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 |
iShares Core S&P 500 ETF
IVV
|
+$188M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$159M |
| 3 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$135M |
| 4 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$135M |
| 5 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$114M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$429M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$139M |
| 3 |
iShare MSCI Eurozone ETF
EZU
|
+$104M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$75.3M |
| 5 |
Autoliv
ALV
|
+$54.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 2.52% |
| 2 | Communication Services | 2.11% |
| 3 | Energy | 1.69% |
| 4 | Consumer Discretionary | 1.5% |
| 5 | Technology | 1.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
| $11.6M | 0.07% |
337,700
+319,800
| +1,787% | +$11.7M |
|
227
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
| $11.5M | 0.07% |
107,300
+16,567
| +18% | +$1.85M |
|
228
CALL
ProShares UltraShort Energy
DUG
$22M
| $11.5M | 0.07% |
7,550
+6,615
| +707% | +$8.85M |
|
229
CALL
ProShares UltraShort NASDAQ Biotechnology
BIS
$2.23M
| $11.4M | 0.07% |
+37,075
| New | +$8.75M |
|
230
CALL
Coca-Cola
KO
$380B
| $11.3M | 0.07% |
280,900
+254,500
| +964% | +$10.2M |
|
231
CALL
Intel
INTC
$435B
| $11.2M | 0.07% |
371,300
+224,200
| +152% | +$6.48M |
|
232
Philips
PHG
$25B
| $11.2M | 0.07% |
665,814
+320,780
| +93% | +$5.97M |
|
|
SIAL
233
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $11.1M | 0.07% |
+80,149
| New | +$11.2M |
|
|
ZIV
234
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
| $10.9M | 0.07% |
291,637
-237,864
| -45% | -$10.6M |
|
235
iShares International Developed Real Estate ETF
IFGL
$83.1M
| $10.9M | 0.07% |
390,597
+322,926
| +477% | +$9.4M |
|
236
Best Buy
BBY
$18.9B
| $10.9M | 0.07% |
294,407
+276,658
| +1,559% | +$9.48M |
|
237
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
| $10.9M | 0.07% |
187,558
+173,939
| +1,277% | +$11.5M |
|
238
ASML
ASML
$608B
| $10.9M | 0.07% |
124,020
+72,701
| +142% | +$6.88M |
|
239
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$736M
| $10.9M | 0.07% |
274,619
+182,476
| +198% | +$7.57M |
|
240
iShares MSCI EAFE Growth ETF
EFG
$16.3B
| $10.9M | 0.07% |
170,351
-238,549
| -58% | -$16.3M |
|
241
Biogen
BIIB
$30.4B
| $10.8M | 0.07% |
36,859
+25,861
| +235% | +$8.54M |
|
242
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$174M
| $10.8M | 0.07% |
156,400
-54,320
| -26% | -$4.08M |
|
243
PUT
ProShares Ultra Dow30
DDM
$548M
| $10.7M | 0.07% |
1,149,000
-266,400
| -19% | -$2.76M |
|
|
NFX
244
CALL
DELISTED
Newfield Exploration
NFX
| $10.7M | 0.07% |
+325,700
| New | +$10.9M |
|
245
PUT
ProShares Ultra S&P500
SSO
$7.75B
| $10.7M | 0.07% |
1,537,600
+1,376,000
| +851% | +$10.7M |
|
246
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$417M
| $10.7M | 0.07% |
146,986
+57,888
| +65% | +$4.53M |
|
247
PUT
iShares MSCI Taiwan ETF
EWT
$9.59B
| $10.6M | 0.07% |
401,150
+368,150
| +1,116% | +$10.3M |
|
248
Itaú Unibanco
ITUB
$91.6B
| $10.5M | 0.07% |
3,594,817
+2,826,679
| +368% | +$10M |
|
249
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$656M
| $10.5M | 0.07% |
+283,659
| New | +$11.3M |
|
250
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
| $10.5M | 0.07% |
425,365
+343,689
| +421% | +$9.08M |
|
Similar funds
Jane Street's Q3 2015 Portfolio in Review
As of Q3 2015, Jane Street held 4,733 positions worth $16B, up 3.2% from $15.5B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Jane Street deployed $2.45B of net new capital in Q3 2015, opening 1,156 new positions and adding to 1,304 existing holdings. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 4,372,677 shares worth $145M.
By sector, the portfolio is most concentrated in Healthcare at 2.5% of assets, up from 1.9% a quarter earlier, followed by Communication Services and Energy.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $429M trimmed.
- Jane Street's largest Q3 2015 buy was Vanguard FTSE Emerging Markets ETF: 4,372,677 shares worth $145M.
- Jane Street added most to iShares Core S&P 500 ETF in Q3 2015, an estimated $188M increase.
- Jane Street's biggest Q3 2015 reduction was iShares MSCI EAFE ETF, cutting an estimated $429M.
- Jane Street fully exited iShares JPMorgan USD Emerging Markets Bond ETF in Q3 2015, selling an estimated $139M.
- Jane Street's ten largest holdings make up 20% of its $16B portfolio in Q3 2015.
- Jane Street opened 1,156 new positions and closed 1,238 in Q3 2015.
- Jane Street's portfolio value rose 3.2% quarter-over-quarter to $16B.
Based on Jane Street's 13F filing for Q3 2015, filed 16 Nov 2015.