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 | |
|---|---|---|---|---|---|---|
|
DEE
1726
DELISTED
DB Commodity Double Short ETN due April 1, 2038
DEE
| $1.15M | 0.01% |
12,605
+1,759
| +16% | +$170K |
|
1727
WBI BullBear Quality 3000 ETF
WBIL
$30M
| $1.14M | 0.01% |
52,619
-20,840
| -28% | -$449K |
|
1728
First Trust Latin America AlphaDEX Fund
FLN
$37.8M
| $1.14M | 0.01% |
73,980
+46,237
| +167% | +$618K |
|
|
ANDV
1729
DELISTED
Andeavor
ANDV
| $1.14M | 0.01% |
13,296
+6,163
| +86% | +$529K |
|
1730
PUT
Accenture
ACN
$99.9B
| $1.14M | 0.01% |
+9,900
| New | +$1.02M |
|
1731
KT
KT
$8.8B
| $1.14M | 0.01% |
84,997
-134,487
| -61% | -$1.62M |
|
1732
Amplify BlueStar Israel Technology ETF
ITEQ
$112M
| $1.14M | 0.01% |
47,404
+33,304
| +236% | +$741K |
|
1733
Five Below
FIVE
$12.1B
| $1.14M | 0.01% |
+27,473
| New | +$1M |
|
1734
Credit Acceptance
CACC
$5.81B
| $1.13M | 0.01% |
6,244
+3,707
| +146% | +$707K |
|
1735
Signet Jewelers
SIG
$3.72B
| $1.13M | 0.01% |
9,141
-3,050
| -25% | -$347K |
|
|
MBLY
1736
CALL
DELISTED
Mobileye N.V.
MBLY
| $1.13M | 0.01% |
30,400
+300
| +1% | +$9.55K |
|
1737
CALL
Hershey
HSY
$35.9B
| $1.13M | 0.01% |
12,300
-12,300
| -50% | -$1.1M |
|
1738
CALL
Thermo Fisher Scientific
TMO
$214B
| $1.13M | 0.01% |
8,000
+1,400
| +21% | +$188K |
|
1739
Telefônica Brasil
VIV
$20.6B
| $1.13M | 0.01% |
90,723
+12,809
| +16% | +$125K |
|
1740
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
| $1.13M | 0.01% |
4,833
-16,846
| -78% | -$2.99M |
|
1741
iShares S&P India Nifty 50 Index Fund
INDY
$562M
| $1.13M | 0.01% |
42,032
-83,735
| -67% | -$2.11M |
|
1742
CALL
Harley-Davidson
HOG
$2.59B
| $1.13M | 0.01% |
22,000
+11,500
| +110% | +$502K |
|
1743
WisdomTree International Equity Fund
DWM
$681M
| $1.13M | 0.01% |
24,634
-77,244
| -76% | -$3.41M |
|
1744
PUT
Credicorp
BAP
$32B
| $1.13M | 0.01% |
+8,600
| New | +$947K |
|
1745
CALL
Ford
F
$59.3B
| $1.13M | 0.01% |
83,400
-267,900
| -76% | -$3.37M |
|
|
BLUE
1746
DELISTED
bluebird bio
BLUE
| $1.12M | 0.01% |
2,040
+29
| +1% | +$17.8K |
|
1747
First Trust Mid Cap Value AlphaDEX Fund
FNK
$229M
| $1.12M | 0.01% |
39,824
+20,193
| +103% | +$515K |
|
|
MGIC
1748
DELISTED
Magic Software Enterprises
MGIC
| $1.12M | 0.01% |
+165,686
| New | +$1.03M |
|
|
EMCG
1749
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
| $1.12M | 0.01% |
54,374
-5,743
| -10% | -$105K |
|
1750
Antero Resources
AR
$10.9B
| $1.12M | 0.01% |
44,935
-43,734
| -49% | -$1.05M |
|
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.