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 | |
|---|---|---|---|---|---|---|
|
TIF
776
PUT
DELISTED
Tiffany & Co.
TIF
| $3.41M | 0.02% |
46,500
+41,400
| +812% | +$2.78M |
|
777
iShares California Muni Bond ETF
CMF
$4.56B
| $3.41M | 0.02% |
57,168
+16,742
| +41% | +$996K |
|
778
PUT
Illumina
ILMN
$28.9B
| $3.4M | 0.02% |
21,588
+14,598
| +209% | +$2.23M |
|
779
Mondelez International
MDLZ
$83.7B
| $3.4M | 0.02% |
84,617
+40,366
| +91% | +$1.64M |
|
780
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.13B
| $3.39M | 0.02% |
+74,867
| New | +$3.23M |
|
|
VPU
781
Vanguard Utilities ETF
VPU
$8.61B
| $3.38M | 0.02% |
+31,480
| New | +$3.15M |
|
782
CALL
3M
MMM
$92.6B
| $3.38M | 0.02% |
24,279
+4,425
| +22% | +$568K |
|
783
CALL
PNC Financial Services
PNC
$99.3B
| $3.37M | 0.02% |
39,900
+19,800
| +99% | +$1.69M |
|
784
PUT
Alerian MLP ETF
AMLP
$12.9B
| $3.36M | 0.02% |
61,580
+53,280
| +642% | +$2.71M |
|
785
CALL
Newmont
NEM
$94.7B
| $3.36M | 0.02% |
126,400
+103,300
| +447% | +$2.39M |
|
786
CALL
Union Pacific
UNP
$173B
| $3.36M | 0.02% |
42,200
+30,900
| +273% | +$2.39M |
|
787
iShares Global Tech ETF
IXN
$7.94B
| $3.35M | 0.02% |
201,540
+13,764
| +7% | +$213K |
|
788
PUT
Walmart Inc
WMT
$906B
| $3.35M | 0.02% |
146,700
-77,700
| -35% | -$1.7M |
|
789
Spectrum Brands
SPB
$2.04B
| $3.34M | 0.02% |
30,551
-1,109
| -4% | -$109K |
|
790
Sprott Gold Miners ETF
SGDM
$531M
| $3.34M | 0.02% |
179,209
-25,157
| -12% | -$397K |
|
791
iShares Micro-Cap ETF
IWC
$1.42B
| $3.33M | 0.02% |
+49,069
| New | +$3.17M |
|
792
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $3.33M | 0.02% |
98,500
+58,400
| +146% | +$1.81M |
|
793
PUT
Phillips 66
PSX
$83.5B
| $3.33M | 0.02% |
38,400
+34,800
| +967% | +$2.83M |
|
|
FIEE
794
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $3.32M | 0.02% |
+28,962
| New | +$3.24M |
|
795
CALL
AT&T
T
$167B
| $3.31M | 0.02% |
112,010
-72,026
| -39% | -$1.99M |
|
|
X
796
CALL
DELISTED
US Steel
X
| $3.31M | 0.02% |
206,300
+700
| +0.3% | +$6.98K |
|
797
Rogers Communications
RCI
$19B
| $3.31M | 0.02% |
82,690
+75,438
| +1,040% | +$2.73M |
|
798
CALL
American Express
AXP
$226B
| $3.3M | 0.02% |
53,700
+24,100
| +81% | +$1.4M |
|
799
American International
AIG
$42.7B
| $3.29M | 0.02% |
60,800
+31,704
| +109% | +$1.71M |
|
800
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
| $3.28M | 0.02% |
107,213
+75,772
| +241% | +$2.3M |
|
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.