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 | |
|---|---|---|---|---|---|---|
526
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $4.7M | 0.03% |
77,288
-25,654
| -25% | -$1.56M |
|
527
Vanguard Materials ETF
VAW
$3.02B
| $4.69M | 0.03% |
49,809
+39,398
| +378% | +$3.8M |
|
528
WisdomTree International MidCap Dividend Fund
DIM
$167M
| $4.69M | 0.03% |
84,460
+31,841
| +61% | +$1.79M |
|
529
CALL
Visa
V
$673B
| $4.68M | 0.03% |
60,300
-42,900
| -42% | -$3.32M |
|
|
TTM
530
DELISTED
Tata Motors Limited
TTM
| $4.67M | 0.03% |
158,528
-150,749
| -49% | -$4.38M |
|
531
CALL
BlackBerry
BB
$4.95B
| $4.66M | 0.03% |
+502,600
| New | +$3.86M |
|
532
Manulife Financial
MFC
$74B
| $4.65M | 0.03% |
310,483
-248,987
| -45% | -$4.02M |
|
533
Petrobras
PBR
$123B
| $4.65M | 0.03% |
1,081,468
+292,958
| +37% | +$1.43M |
|
|
YHOO
534
DELISTED
Yahoo Inc
YHOO
| $4.65M | 0.03% |
139,818
+113,068
| +423% | +$3.77M |
|
535
PUT
CME Group
CME
$96.1B
| $4.65M | 0.03% |
51,300
+41,700
| +434% | +$3.92M |
|
|
SCHW
536
Charles Schwab
SCHW
$181B
| $4.62M | 0.03% |
140,425
+125,633
| +849% | +$3.98M |
|
537
CALL
Adobe
ADBE
$98.5B
| $4.6M | 0.03% |
49,000
+18,200
| +59% | +$1.64M |
|
538
PUT
Walmart Inc
WMT
$884B
| $4.58M | 0.03% |
224,400
-360,000
| -62% | -$7.22M |
|
539
CALL
Verizon
VZ
$193B
| $4.57M | 0.03% |
98,800
+13,500
| +16% | +$613K |
|
540
PUT
Costco
COST
$423B
| $4.55M | 0.03% |
28,200
-107,200
| -79% | -$16.9M |
|
541
Schwab US Large-Cap Growth ETF
SCHG
$59.1B
| $4.54M | 0.03% |
687,944
+160,376
| +30% | +$1.07M |
|
|
HEWG
542
DELISTED
iShares Currency Hedged MSCI Germany ETF
HEWG
| $4.54M | 0.03% |
186,420
-22,066
| -11% | -$544K |
|
543
Invesco DB Agriculture Fund
DBA
$1.23B
| $4.54M | 0.03% |
220,067
+111,146
| +102% | +$2.31M |
|
|
QUNR
544
DELISTED
Qunar Cayman Islands Limited
QUNR
| $4.54M | 0.03% |
85,995
+49,428
| +135% | +$2.14M |
|
545
First Trust Dorsey Wright Focus 5 ETF
FV
$3.63B
| $4.53M | 0.03% |
192,916
-409,509
| -68% | -$9.48M |
|
546
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
| $4.53M | 0.03% |
94,236
+48,586
| +106% | +$2.42M |
|
547
AdvisorShares Insider Advantage ETF
SURE
$56.5M
| $4.52M | 0.03% |
83,578
+39,608
| +90% | +$2.2M |
|
|
RTN
548
DELISTED
Raytheon Company
RTN
| $4.51M | 0.03% |
+36,200
| New | +$4.35M |
|
549
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $4.5M | 0.03% |
+207,400
| New | +$4.6M |
|
550
Alkermes
ALKS
$8.39B
| $4.49M | 0.03% |
56,603
+47,730
| +538% | +$3.34M |
|
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.