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 | |
|---|---|---|---|---|---|---|
76
Invesco QQQ Trust
QQQ
$450B
| $37.3M | 0.23% |
333,760
+242,368
| +265% | +$27M |
|
77
PUT
Baidu
BIDU
$35.8B
| $36M | 0.22% |
190,500
+48,500
| +34% | +$8.94M |
|
78
CALL
Walt Disney
DIS
$165B
| $35.7M | 0.22% |
340,200
-93,700
| -22% | -$10.4M |
|
79
PUT
ProShares UltraPro QQQ
TQQQ
$31.7B
| $34.7M | 0.22% |
14,592,000
-3,571,200
| -20% | -$8.49M |
|
80
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $34.6M | 0.22% |
1,148,000
+1,135,400
| +9,011% | +$37.4M |
|
|
81
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.5B
| $34.6M | 0.22% |
1,075,000
-4,641,900
| -81% | -$159M |
|
82
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.52B
| $34.5M | 0.21% |
1,665,200
-932,800
| -36% | -$19.7M |
|
83
CALL
ProShares UltraShort S&P500
SDS
$424M
| $34.5M | 0.21% |
17,290
+1,765
| +11% | +$3.54M |
|
84
Tenaris
TS
$29.1B
| $34.4M | 0.21% |
1,445,429
+928,289
| +180% | +$23.5M |
|
85
PUT
iShares MSCI South Korea ETF
EWY
$22.7B
| $34.2M | 0.21% |
688,000
+192,000
| +39% | +$10.1M |
|
|
86
iShares MSCI South Korea ETF
EWY
$22.7B
| $34.1M | 0.21% |
686,430
-551,414
| -45% | -$29M |
|
87
CALL
iShares MSCI Germany ETF
EWG
$1.53B
| $34M | 0.21% |
1,297,100
-277,600
| -18% | -$7.36M |
|
88
CALL
Netflix
NFLX
$292B
| $33.3M | 0.21% |
2,910,000
-1,059,000
| -27% | -$12.1M |
|
|
VXX
89
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $33.1M | 0.21% |
102,894
+95,169
| +1,232% | +$30.3M |
|
|
90
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $32.1M | 0.2% |
1,065,768
+565,768
| +113% | +$18.6M |
|
91
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $32.1M | 0.2% |
728,500
+22,100
| +3% | +$970K |
|
92
Meta Platforms (Facebook)
META
$1.51T
| $32.1M | 0.2% |
306,539
+286,238
| +1,410% | +$29.4M |
|
93
Diageo
DEO
$46.2B
| $31.3M | 0.2% |
+287,336
| New | +$32.4M |
|
94
Vanguard Global ex-US Real Estate ETF
VNQI
$3.46B
| $31.3M | 0.2% |
613,197
+263,087
| +75% | +$13.8M |
|
|
95
PUT
iShares MSCI Germany ETF
EWG
$1.53B
| $30.7M | 0.19% |
1,170,500
-1,185,500
| -50% | -$31.4M |
|
|
96
CALL
ProShares UltraPro QQQ
TQQQ
$31.7B
| $30.2M | 0.19% |
12,686,400
-576,000
| -4% | -$1.37M |
|
97
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $30.2M | 0.19% |
118,800
+82,500
| +227% | +$21.5M |
|
|
AGN
98
CALL
DELISTED
Allergan plc
AGN
| $29.3M | 0.18% |
+93,900
| New | +$28M |
|
|
CELG
99
DELISTED
Celgene Corp
CELG
| $28.4M | 0.18% |
237,468
+150,810
| +174% | +$17.4M |
|
|
VXX
100
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $28.2M | 0.18% |
87,619
+76,663
| +700% | +$24.4M |
|
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.