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 | |
|---|---|---|---|---|---|---|
|
AGN
351
PUT
DELISTED
Allergan plc
AGN
| $8.68M | 0.05% |
32,400
+23,300
| +256% | +$6.67M |
|
352
Ferrari
RACE
$68.6B
| $8.68M | 0.05% |
+208,075
| New | +$8.4M |
|
353
CALL
Becton Dickinson
BDX
$45.8B
| $8.62M | 0.05% |
+58,220
| New | +$8.26M |
|
354
General Motors
GM
$81.7B
| $8.58M | 0.05% |
272,873
+255,161
| +1,441% | +$7.68M |
|
355
Ormat Technologies
ORA
$6.05B
| $8.54M | 0.05% |
207,096
-29,836
| -13% | -$1.11M |
|
356
Goldman Sachs
GS
$305B
| $8.46M | 0.05% |
53,878
+21,371
| +66% | +$3.31M |
|
357
PUT
ProShares UltraPro Russell2000
URTY
$330M
| $8.42M | 0.05% |
248,400
+232,600
| +1,472% | +$6.56M |
|
|
358
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $8.36M | 0.05% |
244,100
-830,900
| -77% | -$25.7M |
|
|
359
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $8.35M | 0.05% |
321,800
-336,600
| -51% | -$8.52M |
|
360
Vale
VALE
$62.6B
| $8.33M | 0.05% |
1,978,160
+1,033,164
| +109% | +$3.21M |
|
361
DB Gold Short ETN due Feb 15 2038
DGZ
$1.78M
| $8.27M | 0.05% |
571,112
+148,029
| +35% | +$2.25M |
|
362
Vanguard Large-Cap ETF
VV
$52B
| $8.25M | 0.05% |
87,743
+66,059
| +305% | +$5.89M |
|
363
Bausch Health
BHC
$1.69B
| $8.24M | 0.05% |
313,313
+248,237
| +381% | +$18.4M |
|
|
OPPJ
364
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$274M
| $8.21M | 0.05% |
526,322
+456,230
| +651% | +$7.03M |
|
365
iShares MSCI Europe Financials ETF
EUFN
$4.05B
| $8.2M | 0.05% |
457,976
+266,514
| +139% | +$4.75M |
|
366
iShares Europe ETF
IEV
$1.64B
| $8.18M | 0.05% |
209,227
-22,616
| -10% | -$853K |
|
367
iShares 1-3 Year International Treasury Bond ETF
ISHG
$827M
| $8.16M | 0.05% |
99,558
+45,613
| +85% | +$3.62M |
|
368
PUT
WisdomTree US AI Enhanced Value Fund
AIVL
$433M
| $8.16M | 0.05% |
108,200
+58,200
| +116% | +$4.09M |
|
369
PUT
McDonald's
MCD
$194B
| $8.09M | 0.05% |
64,400
-38,200
| -37% | -$4.56M |
|
370
Ambev
ABEV
$48.4B
| $8.08M | 0.05% |
1,560,294
+1,547,519
| +12,114% | +$7.12M |
|
371
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.85B
| $8.08M | 0.05% |
92,303
+79,485
| +620% | +$7M |
|
|
SNP
372
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $8.06M | 0.05% |
123,746
+96,618
| +356% | +$5.57M |
|
373
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$84.4M
| $8.03M | 0.05% |
196,500
+83,200
| +73% | +$3.68M |
|
374
Amgen
AMGN
$212B
| $8.03M | 0.05% |
53,539
+27,608
| +106% | +$4.1M |
|
375
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $8.02M | 0.05% |
+79,598
| New | +$8.01M |
|
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.