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 | |
|---|---|---|---|---|---|---|
|
LCI
576
CALL
DELISTED
Lannett Company, Inc.
LCI
| $3.75M | 0.02% |
22,575
+20,375
| +926% | +$4.47M |
|
577
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$382M
| $3.74M | 0.02% |
87,193
+31,913
| +58% | +$1.48M |
|
578
iShares Global Tech ETF
IXN
$7.87B
| $3.74M | 0.02% |
249,360
-144,234
| -37% | -$2.26M |
|
|
JSC
579
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
| $3.74M | 0.02% |
73,418
+57,562
| +363% | +$3.04M |
|
|
GREK
580
Global X MSCI Greece ETF
GREK
$293M
| $3.73M | 0.02% |
129,272
+6,879
| +6% | +$204K |
|
581
PUT
Visa
V
$677B
| $3.72M | 0.02% |
53,400
+25,900
| +94% | +$1.85M |
|
582
CALL
Verizon
VZ
$197B
| $3.71M | 0.02% |
85,300
+52,200
| +158% | +$2.41M |
|
583
Invesco KBW Bank ETF
KBWB
$6.72B
| $3.71M | 0.02% |
103,025
+21,549
| +26% | +$832K |
|
584
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
| $3.7M | 0.02% |
31,988
-19,942
| -38% | -$3.18M |
|
585
CALL
Citigroup
C
$213B
| $3.69M | 0.02% |
74,400
-236,300
| -76% | -$12.9M |
|
586
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$457M
| $3.68M | 0.02% |
117,525
-106,892
| -48% | -$3.36M |
|
587
General Motors
GM
$80.9B
| $3.67M | 0.02% |
122,432
+47,375
| +63% | +$1.45M |
|
|
APC
588
PUT
DELISTED
Anadarko Petroleum
APC
| $3.65M | 0.02% |
60,500
+56,700
| +1,492% | +$4.03M |
|
|
YHOO
589
PUT
DELISTED
Yahoo Inc
YHOO
| $3.65M | 0.02% |
126,200
+82,800
| +191% | +$2.87M |
|
|
ILB
590
DELISTED
PIMCO Global Advantage Inflation-Linked Bond Active Exchange-Traded Fund
ILB
| $3.64M | 0.02% |
90,706
+26,304
| +41% | +$1.09M |
|
591
VanEck Emerging Markets High Yield Bond ETF
HYEM
$522M
| $3.63M | 0.02% |
160,859
+113,912
| +243% | +$2.66M |
|
592
CALL
GE Aerospace
GE
$364B
| $3.62M | 0.02% |
29,964
+1,294
| +5% | +$159K |
|
593
Procter & Gamble
PG
$340B
| $3.61M | 0.02% |
50,208
+26,710
| +114% | +$2M |
|
|
CS
594
DELISTED
Credit Suisse Group
CS
| $3.61M | 0.02% |
150,250
-299,363
| -67% | -$8.22M |
|
595
PUT
Conagra Brands
CAG
$7.42B
| $3.61M | 0.02% |
+114,494
| New | +$3.84M |
|
596
iShares MSCI Ireland ETF
EIRL
$75.5M
| $3.61M | 0.02% |
92,703
+18,219
| +24% | +$730K |
|
597
Thomson Reuters
TRI
$46.4B
| $3.6M | 0.02% |
77,136
+68,206
| +764% | +$3.11M |
|
598
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$590M
| $3.6M | 0.02% |
42,242
-13,649
| -24% | -$1.22M |
|
599
Alibaba
BABA
$276B
| $3.59M | 0.02% |
60,935
-81,742
| -57% | -$5.94M |
|
600
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
| $3.57M | 0.02% |
+65,852
| New | +$3.57M |
|
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.