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 | |
|---|---|---|---|---|---|---|
551
iShares CMBS ETF
CMBS
$474M
| $5.13M | 0.03% |
98,577
+80,503
| +445% | +$4.14M |
|
552
CALL
iShares MSCI United Kingdom ETF
EWU
$4.09B
| $5.12M | 0.03% |
+163,350
| New | +$4.95M |
|
553
PUT
VanEck Semiconductor ETF
SMH
$63.8B
| $5.12M | 0.03% |
185,800
-300,000
| -62% | -$7.57M |
|
554
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$505M
| $5.11M | 0.03% |
+97,627
| New | +$5.04M |
|
|
555
CALL
BP
BP
$107B
| $5.11M | 0.03% |
201,213
+125,268
| +165% | +$3.16M |
|
556
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
| $5.11M | 0.03% |
167,306
+132,282
| +378% | +$4.02M |
|
557
CALL
GameStop
GME
$9.94B
| $5.11M | 0.03% |
643,600
+545,200
| +554% | +$3.92M |
|
558
CALL
Energy Transfer Partners
ET
$69.5B
| $5.1M | 0.03% |
715,100
+623,700
| +682% | +$4.89M |
|
|
JHDG
559
DELISTED
WisdomTree Japan Hedged Quality Dividend Growth Fund
JHDG
| $5.1M | 0.03% |
227,110
+140,890
| +163% | +$3.14M |
|
560
PUT
iShares S&P 500 Growth ETF
IVW
$71.9B
| $5.08M | 0.03% |
175,200
+131,200
| +298% | +$3.61M |
|
|
JSC
561
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
| $5.07M | 0.03% |
95,591
+50,931
| +114% | +$2.59M |
|
562
Palo Alto Networks
PANW
$260B
| $5.07M | 0.03% |
186,534
+164,988
| +766% | +$4.06M |
|
563
Banco Bradesco
BBD
$38.3B
| $5.06M | 0.03% |
1,445,003
+1,376,896
| +2,022% | +$3.58M |
|
|
564
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $5.06M | 0.03% |
195,000
-107,200
| -35% | -$2.71M |
|
565
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$771M
| $5.06M | 0.03% |
204,948
-63,443
| -24% | -$1.54M |
|
|
566
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $5.05M | 0.03% |
194,672
-6,605,382
| -97% | -$167M |
|
567
FlexShares Global Quality Real Estate Index Fund
GQRE
$433M
| $5.05M | 0.03% |
85,507
+77,856
| +1,018% | +$4.29M |
|
568
Alerian MLP ETF
AMLP
$12.9B
| $5.05M | 0.03% |
92,512
+50,427
| +120% | +$2.56M |
|
569
PUT
Intuitive Surgical
ISRG
$130B
| $5.05M | 0.03% |
75,600
+53,100
| +236% | +$3.29M |
|
570
State Street Technology Select Sector SPDR ETF
XLK
$112B
| $5.04M | 0.03% |
227,208
+126,708
| +126% | +$2.62M |
|
571
PUT
Cummins
CMI
$88.5B
| $5.01M | 0.03% |
45,600
+14,100
| +45% | +$1.36M |
|
572
PUT
ProShares UltraShort Bloomberg Natural Gas
KOLD
$122M
| $5M | 0.03% |
+7,590
| New | +$4.79M |
|
573
Delta Air Lines
DAL
$58.8B
| $4.99M | 0.03% |
102,590
+96,137
| +1,490% | +$4.49M |
|
574
Viatris
VTRS
$20.8B
| $4.97M | 0.03% |
107,248
+28,698
| +37% | +$1.39M |
|
|
SHPG
575
PUT
DELISTED
Shire pic
SHPG
| $4.97M | 0.03% |
+28,900
| New | +$4.84M |
|
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.