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 | |
|---|---|---|---|---|---|---|
401
CALL
Vanguard Real Estate ETF
VNQ
$40B
| $5.93M | 0.04% |
78,500
+29,400
| +60% | +$2.26M |
|
402
WisdomTree Emerging Markets Local Debt Fund
ELD
$140M
| $5.91M | 0.04% |
170,654
+91,676
| +116% | +$3.36M |
|
403
Microsoft
MSFT
$2.95T
| $5.9M | 0.04% |
133,390
-35,910
| -21% | -$1.61M |
|
|
ENDP
404
DELISTED
Endo International plc
ENDP
| $5.9M | 0.04% |
85,197
+76,962
| +935% | +$6.16M |
|
405
Vanguard Health Care ETF
VHT
$18.6B
| $5.86M | 0.04% |
47,773
-26,452
| -36% | -$3.63M |
|
406
Signet Jewelers
SIG
$3.87B
| $5.83M | 0.04% |
42,858
+5,696
| +15% | +$730K |
|
407
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.05B
| $5.83M | 0.04% |
+133,708
| New | +$6.2M |
|
|
ALU
408
DELISTED
Alcatel-Lucent
ALU
| $5.8M | 0.04% |
1,590,321
-223,682
| -12% | -$783K |
|
409
CALL
iShares Russell Mid-Cap ETF
IWR
$56.4B
| $5.79M | 0.04% |
+148,800
| New | +$6.16M |
|
410
CALL
iShares Russell 2000 Growth ETF
IWO
$14.2B
| $5.77M | 0.04% |
43,100
+17,500
| +68% | +$2.59M |
|
411
PUT
Freeport-McMoran
FCX
$87B
| $5.77M | 0.04% |
595,700
+494,100
| +486% | +$5.93M |
|
412
CALL
American Airlines Group
AAL
$10.1B
| $5.73M | 0.04% |
147,600
-120,300
| -45% | -$4.94M |
|
413
CALL
ProShares UltraShort Russell2000
TWM
$44.1M
| $5.69M | 0.04% |
6,555
+5,310
| +427% | +$4.03M |
|
|
IBCD
414
DELISTED
iShares iBonds Mar 2020 Term Corporate ex-Financials ETF
IBCD
| $5.66M | 0.04% |
229,612
+198,148
| +630% | +$4.87M |
|
415
Humana
HUM
$43.3B
| $5.66M | 0.04% |
31,623
+24,108
| +321% | +$4.46M |
|
|
CELG
416
PUT
DELISTED
Celgene Corp
CELG
| $5.65M | 0.04% |
52,200
+33,400
| +178% | +$4.14M |
|
417
Skyworks Solutions
SWKS
$9.48B
| $5.64M | 0.04% |
67,000
-49,334
| -42% | -$4.51M |
|
|
FM
418
DELISTED
iShares Frontier and Select EM ETF
FM
| $5.64M | 0.04% |
224,331
+31,180
| +16% | +$847K |
|
419
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $5.61M | 0.04% |
52,029
+24,546
| +89% | +$2.61M |
|
420
PUT
ProShares UltraShort S&P500
SDS
$425M
| $5.59M | 0.04% |
2,401
+328
| +16% | +$704K |
|
421
Clorox
CLX
$12.1B
| $5.57M | 0.03% |
48,245
+31,540
| +189% | +$3.54M |
|
422
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
| $5.54M | 0.03% |
83,624
+8,812
| +12% | +$644K |
|
423
CALL
VanEck Oil Services ETF
OIH
$1.99B
| $5.51M | 0.03% |
10,020
+1,625
| +19% | +$997K |
|
424
Vanguard Small-Cap ETF
VB
$79.7B
| $5.48M | 0.03% |
50,780
+15
| +0% | +$1.75K |
|
425
O'Reilly Automotive
ORLY
$75.3B
| $5.46M | 0.03% |
327,870
+85,950
| +36% | +$1.39M |
|
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.