTX
$289B
| $5.85M | 0.03% |
92,798
+45,764
| +97% | +$2.65M |
|
|
X
490
DELISTED
US Steel
X
| $5.84M | 0.03% |
+363,578
| New | +$3.62M |
|
491
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$553M
| $5.83M | 0.03% |
10,623
+8,312
| +360% | +$5.26M |
|
492
CALL
Freeport-McMoran
FCX
$91.2B
| $5.81M | 0.03% |
562,300
+262,700
| +88% | +$1.85M |
|
493
CALL
EOG Resources
EOG
$77.5B
| $5.79M | 0.03% |
79,700
+38,700
| +94% | +$2.67M |
|
494
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $5.78M | 0.03% |
43,600
-94,300
| -68% | -$11.8M |
|
|
WBA
495
DELISTED
Walgreens Boots Alliance
WBA
| $5.77M | 0.03% |
68,447
-168,192
| -71% | -$13.4M |
|
496
PUT
Visa
V
$684B
| $5.75M | 0.03% |
75,200
+48,500
| +182% | +$3.52M |
|
497
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $5.75M | 0.03% |
47,363
-136,646
| -74% | -$14.8M |
|
498
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$191M
| $5.74M | 0.03% |
+323,676
| New | +$5.41M |
|
|
EVHC
499
CALL
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $5.74M | 0.03% |
+94,021
| New | +$6.18M |
|
500
CALL
American International
AIG
$41.8B
| $5.74M | 0.03% |
106,100
-179,500
| -63% | -$9.69M |
|
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.