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 | |
|---|---|---|---|---|---|---|
|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $441M | 2.74% |
13,687,900
-3,993,600
| -23% | -$137M |
|
2
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $332M | 2.07% |
2,944,800
-922,500
| -24% | -$100M |
|
3
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $294M | 1.83% |
8,329,300
-5,357,900
| -39% | -$201M |
|
4
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $288M | 1.79% |
3,576,200
+1,022,600
| +40% | +$85M |
|
5
CALL
Apple
AAPL
$4.89T
| $224M | 1.39% |
8,511,600
+1,364,400
| +19% | +$39M |
|
6
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $194M | 1.21% |
5,932,635
+1,559,958
| +36% | +$53.7M |
|
7
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $186M | 1.16% |
1,747,100
+1,206,600
| +223% | +$130M |
|
|
8
CALL
iShares Biotechnology ETF
IBB
$9.31B
| $185M | 1.15% |
1,636,200
-57,300
| -3% | -$6.22M |
|
9
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $183M | 1.14% |
6,800,054
+1,016,616
| +18% | +$30M |
|
|
10
BP
BP
$113B
| $169M | 1.05% |
+6,420,933
| New | +$183M |
|
11
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $159M | 0.99% |
1,322,000
+38,100
| +3% | +$4.64M |
|
|
12
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $159M | 0.99% |
1,973,500
+1,119,800
| +131% | +$93.1M |
|
13
CALL
Amazon
AMZN
$2.5T
| $149M | 0.93% |
4,410,000
+1,380,000
| +46% | +$43.5M |
|
14
PUT
Meta Platforms (Facebook)
META
$1.51T
| $138M | 0.86% |
1,317,100
+438,900
| +50% | +$45.1M |
|
|
15
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $131M | 0.81% |
2,612,339
+2,244,536
| +610% | +$119M |
|
16
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $130M | 0.81% |
1,849,100
-987,300
| -35% | -$67.3M |
|
|
17
Vodafone
VOD
$34.9B
| $122M | 0.76% |
3,796,523
+2,035,247
| +116% | +$66.5M |
|
|
18
PUT
Apple
AAPL
$4.89T
| $118M | 0.73% |
4,471,600
-7,882,400
| -64% | -$225M |
|
|
19
PUT
Amazon
AMZN
$2.5T
| $103M | 0.64% |
3,056,000
-1,920,000
| -39% | -$60.5M |
|
20
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $101M | 0.63% |
+4,828,498
| New | +$102M |
|
21
CALL
Alphabet (Google) Class A
GOOGL
$3.91T
| $99.3M | 0.62% |
+2,552,000
| New | +$94.4M |
|
22
CALL
Booking.com
BKNG
$138B
| $99.2M | 0.62% |
1,945,000
+115,000
| +6% | +$6.07M |
|
23
CALL
Alibaba
BABA
$269B
| $94.1M | 0.59% |
1,158,100
+942,200
| +436% | +$73.9M |
|
|
24
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $92.4M | 0.58% |
1,845,900
+1,010,100
| +121% | +$53.8M |
|
25
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $88.6M | 0.55% |
1,755,900
+1,716,700
| +4,379% | +$96.9M |
|
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.