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 | |
|---|---|---|---|---|---|---|
|
DNR
1301
DELISTED
Denbury Resources, Inc.
DNR
| $1.76M | 0.01% |
794,363
+778,794
| +5,002% | +$1.3M |
|
1302
iShares Expanded Tech Sector ETF
IGM
$9.57B
| $1.76M | 0.01% |
95,526
-106,176
| -53% | -$1.83M |
|
1303
PUT
United Parcel Service
UPS
$88.9B
| $1.76M | 0.01% |
16,700
-20,900
| -56% | -$2.03M |
|
1304
American Financial Group
AFG
$11.9B
| $1.76M | 0.01% |
25,001
+3,834
| +18% | +$263K |
|
1305
PUT
Vanguard Morningstar Large-Cap ETF
VV
$51.2B
| $1.76M | 0.01% |
18,700
+12,500
| +202% | +$1.11M |
|
1306
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$50.9M
| $1.76M | 0.01% |
80,144
+5,047
| +7% | +$99K |
|
|
ALXN
1307
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.75M | 0.01% |
12,600
+5,300
| +73% | +$778K |
|
1308
CALL
AutoZone
AZO
$51.3B
| $1.75M | 0.01% |
2,200
-33,200
| -94% | -$25.1M |
|
1309
A.O. Smith
AOS
$8.55B
| $1.75M | 0.01% |
45,816
+25,464
| +125% | +$890K |
|
1310
CALL
United Airlines
UAL
$38.8B
| $1.75M | 0.01% |
29,200
-24,000
| -45% | -$1.27M |
|
1311
PUT
Vanguard Dividend Appreciation ETF
VIG
$111B
| $1.75M | 0.01% |
21,500
-6,300
| -23% | -$483K |
|
1312
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.97B
| $1.75M | 0.01% |
64,166
+29,853
| +87% | +$807K |
|
1313
American Electric Power
AEP
$70.4B
| $1.74M | 0.01% |
26,266
-28,142
| -52% | -$1.74M |
|
1314
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$70.3M
| $1.74M | 0.01% |
16
+1
| +7% | +$128K |
|
1315
CALL
Enterprise Products Partners
EPD
$83.7B
| $1.74M | 0.01% |
70,700
-79,000
| -53% | -$1.84M |
|
1316
Conagra Brands
CAG
$7.42B
| $1.74M | 0.01% |
50,091
+20,925
| +72% | +$679K |
|
1317
PUT
Royal Gold
RGLD
$16.6B
| $1.74M | 0.01% |
33,900
+17,700
| +109% | +$722K |
|
|
K
1318
DELISTED
Kellanova
K
| $1.74M | 0.01% |
24,152
-6,034
| -20% | -$417K |
|
|
SPLK
1319
CALL
DELISTED
Splunk Inc
SPLK
| $1.73M | 0.01% |
35,400
+18,300
| +107% | +$824K |
|
|
USG
1320
DELISTED
Usg
USG
| $1.73M | 0.01% |
69,801
+51,047
| +272% | +$1.06M |
|
1321
iShares GNMA Bond ETF
GNMA
$423M
| $1.73M | 0.01% |
+34,170
| New | +$1.73M |
|
1322
Transocean
RIG
$5.48B
| $1.73M | 0.01% |
189,222
-195,887
| -51% | -$1.95M |
|
1323
Invesco KBW Bank ETF
KBWB
$6.72B
| $1.72M | 0.01% |
52,100
+14,706
| +39% | +$480K |
|
|
FTW
1324
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
| $1.72M | 0.01% |
56,866
+8,757
| +18% | +$249K |
|
|
TYTE
1325
DELISTED
PROSHARES CDS NORTH AMERICA HY CREDIT ETF
TYTE
| $1.72M | 0.01% |
43,650
+350
| +0.8% | +$13.5K |
|
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.