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 | |
|---|---|---|---|---|---|---|
1651
PUT
NXP Semiconductors
NXPI
$61.8B
| $1.24M | 0.01% |
15,300
+5,600
| +58% | +$418K |
|
1652
CALL
Texas Instruments
TXN
$255B
| $1.24M | 0.01% |
21,600
+16,100
| +293% | +$855K |
|
1653
iShares MSCI UAE ETF
UAE
$314M
| $1.24M | 0.01% |
+74,312
| New | +$1.15M |
|
1654
VeriSign
VRSN
$25.9B
| $1.24M | 0.01% |
13,954
-14,404
| -51% | -$1.18M |
|
1655
VanEck Israel ETF
ISRA
$151M
| $1.23M | 0.01% |
44,167
-5,620
| -11% | -$151K |
|
1656
PUT
3D Systems Corp
DDD
$441M
| $1.23M | 0.01% |
79,700
-18,500
| -19% | -$191K |
|
1657
First Trust Multi Cap Growth AlphaDEX Fund
FAD
$560M
| $1.23M | 0.01% |
24,896
-3,976
| -14% | -$186K |
|
1658
PUT
Alnylam Pharmaceuticals
ALNY
$27.4B
| $1.23M | 0.01% |
19,600
+16,000
| +444% | +$1.06M |
|
1659
CALL
Capri Holdings
CPRI
$1.82B
| $1.23M | 0.01% |
21,600
-24,800
| -53% | -$1.22M |
|
1660
Northrop Grumman
NOC
$76B
| $1.23M | 0.01% |
6,203
+1,847
| +42% | +$349K |
|
|
PAF
1661
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
| $1.23M | 0.01% |
27,307
+8,674
| +47% | +$353K |
|
1662
PUT
FirstEnergy
FE
$28.2B
| $1.23M | 0.01% |
34,100
+25,800
| +311% | +$867K |
|
1663
Telus
TU
$16.8B
| $1.23M | 0.01% |
75,458
+60,468
| +403% | +$870K |
|
1664
CALL
NOV
NOV
$6.93B
| $1.23M | 0.01% |
39,400
+29,900
| +315% | +$913K |
|
1665
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.9M
| $1.23M | 0.01% |
24,564
+3,052
| +14% | +$150K |
|
|
EUMF
1666
DELISTED
WisdomTree Europe Multifactor Fund
EUMF
| $1.23M | 0.01% |
+48,866
| New | +$1.17M |
|
1667
PUT
Palo Alto Networks
PANW
$265B
| $1.22M | 0.01% |
45,000
-105,000
| -70% | -$2.58M |
|
1668
CALL
Marathon Petroleum
MPC
$91.7B
| $1.22M | 0.01% |
32,900
+27,600
| +521% | +$1.05M |
|
1669
PUT
ProShares UltraPro Dow 30
UDOW
$829M
| $1.22M | 0.01% |
146,400
+116,000
| +382% | +$815K |
|
1670
UnitedHealth
UNH
$383B
| $1.22M | 0.01% |
9,481
+2,226
| +31% | +$263K |
|
|
QIHU
1671
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $1.22M | 0.01% |
16,175
-97,519
| -86% | -$7.05M |
|
|
XLIS
1672
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
| $1.22M | 0.01% |
27,094
+11,515
| +74% | +$518K |
|
|
1673
NXP Semiconductors
NXPI
$61.8B
| $1.22M | 0.01% |
15,014
-17,498
| -54% | -$1.31M |
|
|
MYCC
1674
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $1.22M | 0.01% |
+86,700
| New | +$1.14M |
|
1675
CALL
Core Laboratories
CLB
$477M
| $1.21M | 0.01% |
+10,800
| New | +$1.12M |
|
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.