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 | |
|---|---|---|---|---|---|---|
451
Costco
COST
$423B
| $5.48M | 0.03% |
33,949
+18,829
| +125% | +$2.98M |
|
452
Vanguard Health Care ETF
VHT
$18.3B
| $5.45M | 0.03% |
41,036
-6,737
| -14% | -$878K |
|
453
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $5.44M | 0.03% |
129,851
+10,633
| +9% | +$460K |
|
454
iShares International Select Dividend ETF
IDV
$8.46B
| $5.43M | 0.03% |
189,138
+63,738
| +51% | +$1.88M |
|
455
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.23B
| $5.43M | 0.03% |
199,830
-1,616,619
| -89% | -$44.6M |
|
|
RSX
456
PUT
DELISTED
VanEck Russia ETF
RSX
| $5.42M | 0.03% |
370,100
+42,100
| +13% | +$688K |
|
457
CALL
ProShares UltraShort Russell2000
TWM
$43.8M
| $5.42M | 0.03% |
6,895
+340
| +5% | +$261K |
|
|
SODA
458
DELISTED
SodaStream International Ltd
SODA
| $5.4M | 0.03% |
+331,213
| New | +$5.08M |
|
459
Bruker
BRKR
$9.79B
| $5.39M | 0.03% |
221,956
+211,859
| +2,098% | +$4.4M |
|
|
VMW
460
CALL
DELISTED
VMware, Inc
VMW
| $5.38M | 0.03% |
+95,200
| New | +$5.92M |
|
461
McDonald's
MCD
$191B
| $5.37M | 0.03% |
45,480
+40,815
| +875% | +$4.56M |
|
|
HNP
462
DELISTED
Huaneng Power Intl, Inc.
HNP
| $5.36M | 0.03% |
156,271
+56,088
| +56% | +$2.27M |
|
463
CALL
Salesforce
CRM
$148B
| $5.35M | 0.03% |
68,200
+58,600
| +610% | +$4.58M |
|
464
First Trust Multi Cap Value AlphaDEX Fund
FAB
$164M
| $5.35M | 0.03% |
131,226
+119,437
| +1,013% | +$5.07M |
|
465
ProShares UltraShort Bloomberg Crude Oil
SCO
$678M
| $5.33M | 0.03% |
996
+543
| +120% | +$2.19M |
|
|
FBR
466
DELISTED
Fibria Celulose Sa
FBR
| $5.32M | 0.03% |
+419,475
| New | +$5.75M |
|
467
CALL
PayPal
PYPL
$49.3B
| $5.3M | 0.03% |
146,300
+77,100
| +111% | +$2.72M |
|
|
LNKD
468
PUT
DELISTED
LinkedIn Corporation
LNKD
| $5.29M | 0.03% |
23,500
-1,100
| -4% | -$250K |
|
469
PUT
SLB Ltd
SLB
$72.6B
| $5.26M | 0.03% |
75,400
+59,600
| +377% | +$4.46M |
|
470
CALL
Southwest Airlines
LUV
$22.3B
| $5.25M | 0.03% |
122,000
+79,200
| +185% | +$3.51M |
|
471
Amplify Cybersecurity ETF
HACK
$2.64B
| $5.25M | 0.03% |
202,579
+120,724
| +147% | +$3.19M |
|
472
CALL
Starbucks
SBUX
$121B
| $5.25M | 0.03% |
87,400
+9,100
| +12% | +$554K |
|
473
Vanguard Energy ETF
VDE
$9.97B
| $5.24M | 0.03% |
63,092
+10,223
| +19% | +$932K |
|
474
CALL
iShares Micro-Cap ETF
IWC
$1.45B
| $5.24M | 0.03% |
+72,700
| New | +$5.36M |
|
475
iShares International Treasury Bond ETF
IGOV
$1.53B
| $5.21M | 0.03% |
+116,106
| New | +$5.24M |
|
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.