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 |
BP
BP
|
+$183M |
| 2 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$119M |
| 3 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$91.3M |
| 4 |
iShare MSCI Eurozone ETF
EZU
|
+$68.3M |
| 5 |
Vodafone
VOD
|
+$66.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$223M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$190M |
| 3 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$131M |
| 4 |
Comcast
CMCSA
|
+$123M |
| 5 |
TotalEnergies
TTE
|
+$98.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 2.5% |
| 2 | Communication Services | 2.45% |
| 3 | Healthcare | 2.38% |
| 4 | Consumer Discretionary | 1.89% |
| 5 | Financials | 1.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
CALL
Qualcomm
QCOM
$170B
| $9.59M | 0.06% |
191,800
+145,900
| +318% | +$7.78M |
|
277
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$233M
| $9.58M | 0.06% |
40,900
-61,090
| -60% | -$19.1M |
|
278
CALL
iShares Core S&P Small-Cap ETF
IJR
$110B
| $9.57M | 0.06% |
173,800
+165,800
| +2,073% | +$9.34M |
|
279
PUT
ProShares Ultra S&P500
SSO
$7.68B
| $9.52M | 0.06% |
1,208,800
-328,800
| -21% | -$2.62M |
|
|
TWTR
280
CALL
DELISTED
Twitter, Inc.
TWTR
| $9.51M | 0.06% |
411,000
+75,300
| +22% | +$2.01M |
|
|
ALXN
281
DELISTED
Alexion Pharmaceuticals
ALXN
| $9.47M | 0.06% |
49,667
+44,729
| +906% | +$7.81M |
|
282
Vanguard Mid-Cap ETF
VO
$107B
| $9.47M | 0.06% |
315,392
-219,304
| -41% | -$6.69M |
|
|
GMCR
283
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $9.47M | 0.06% |
105,200
+88,700
| +538% | +$5.51M |
|
284
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.32B
| $9.44M | 0.06% |
50,840
-41,840
| -45% | -$8.04M |
|
285
iShares Agency Bond ETF
AGZ
$560M
| $9.42M | 0.06% |
+83,226
| New | +$9.44M |
|
286
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
| $9.41M | 0.06% |
111,868
-193,633
| -63% | -$16.5M |
|
287
NatWest
NWG
$70B
| $9.41M | 0.06% |
984,704
+396,460
| +67% | +$4.03M |
|
288
Vanguard Small-Cap ETF
VB
$79.7B
| $9.38M | 0.06% |
84,786
+34,006
| +67% | +$3.85M |
|
289
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$383M
| $9.33M | 0.06% |
228,660
+141,467
| +162% | +$6.26M |
|
290
PUT
Goldman Sachs
GS
$293B
| $9.32M | 0.06% |
51,700
+29,500
| +133% | +$5.48M |
|
291
CALL
Costco
COST
$432B
| $9.3M | 0.06% |
57,600
-49,100
| -46% | -$7.76M |
|
292
iShares Europe ETF
IEV
$1.64B
| $9.3M | 0.06% |
+231,843
| New | +$9.6M |
|
293
PUT
iShares US Oil & Gas Exploration & Production ETF
IEO
$565M
| $9.28M | 0.06% |
175,300
+79,100
| +82% | +$4.76M |
|
294
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $9.22M | 0.06% |
276,361
+199,898
| +261% | +$7.03M |
|
295
CALL
VanEck Gold Miners ETF
GDX
$22.3B
| $9.17M | 0.06% |
668,500
-848,700
| -56% | -$12.3M |
|
296
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$117B
| $9.12M | 0.06% |
278,900
+155,400
| +126% | +$5.35M |
|
|
297
CALL
ProShares Ultra S&P500
SSO
$7.68B
| $9.09M | 0.06% |
1,153,600
+969,600
| +527% | +$7.72M |
|
|
QGENF
298
DELISTED
QIAGEN NV
QGENF
| $9.04M | 0.06% |
327,099
+72,926
| +29% | +$2.02M |
|
299
PUT
ProShares Ultra Energy
DIG
$81M
| $8.97M | 0.06% |
239,760
-88,560
| -27% | -$3.97M |
|
300
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $8.95M | 0.06% |
+124,200
| New | +$8.78M |
|
Similar funds
Jane Street's Q4 2015 Portfolio in Review
As of Q4 2015, Jane Street held 4,921 positions worth $16.1B, up 0.67% from $16B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Jane Street's Q4 2015 filing shows 1,433 new, 1,299 increased, 1,166 reduced and 994 closed positions. Its largest new stake was BP: 6,420,933 shares worth $169M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $223M.
By sector, the portfolio is most concentrated in Energy at 2.5% of assets, up from 1.7% a quarter earlier, followed by Communication Services and Healthcare.
- Jane Street's largest Q4 2015 buy was BP: 6,420,933 shares worth $169M.
- Jane Street added most to WisdomTree Japan Hedged Equity Fund in Q4 2015, an estimated $119M increase.
- Jane Street's biggest Q4 2015 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $223M.
- Jane Street fully exited Vanguard FTSE All-World ex-US ETF in Q4 2015, selling an estimated $131M.
- Jane Street's ten largest holdings make up 16% of its $16.1B portfolio in Q4 2015.
- Jane Street opened 1,433 new positions and closed 994 in Q4 2015.
- Jane Street's portfolio value rose 0.67% quarter-over-quarter to $16.1B.
Based on Jane Street's 13F filing for Q4 2015, filed 16 Feb 2016.