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 | |
|---|---|---|---|---|---|---|
126
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.42M
| $23.3M | 0.15% |
+2,625,979
| New | +$21.6M |
|
127
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $22.9M | 0.14% |
251,600
-53,900
| -18% | -$4.94M |
|
128
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
| $22.9M | 0.14% |
225,400
+118,100
| +110% | +$12.5M |
|
129
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.47B
| $22.2M | 0.14% |
184,009
+176,181
| +2,251% | +$25.1M |
|
|
GOLD
130
DELISTED
Randgold Resources Ltd
GOLD
| $22.1M | 0.14% |
359,254
+194,074
| +117% | +$12.3M |
|
131
CALL
Chipotle Mexican Grill
CMG
$42.6B
| $21.6M | 0.13% |
2,255,000
+2,065,000
| +1,087% | +$25.3M |
|
132
PUT
lululemon athletica
LULU
$13.4B
| $21.5M | 0.13% |
410,300
+398,000
| +3,236% | +$20.1M |
|
133
CALL
Bausch Health
BHC
$1.67B
| $21.5M | 0.13% |
211,500
+183,300
| +650% | +$20.6M |
|
134
CALL
JD.com
JD
$41.8B
| $21.4M | 0.13% |
+662,900
| New | +$19.5M |
|
135
Barclays
BCS
$96.3B
| $21.3M | 0.13% |
1,757,466
+422,098
| +32% | +$5.6M |
|
136
PUT
Walt Disney
DIS
$168B
| $21.3M | 0.13% |
202,800
+26,400
| +15% | +$2.94M |
|
137
iShares Core MSCI Europe ETF
IEUR
$8.8B
| $20.8M | 0.13% |
492,242
+414,537
| +533% | +$18M |
|
|
138
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.47B
| $20.6M | 0.13% |
170,425
-36,575
| -18% | -$5.21M |
|
139
CALL
Chevron
CVX
$378B
| $20.3M | 0.13% |
225,200
+118,000
| +110% | +$10.6M |
|
140
PUT
State Street SPDR S&P Retail ETF
XRT
$448M
| $20.2M | 0.13% |
468,200
+446,300
| +2,038% | +$20M |
|
141
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$223M
| $20.2M | 0.13% |
400,700
+236,400
| +144% | +$13.3M |
|
|
WBA
142
DELISTED
Walgreens Boots Alliance
WBA
| $20.2M | 0.13% |
236,639
+202,126
| +586% | +$17.2M |
|
143
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.43B
| $20.1M | 0.12% |
690,300
+72,700
| +12% | +$2.17M |
|
144
PUT
Vanguard Real Estate ETF
VNQ
$39.8B
| $19.8M | 0.12% |
248,100
-116,600
| -32% | -$9.23M |
|
145
CALL
Goldman Sachs
GS
$309B
| $19.7M | 0.12% |
109,300
+97,200
| +803% | +$18.1M |
|
|
146
CALL
Vanguard Real Estate ETF
VNQ
$39.8B
| $19.5M | 0.12% |
244,700
+166,200
| +212% | +$13.2M |
|
147
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $19.4M | 0.12% |
+371,544
| New | +$19.5M |
|
|
CELG
148
CALL
DELISTED
Celgene Corp
CELG
| $19.2M | 0.12% |
160,500
+38,300
| +31% | +$4.43M |
|
|
149
Walt Disney
DIS
$168B
| $19.2M | 0.12% |
182,793
+175,550
| +2,424% | +$19.6M |
|
150
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $19.2M | 0.12% |
137,900
+94,800
| +220% | +$13.4M |
|
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.