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 | |
|---|---|---|---|---|---|---|
926
CALL
Wynn Resorts
WYNN
$10.3B
| $2.13M | 0.01% |
40,000
-8,600
| -18% | -$747K |
|
927
CALL
Micron Technology
MU
$835B
| $2.12M | 0.01% |
141,800
-86,900
| -38% | -$1.49M |
|
928
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$4.39B
| $2.12M | 0.01% |
736,000
+432,000
| +142% | +$1.44M |
|
929
PUT
iShares MSCI India ETF
INDA
$6.81B
| $2.12M | 0.01% |
+74,100
| New | +$2.18M |
|
|
PDCE
930
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $2.12M | 0.01% |
+39,900
| New | +$2.04M |
|
931
Schwab US TIPS ETF
SCHP
$16.4B
| $2.11M | 0.01% |
78,522
-45,952
| -37% | -$1.24M |
|
932
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
| $2.1M | 0.01% |
1
-2
| -67% | -$6.96M |
|
933
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.6M
| $2.1M | 0.01% |
+59,561
| New | +$2.22M |
|
934
CALL
Goldman Sachs
GS
$289B
| $2.1M | 0.01% |
12,100
-79,300
| -87% | -$15.5M |
|
935
Sabre
SABR
$716M
| $2.1M | 0.01% |
77,342
+36,339
| +89% | +$983K |
|
936
PUT
Bath & Body Works
BBWI
$3.97B
| $2.1M | 0.01% |
28,822
+18,555
| +181% | +$1.28M |
|
|
937
Goldman Sachs
GS
$289B
| $2.1M | 0.01% |
12,083
-20,688
| -63% | -$4.06M |
|
938
Vanguard Extended Market ETF
VXF
$30B
| $2.1M | 0.01% |
25,713
+784
| +3% | +$69.5K |
|
939
PUT
GE Aerospace
GE
$364B
| $2.1M | 0.01% |
17,361
-12,227
| -41% | -$1.5M |
|
940
United Microelectronic
UMC
$42.9B
| $2.1M | 0.01% |
1,294,774
+1,244,140
| +2,457% | +$2.22M |
|
941
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
| $2.09M | 0.01% |
4,500
-11,700
| -72% | -$6.28M |
|
942
iShares Core S&P Small-Cap ETF
IJR
$109B
| $2.09M | 0.01% |
39,222
+20,662
| +111% | +$1.17M |
|
943
VanEck Short High Yield Muni ETF
SHYD
$452M
| $2.09M | 0.01% |
83,988
+21,055
| +33% | +$523K |
|
944
First Trust Multi Cap Growth AlphaDEX Fund
FAD
$545M
| $2.09M | 0.01% |
44,116
+36,182
| +456% | +$1.83M |
|
945
iShares Core S&P US Growth ETF
IUSG
$30.4B
| $2.09M | 0.01% |
+54,994
| New | +$2.22M |
|
|
JDG
946
DELISTED
WisdomTree Japan Quality Dividend Growth Fund
JDG
| $2.09M | 0.01% |
92,827
+5,052
| +6% | +$122K |
|
947
CALL
Palo Alto Networks
PANW
$256B
| $2.08M | 0.01% |
72,600
-13,200
| -15% | -$389K |
|
948
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $2.08M | 0.01% |
68,000
+53,200
| +359% | +$1.79M |
|
949
United Natural Foods
UNFI
$3.04B
| $2.08M | 0.01% |
+42,876
| New | +$2.2M |
|
950
Hartford Multifactor Small Cap ETF
ROSC
$61.9M
| $2.08M | 0.01% |
92,204
-47,888
| -34% | -$1.14M |
|
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.