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 | |
|---|---|---|---|---|---|---|
|
GEUR
2801
DELISTED
AdvisorShares Gartman Gold/Euro ETF
GEUR
| $298K | ﹤0.01% |
+24,052
| New | +$303K |
|
|
VA
2802
CALL
DELISTED
Virgin America Inc.
VA
| $298K | ﹤0.01% |
+8,700
| New | +$284K |
|
2803
PUT
Monster Beverage
MNST
$91.9B
| $297K | ﹤0.01% |
13,200
-3,600
| -21% | -$84.4K |
|
2804
iShares Future Exponential Technologies ETF
XT
$3.83B
| $297K | ﹤0.01% |
12,786
-19,157
| -60% | -$477K |
|
|
GURX
2805
DELISTED
GLOBAL X GURU SMALL CAP INDEX
GURX
| $297K | ﹤0.01% |
25,155
-852
| -3% | -$10.7K |
|
2806
Fluor
FLR
$7.04B
| $296K | ﹤0.01% |
+6,990
| New | +$328K |
|
2807
CALL
Hasbro
HAS
$13.2B
| $296K | ﹤0.01% |
4,100
-80,400
| -95% | -$6.21M |
|
2808
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$117M
| $296K | ﹤0.01% |
+11,737
| New | +$297K |
|
|
IPXL
2809
DELISTED
Impax Laboratories, Inc.
IPXL
| $296K | ﹤0.01% |
8,396
+2,317
| +38% | +$104K |
|
|
HDV
2810
iShares Core High Dividend ETF
HDV
$14.8B
| $295K | ﹤0.01% |
21,180
-233,090
| -92% | -$3.38M |
|
2811
PUT
AbbVie
ABBV
$436B
| $294K | ﹤0.01% |
5,400
-13,200
| -71% | -$859K |
|
2812
Cirrus Logic
CRUS
$6.38B
| $294K | ﹤0.01% |
9,329
-27,882
| -75% | -$854K |
|
2813
Meritage Homes
MTH
$4.66B
| $294K | ﹤0.01% |
+16,082
| New | +$346K |
|
2814
ProShares Short Real Estate
REK
$11.7M
| $294K | ﹤0.01% |
+7,013
| New | +$291K |
|
|
LUMO
2815
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $294K | ﹤0.01% |
912
-2,960
| -76% | -$1.3M |
|
2816
Dave & Buster's
PLAY
$404M
| $293K | ﹤0.01% |
+7,756
| New | +$295K |
|
2817
PUT
Tyson Foods
TSN
$20.9B
| $293K | ﹤0.01% |
6,800
-10,800
| -61% | -$460K |
|
|
DF
2818
DELISTED
Dean Foods Company
DF
| $293K | ﹤0.01% |
+17,739
| New | +$303K |
|
2819
Cambria Global Momentum ETF
GMOM
$70.7M
| $292K | ﹤0.01% |
12,617
+2,078
| +20% | +$49.8K |
|
2820
PUT
GSK
GSK
$103B
| $292K | ﹤0.01% |
6,080
+1,920
| +46% | +$99.9K |
|
2821
PUT
Marathon Petroleum
MPC
$92.3B
| $292K | ﹤0.01% |
6,300
-14,200
| -69% | -$731K |
|
|
JE
2822
DELISTED
Just Energy Group Inc
JE
| $292K | ﹤0.01% |
+1,433
| New | +$264K |
|
2823
CALL
AMN Healthcare
AMN
$1.33B
| $291K | ﹤0.01% |
+9,700
| New | +$320K |
|
2824
eBay
EBAY
$48.3B
| $291K | ﹤0.01% |
11,922
-154,678
| -93% | -$4.16M |
|
2825
Hawaiian Electric Industries
HE
$2.19B
| $290K | ﹤0.01% |
+10,102
| New | +$296K |
|
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.