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 | |
|---|---|---|---|---|---|---|
|
WBA
301
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $8.9M | 0.06% |
104,500
+49,700
| +91% | +$4.22M |
|
|
RSX
302
CALL
DELISTED
VanEck Russia ETF
RSX
| $8.89M | 0.06% |
606,900
+412,700
| +213% | +$6.75M |
|
303
PUT
American International
AIG
$42.8B
| $8.88M | 0.06% |
143,300
+123,500
| +624% | +$7.53M |
|
304
PUT
State Street SPDR S&P Dividend ETF
SDY
$22.2B
| $8.88M | 0.06% |
120,700
+88,300
| +273% | +$6.73M |
|
305
iShares MSCI Turkey ETF
TUR
$200M
| $8.83M | 0.06% |
242,852
+214,673
| +762% | +$8.48M |
|
306
Invesco Variable Rate Preferred ETF
VRP
$2.98B
| $8.77M | 0.05% |
+361,504
| New | +$8.78M |
|
|
SCTY
307
PUT
DELISTED
SolarCity Corporation
SCTY
| $8.67M | 0.05% |
169,900
-18,500
| -10% | -$718K |
|
308
iShares JPMorgan EM High Yield Bond ETF
EMHY
$618M
| $8.64M | 0.05% |
191,878
+38,768
| +25% | +$1.79M |
|
309
Ormat Technologies
ORA
$5.83B
| $8.64M | 0.05% |
236,932
+148,827
| +169% | +$5.42M |
|
310
Lockheed Martin
LMT
$133B
| $8.64M | 0.05% |
+39,772
| New | +$8.63M |
|
311
iShares Core S&P US Growth ETF
IUSG
$30.7B
| $8.63M | 0.05% |
212,712
+157,718
| +287% | +$6.42M |
|
312
PUT
Direxion Daily FTSE China Bear 3X ETF
YANG
$86.3M
| $8.55M | 0.05% |
1,726
+232
| +16% | +$1.05M |
|
313
CALL
Wells Fargo
WFC
$260B
| $8.54M | 0.05% |
157,000
+30,100
| +24% | +$1.63M |
|
314
CALL
ProShares UltraShort QQQ
QID
$299M
| $8.52M | 0.05% |
3,583
-531
| -13% | -$1.3M |
|
315
CALL
CVS Health
CVS
$138B
| $8.46M | 0.05% |
86,500
+20,100
| +30% | +$1.97M |
|
|
UN
316
DELISTED
Unilever NV New York Registry Shares
UN
| $8.43M | 0.05% |
194,603
-234,155
| -55% | -$10.3M |
|
317
CALL
GE Aerospace
GE
$369B
| $8.41M | 0.05% |
56,339
+26,375
| +88% | +$3.75M |
|
|
AGN
318
DELISTED
Allergan plc
AGN
| $8.33M | 0.05% |
26,646
+14,368
| +117% | +$4.28M |
|
319
Schwab U.S Small- Cap ETF
SCHA
$21.9B
| $8.31M | 0.05% |
638,528
+103,720
| +19% | +$1.38M |
|
320
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.3B
| $8.31M | 0.05% |
44,760
-21,600
| -33% | -$4.15M |
|
321
Nike
NKE
$63.2B
| $8.29M | 0.05% |
132,669
-149,987
| -53% | -$9.67M |
|
322
CALL
JPMorgan Chase
JPM
$932B
| $8.28M | 0.05% |
125,400
-322,900
| -72% | -$21M |
|
|
QIHU
323
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $8.28M | 0.05% |
113,694
+74,203
| +188% | +$4.68M |
|
|
BT
324
DELISTED
BT Group plc (ADR)
BT
| $8.27M | 0.05% |
+238,947
| New | +$8.38M |
|
325
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$83.9M
| $8.24M | 0.05% |
500
+450
| +900% | +$7.58M |
|
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.