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 | |
|---|---|---|---|---|---|---|
1051
iShares MSCI Belgium ETF
EWK
$164M
| $1.87M | 0.01% |
113,362
+28,208
| +33% | +$491K |
|
|
1052
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
| $1.87M | 0.01% |
39,200
+400
| +1% | +$29.1K |
|
1053
Home Depot
HD
$332B
| $1.87M | 0.01% |
16,156
-5,865
| -27% | -$678K |
|
1054
Sarepta Therapeutics
SRPT
$1.64B
| $1.86M | 0.01% |
58,008
+3,314
| +6% | +$112K |
|
1055
Arrow Dow Jones Global Yield ETF
GYLD
$36.8M
| $1.86M | 0.01% |
97,077
+6,441
| +7% | +$135K |
|
1056
PLDT
PHI
$4.26B
| $1.86M | 0.01% |
40,244
+2,966
| +8% | +$168K |
|
1057
PUT
American Express
AXP
$228B
| $1.85M | 0.01% |
25,000
+18,000
| +257% | +$1.38M |
|
1058
PUT
Alcoa
AA
$11.9B
| $1.85M | 0.01% |
79,775
+36,163
| +83% | +$847K |
|
1059
MetLife
MET
$62.5B
| $1.85M | 0.01% |
44,009
+5,449
| +14% | +$255K |
|
1060
Invesco S&P MidCap 400 Pure Value ETF
RFV
$338M
| $1.85M | 0.01% |
38,683
+19,850
| +105% | +$1.01M |
|
1061
Ambarella
AMBA
$3.25B
| $1.85M | 0.01% |
31,955
-29,587
| -48% | -$2.79M |
|
1062
Invesco Dividend Achievers ETF
PFM
$792M
| $1.84M | 0.01% |
94,981
+81,846
| +623% | +$1.66M |
|
1063
CALL
ProShares UltraShort Real Estate
SRS
$15.2M
| $1.84M | 0.01% |
+4,366
| New | +$1.81M |
|
1064
iShares MSCI India ETF
INDA
$6.88B
| $1.84M | 0.01% |
64,371
+48,071
| +295% | +$1.41M |
|
1065
Fidelity MSCI Health Care Index ETF
FHLC
$3.3B
| $1.84M | 0.01% |
57,775
-8,230
| -12% | -$291K |
|
|
IPS
1066
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
| $1.84M | 0.01% |
+46,527
| New | +$1.89M |
|
1067
Celestica
CLS
$40.5B
| $1.84M | 0.01% |
+142,391
| New | +$1.76M |
|
|
SIRO
1068
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $1.83M | 0.01% |
19,625
+14,175
| +260% | +$1.41M |
|
|
ANDV
1069
CALL
DELISTED
Andeavor
ANDV
| $1.83M | 0.01% |
18,800
-1,100
| -6% | -$107K |
|
|
SKX
1070
DELISTED
Skechers
SKX
| $1.83M | 0.01% |
40,875
-72,456
| -64% | -$3.29M |
|
1071
PUT
Meritage Homes
MTH
$4.72B
| $1.83M | 0.01% |
+100,000
| New | +$2.15M |
|
1072
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.77B
| $1.83M | 0.01% |
99,830
-45,790
| -31% | -$900K |
|
1073
First Trust Alerian US NextGen Infrastructure ETF
RBLD
$56.4M
| $1.83M | 0.01% |
41,929
+36,960
| +744% | +$1.7M |
|
1074
Meta Platforms (Facebook)
META
$1.37T
| $1.82M | 0.01% |
20,301
-131,984
| -87% | -$12.1M |
|
1075
State Street SPDR S&P Global Infrastructure ETF
GII
$932M
| $1.82M | 0.01% |
42,551
-29,480
| -41% | -$1.34M |
|
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.