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 | |
|---|---|---|---|---|---|---|
3901
Exelixis
EXEL
$14.1B
| $90K | ﹤0.01% |
22,609
-422,244
| -95% | -$1.79M |
|
|
EJ
3902
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $90K | ﹤0.01% |
14,527
+3,282
| +29% | +$19.4K |
|
|
TVIX
3903
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $90K | ﹤0.01% |
1
-72
| -99% | -$14.7M |
|
3904
Element Solutions
ESI
$8.68B
| $89K | ﹤0.01% |
10,310
-15,948
| -61% | -$126K |
|
|
TRQ
3905
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $89K | ﹤0.01% |
3,486
-9,124
| -72% | -$206K |
|
|
ACHN
3906
CALL
DELISTED
Achillion Pharmaceuticals
ACHN
| $88K | ﹤0.01% |
11,400
-10,500
| -48% | -$76.9K |
|
3907
PUT
Harmony Gold Mining
HMY
$10.1B
| $87K | ﹤0.01% |
+23,800
| New | +$62.4K |
|
3908
Tidewater
TDW
$3.65B
| $87K | ﹤0.01% |
397
-797
| -67% | -$158K |
|
3909
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
| $86K | ﹤0.01% |
+11,348
| New | +$81.4K |
|
3910
OraSure Technologies
OSUR
$273M
| $86K | ﹤0.01% |
+11,922
| New | +$75.8K |
|
3911
CALL
SiriusXM
SIRI
$10.4B
| $86K | ﹤0.01% |
2,170
+840
| +63% | +$31.4K |
|
|
ADAM
3912
Adamas Trust
ADAM
$803M
| $83K | ﹤0.01% |
+4,377
| New | +$82K |
|
|
GREK
3913
Global X MSCI Greece ETF
GREK
$302M
| $82K | ﹤0.01% |
3,648
-27,325
| -88% | -$565K |
|
|
TRUE
3914
DELISTED
TrueCar
TRUE
| $82K | ﹤0.01% |
+14,732
| New | +$88.9K |
|
3915
Mizuho Financial
MFG
$126B
| $81K | ﹤0.01% |
+27,656
| New | +$89.9K |
|
|
REXX
3916
DELISTED
Rex Energy Corporation
REXX
| $81K | ﹤0.01% |
10,483
-8,609
| -45% | -$76.3K |
|
3917
Century Aluminum
CENX
$4.44B
| $80K | ﹤0.01% |
+11,387
| New | +$63.1K |
|
3918
Novavax
NVAX
$1.22B
| $80K | ﹤0.01% |
+770
| New | +$82.6K |
|
3919
PUT
Teck Resources
TECK
$30.7B
| $79K | ﹤0.01% |
10,400
-20,500
| -66% | -$111K |
|
3920
Sunrun
RUN
$2.27B
| $78K | ﹤0.01% |
+12,090
| New | +$86.9K |
|
|
AKS
3921
PUT
DELISTED
AK Steel Holding Corp
AKS
| $78K | ﹤0.01% |
+18,900
| New | +$54.2K |
|
|
SBND
3922
DELISTED
DEUTSCHE BK AG LONDON DB 3X SHORT US TREAS BD ETN
SBND
| $78K | ﹤0.01% |
20,154
-37,549
| -65% | -$150K |
|
|
EPE
3923
DELISTED
EP Energy Corporation
EPE
| $74K | ﹤0.01% |
16,416
-21,139
| -56% | -$77.5K |
|
|
AGEN
3924
Agenus
AGEN
$329M
| $73K | ﹤0.01% |
+900
| New | +$60.7K |
|
3925
ICL Group
ICL
$6.69B
| $73K | ﹤0.01% |
16,767
-140,863
| -89% | -$581K |
|
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.