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 | |
|---|---|---|---|---|---|---|
726
PUT
ProShares UltraShort Yen
YCS
$30.1M
| $3.22M | 0.02% |
146,400
-73,200
| -33% | -$1.64M |
|
|
B
727
CALL
Barrick Mining
B
$63.2B
| $3.21M | 0.02% |
435,500
-123,700
| -22% | -$922K |
|
728
James Hardie Industries
JHX
$15.4B
| $3.21M | 0.02% |
253,156
+45,931
| +22% | +$567K |
|
|
SYT
729
DELISTED
Syngenta Ag
SYT
| $3.2M | 0.02% |
40,660
-403,821
| -91% | -$28.9M |
|
730
CALL
Consolidated Edison
ED
$40.4B
| $3.19M | 0.02% |
+49,600
| New | +$3.19M |
|
731
CALL
lululemon athletica
LULU
$13.6B
| $3.19M | 0.02% |
60,700
-4,000
| -6% | -$202K |
|
732
News Corp Class B
NWS
$17.2B
| $3.19M | 0.02% |
+228,119
| New | +$3.27M |
|
733
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $3.18M | 0.02% |
44,200
+22,700
| +106% | +$1.6M |
|
734
iShares Global Comm Services ETF
IXP
$520M
| $3.18M | 0.02% |
54,960
+15,788
| +40% | +$934K |
|
735
Bristol-Myers Squibb
BMY
$132B
| $3.17M | 0.02% |
46,142
+40,278
| +687% | +$2.66M |
|
736
American Electric Power
AEP
$69.5B
| $3.17M | 0.02% |
+54,408
| New | +$3.08M |
|
737
US Commodity Index
USCI
$369M
| $3.17M | 0.02% |
78,304
+62,659
| +401% | +$2.58M |
|
738
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.1B
| $3.17M | 0.02% |
869,000
-77,000
| -8% | -$285K |
|
|
VIIX
739
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $3.16M | 0.02% |
+4,657
| New | +$3.13M |
|
740
Blackrock
BLK
$170B
| $3.15M | 0.02% |
+9,255
| New | +$3.15M |
|
|
SCHW
741
PUT
Charles Schwab
SCHW
$181B
| $3.14M | 0.02% |
+95,400
| New | +$3.02M |
|
|
742
CALL
ProShares UltraShort Yen
YCS
$30.1M
| $3.13M | 0.02% |
142,400
-131,200
| -48% | -$2.95M |
|
743
PUT
Union Pacific
UNP
$172B
| $3.13M | 0.02% |
40,000
+29,300
| +274% | +$2.51M |
|
744
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$339M
| $3.13M | 0.02% |
125,375
+18,540
| +17% | +$472K |
|
|
FM
745
DELISTED
iShares Frontier and Select EM ETF
FM
| $3.12M | 0.02% |
125,291
-99,040
| -44% | -$2.54M |
|
746
Humana
HUM
$44B
| $3.12M | 0.02% |
17,462
-14,161
| -45% | -$2.49M |
|
747
Vale
VALE
$63.8B
| $3.11M | 0.02% |
944,996
+570,381
| +152% | +$2.28M |
|
748
PUT
iShares MSCI Switzerland ETF
EWL
$2.21B
| $3.1M | 0.02% |
100,000
| – | – |
|
|
TWTR
749
PUT
DELISTED
Twitter, Inc.
TWTR
| $3.1M | 0.02% |
133,800
+33,500
| +33% | +$894K |
|
750
CALL
Yum! Brands
YUM
$43.3B
| $3.09M | 0.02% |
58,839
+48,685
| +479% | +$2.54M |
|
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.