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 | |
|---|---|---|---|---|---|---|
|
BRFS
1001
DELISTED
BRF SA
BRFS
| $1.96M | 0.01% |
109,968
+48,249
| +78% | +$948K |
|
1002
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $1.95M | 0.01% |
39,100
+28,000
| +252% | +$1.47M |
|
1003
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $1.95M | 0.01% |
40,376
+6,209
| +18% | +$297K |
|
1004
PUT
Green Plains
GPRE
$1.15B
| $1.95M | 0.01% |
+100,000
| New | +$2.21M |
|
1005
PUT
FedEx
FDX
$73B
| $1.94M | 0.01% |
13,500
+4,000
| +42% | +$638K |
|
1006
Trimble
TRMB
$13.6B
| $1.94M | 0.01% |
+118,348
| New | +$2.39M |
|
1007
First Trust Financials AlphaDEX Fund
FXO
$1.14B
| $1.94M | 0.01% |
+86,298
| New | +$2.04M |
|
1008
CALL
DuPont de Nemours
DD
$18.6B
| $1.93M | 0.01% |
18,007
+6,476
| +56% | +$750K |
|
|
KALL
1009
DELISTED
KraneShares MSCI All China Index ETF
KALL
| $1.93M | 0.01% |
93,435
+886
| +1% | +$21.2K |
|
1010
VanEck Energy Income ETF
EINC
$77.6M
| $1.93M | 0.01% |
+18,641
| New | +$2.4M |
|
1011
CALL
Merck
MRK
$322B
| $1.93M | 0.01% |
40,977
+31,650
| +339% | +$1.68M |
|
|
HKOR
1012
DELISTED
HORIZONS KOREA KOSPI 200 ETF
HKOR
| $1.93M | 0.01% |
67,501
+61,374
| +1,002% | +$1.83M |
|
1013
STMicroelectronics
STM
$43.1B
| $1.93M | 0.01% |
282,840
+112,128
| +66% | +$829K |
|
1014
Abbott
ABT
$187B
| $1.93M | 0.01% |
+47,928
| New | +$2.26M |
|
1015
Under Armour
UAA
$3.01B
| $1.93M | 0.01% |
40,125
+6,931
| +21% | +$327K |
|
1016
Banco Santander Chile
BSAC
$16.1B
| $1.92M | 0.01% |
+105,575
| New | +$2.06M |
|
1017
Genworth Financial
GNW
$3.86B
| $1.92M | 0.01% |
+416,488
| New | +$2.45M |
|
1018
CALL
ProShares Short Russell2000
RWM
$133M
| $1.92M | 0.01% |
29,550
-2,375
| -7% | -$144K |
|
1019
Union Pacific
UNP
$174B
| $1.92M | 0.01% |
21,733
+17,324
| +393% | +$1.58M |
|
1020
Smith & Wesson
SWBI
$649M
| $1.92M | 0.01% |
147,752
+122,814
| +492% | +$1.6M |
|
1021
Invesco China Technology ETF
CQQQ
$3.01B
| $1.91M | 0.01% |
64,880
+44,124
| +213% | +$1.44M |
|
|
MDD
1022
DELISTED
SPDR S&P INTERNATIONAL MID CAP ETF
MDD
| $1.91M | 0.01% |
68,257
-47,970
| -41% | -$1.43M |
|
1023
First Trust Natural Gas ETF
FCG
$632M
| $1.91M | 0.01% |
68,056
+57,589
| +550% | +$2M |
|
1024
WisdomTree True Developed International Fund
DOL
$809M
| $1.91M | 0.01% |
44,974
-23,594
| -34% | -$1.09M |
|
1025
PUT
iShares Semiconductor ETF
SOXX
$38.4B
| $1.91M | 0.01% |
+70,200
| New | +$1.99M |
|
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.