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 | |
|---|---|---|---|---|---|---|
2951
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.98B
| $253K | ﹤0.01% |
+10,146
| New | +$272K |
|
2952
Invesco Active US Real Estate Fund
PSR
$60.5M
| $253K | ﹤0.01% |
3,737
-177
| -5% | -$12.4K |
|
|
ADXS
2953
DELISTED
Advaxis Inc
ADXS
| $253K | ﹤0.01% |
+1,646
| New | +$398K |
|
|
PE
2954
DELISTED
PARSLEY ENERGY INC
PE
| $253K | ﹤0.01% |
+16,771
| New | +$261K |
|
2955
Deluxe
DLX
$1.23B
| $252K | ﹤0.01% |
4,525
-577
| -11% | -$34.8K |
|
2956
CALL
iShares Russell 1000 Value ETF
IWD
$82.6B
| $252K | ﹤0.01% |
+2,700
| New | +$268K |
|
|
AIMT
2957
DELISTED
Aimmune Therapeutics
AIMT
| $252K | ﹤0.01% |
+9,943
| New | +$232K |
|
2958
US Global Jets ETF
JETS
$804M
| $251K | ﹤0.01% |
+10,827
| New | +$255K |
|
2959
Monster Beverage
MNST
$91.5B
| $251K | ﹤0.01% |
11,148
-1,536
| -12% | -$36K |
|
2960
Qualys
QLYS
$5.45B
| $251K | ﹤0.01% |
8,805
-15,686
| -64% | -$526K |
|
|
PNRA
2961
PUT
DELISTED
Panera Bread Co
PNRA
| $251K | ﹤0.01% |
1,300
-3,200
| -71% | -$597K |
|
2962
Cambria Global Value ETF
GVAL
$587M
| $250K | ﹤0.01% |
13,673
-11,054
| -45% | -$214K |
|
2963
ProShares Short QQQ
PSQ
$745M
| $250K | ﹤0.01% |
860
-311
| -27% | -$86.7K |
|
2964
CALL
3D Systems Corp
DDD
$462M
| $249K | ﹤0.01% |
21,600
-85,400
| -80% | -$1.19M |
|
2965
Herbalife
HLF
$1.32B
| $249K | ﹤0.01% |
9,144
-34,566
| -79% | -$947K |
|
2966
CALL
Royal Gold
RGLD
$17.1B
| $249K | ﹤0.01% |
+5,300
| New | +$273K |
|
2967
Invesco S&P Spin-Off ETF
CSD
$231M
| $248K | ﹤0.01% |
6,491
-2,159
| -25% | -$92.4K |
|
2968
Dover
DOV
$27.7B
| $248K | ﹤0.01% |
+5,367
| New | +$272K |
|
2969
Goldman Sachs BDC
GSBD
$993M
| $248K | ﹤0.01% |
13,464
-3,098
| -19% | -$70.8K |
|
2970
Eastman Chemical
EMN
$8.23B
| $247K | ﹤0.01% |
+3,812
| New | +$281K |
|
|
PFPT
2971
DELISTED
Proofpoint, Inc.
PFPT
| $247K | ﹤0.01% |
4,096
-39,119
| -91% | -$2.43M |
|
|
JYN
2972
DELISTED
Barclays Bank PLC iPath JPY/USD Exchange Rate ETN
JYN
| $247K | ﹤0.01% |
5,395
+629
| +13% | +$28.9K |
|
2973
PUT
Accenture
ACN
$101B
| $246K | ﹤0.01% |
+2,500
| New | +$248K |
|
2974
Banco Bradesco
BBDO
$34.7B
| $246K | ﹤0.01% |
69,913
| – | – |
|
2975
CALL
Fluor
FLR
$7.01B
| $246K | ﹤0.01% |
+5,800
| New | +$272K |
|
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.