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 | |
|---|---|---|---|---|---|---|
351
CALL
McDonald's
MCD
$193B
| $7.74M | 0.05% |
65,500
+3,500
| +6% | +$391K |
|
352
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
| $7.73M | 0.05% |
78,308
+35,264
| +82% | +$3.6M |
|
353
Procter & Gamble
PG
$340B
| $7.68M | 0.05% |
96,721
+46,513
| +93% | +$3.55M |
|
354
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $7.68M | 0.05% |
224,700
-19,500
| -8% | -$693K |
|
355
DuPont de Nemours
DD
$18.6B
| $7.67M | 0.05% |
58,842
-9,185
| -14% | -$1.18M |
|
356
IBM
IBM
$213B
| $7.59M | 0.05% |
57,676
+26,447
| +85% | +$3.55M |
|
357
Schwab US Large- Cap ETF
SCHX
$70.3B
| $7.58M | 0.05% |
936,576
-94,104
| -9% | -$767K |
|
358
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
| $7.54M | 0.05% |
126,026
-10,737
| -8% | -$643K |
|
359
Schwab US Broad Market ETF
SCHB
$42.3B
| $7.53M | 0.05% |
921,348
+702,528
| +321% | +$5.79M |
|
|
360
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $7.49M | 0.05% |
232,729
-6,516,830
| -97% | -$223M |
|
361
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $7.47M | 0.05% |
291,351
+88,597
| +44% | +$2.25M |
|
362
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $7.47M | 0.05% |
+376,068
| New | +$7.49M |
|
363
PUT
Biogen
BIIB
$30.9B
| $7.41M | 0.05% |
24,200
-36,300
| -60% | -$10.4M |
|
364
Sprouts Farmers Market
SFM
$7.44B
| $7.33M | 0.05% |
+275,778
| New | +$6.52M |
|
365
Walmart Inc
WMT
$909B
| $7.32M | 0.05% |
358,347
+295,227
| +468% | +$5.92M |
|
366
DB Gold Short ETN due Feb 15 2038
DGZ
$1.89M
| $7.24M | 0.05% |
423,083
+409,301
| +2,970% | +$6.74M |
|
367
Invesco FTSE RAFI US 1000 ETF
PRF
$9.72B
| $7.2M | 0.04% |
414,640
+308,915
| +292% | +$5.44M |
|
368
Tesla
TSLA
$1.18T
| $7.19M | 0.04% |
449,070
+395,115
| +732% | +$5.91M |
|
|
FIEG
369
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
| $7.15M | 0.04% |
64,170
+41,445
| +182% | +$4.73M |
|
|
JKS
370
CALL
JinkoSolar
JKS
$764M
| $7.05M | 0.04% |
+254,900
| New | +$6.54M |
|
371
Citigroup
C
$213B
| $7.02M | 0.04% |
135,726
+97,381
| +254% | +$5.17M |
|
372
ENI
E
$78B
| $7.01M | 0.04% |
235,409
+167,124
| +245% | +$5.39M |
|
373
PUT
CVS Health
CVS
$135B
| $6.95M | 0.04% |
71,100
+29,900
| +73% | +$2.93M |
|
374
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$762M
| $6.94M | 0.04% |
+268,391
| New | +$7.06M |
|
|
LNKD
375
CALL
DELISTED
LinkedIn Corporation
LNKD
| $6.93M | 0.04% |
30,800
-17,000
| -36% | -$3.86M |
|
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.