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 | |
|---|---|---|---|---|---|---|
101
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.35B
| $28.1M | 0.17% |
1,003,600
-277,100
| -22% | -$9.62M |
|
102
PUT
Tesla
TSLA
$1.24T
| $28M | 0.17% |
1,750,500
-1,462,500
| -46% | -$21.9M |
|
103
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.4M
| $27.7M | 0.17% |
1,468,400
+700,400
| +91% | +$12.6M |
|
104
AT&T
T
$165B
| $27.2M | 0.17% |
1,046,736
+879,161
| +525% | +$22.3M |
|
105
CALL
ProShares UltraPro S&P 500
UPRO
$5.08B
| $27M | 0.17% |
2,584,200
-1,576,200
| -38% | -$16.8M |
|
106
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$69.2M
| $26.3M | 0.16% |
13
-3
| -19% | -$6.36M |
|
107
CALL
AutoZone
AZO
$48.3B
| $26.3M | 0.16% |
35,400
+29,200
| +471% | +$22.3M |
|
108
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.26B
| $26M | 0.16% |
+375,258
| New | +$26.2M |
|
109
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
| $25.9M | 0.16% |
483,036
+332,676
| +221% | +$18M |
|
110
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$632M
| $25.7M | 0.16% |
4,808
-872
| -15% | -$3.52M |
|
111
CALL
ProShares Ultra NASDAQ Biotechnology
BIB
$82.2M
| $25.6M | 0.16% |
358,600
+7,400
| +2% | +$494K |
|
112
CALL
Direxion Daily FTSE China Bear 3X ETF
YANG
$97.6M
| $25.5M | 0.16% |
5,154
+2,720
| +112% | +$12.3M |
|
113
CALL
Amgen
AMGN
$203B
| $25.5M | 0.16% |
157,300
+73,500
| +88% | +$11.6M |
|
114
PUT
Bausch Health
BHC
$1.65B
| $25.2M | 0.16% |
248,300
+172,300
| +227% | +$19.4M |
|
115
iShares MSCI Germany ETF
EWG
$1.53B
| $25.2M | 0.16% |
962,274
-364,354
| -27% | -$9.65M |
|
116
ING
ING
$93.8B
| $25.1M | 0.16% |
1,864,155
+781,569
| +72% | +$11M |
|
|
AMJ
117
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $24.9M | 0.15% |
858,780
+578,247
| +206% | +$17.7M |
|
118
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $24.4M | 0.15% |
231,106
+179,077
| +344% | +$19.1M |
|
119
CALL
ProShares UltraShort Euro
EUO
$35.6M
| $24.1M | 0.15% |
944,300
+762,900
| +421% | +$19.3M |
|
|
UWTI
120
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
| $23.9M | 0.15% |
606,032
+588,918
| +3,441% | +$46.4M |
|
121
CALL
Microsoft
MSFT
$2.84T
| $23.9M | 0.15% |
431,300
+276,200
| +178% | +$14.5M |
|
122
iShares Russell Mid-Cap ETF
IWR
$56.8B
| $23.9M | 0.15% |
596,104
+510,140
| +593% | +$20.8M |
|
123
PUT
Booking.com
BKNG
$138B
| $23.7M | 0.15% |
465,000
-882,500
| -65% | -$46.6M |
|
124
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $23.7M | 0.15% |
1,317
+1,301
| +8,131% | +$22.7M |
|
125
PUT
FedEx
FDX
$74.5B
| $23.5M | 0.15% |
157,700
+144,200
| +1,068% | +$22.3M |
|
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.