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 | |
|---|---|---|---|---|---|---|
1076
PUT
Citigroup
C
$222B
| $1.82M | 0.01% |
36,700
-177,000
| -83% | -$9.67M |
|
1077
CALL
Mastercard
MA
$510B
| $1.82M | 0.01% |
20,200
+3,100
| +18% | +$291K |
|
1078
MasTec
MTZ
$25.6B
| $1.82M | 0.01% |
+114,989
| New | +$2M |
|
1079
Invesco S&P Global Water Index ETF
CGW
$1.05B
| $1.82M | 0.01% |
+68,904
| New | +$1.89M |
|
1080
CALL
General Motors
GM
$80B
| $1.82M | 0.01% |
60,600
+7,300
| +14% | +$224K |
|
1081
iShares Core US REIT ETF
USRT
$4.65B
| $1.82M | 0.01% |
41,457
+7,850
| +23% | +$351K |
|
|
UWTI
1082
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
| $1.82M | 0.01% |
17,114
+9,589
| +127% | +$1.36M |
|
1083
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $1.81M | 0.01% |
+13,540
| New | +$2.01M |
|
1084
Regeneron Pharmaceuticals
REGN
$77.4B
| $1.81M | 0.01% |
3,900
+1,950
| +100% | +$1.05M |
|
1085
CALL
Phillips 66
PSX
$84.4B
| $1.81M | 0.01% |
23,600
+19,500
| +476% | +$1.55M |
|
1086
CALL
Alaska Air
ALK
$5.27B
| $1.81M | 0.01% |
22,800
+18,200
| +396% | +$1.39M |
|
|
1087
iShare MSCI Eurozone ETF
EZU
$9.65B
| $1.81M | 0.01% |
52,684
-2,801,614
| -98% | -$104M |
|
1088
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$72.6M
| $1.81M | 0.01% |
+40,408
| New | +$1.99M |
|
1089
XPO
XPO
$23.4B
| $1.81M | 0.01% |
219,494
+69,676
| +47% | +$914K |
|
1090
iShares MSCI Australia ETF
EWA
$1.41B
| $1.81M | 0.01% |
100,850
-7,119
| -7% | -$139K |
|
1091
DexCom
DXCM
$28.8B
| $1.8M | 0.01% |
84,100
-5,540
| -6% | -$124K |
|
|
GNC
1092
DELISTED
GNC Holdings, Inc.
GNC
| $1.8M | 0.01% |
+44,637
| New | +$2.04M |
|
|
MWE
1093
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $1.8M | 0.01% |
42,026
+21,874
| +109% | +$1.25M |
|
1094
Global X MSCI Norway ETF
NORW
$87.3M
| $1.8M | 0.01% |
83,172
+24,283
| +41% | +$559K |
|
1095
Pacer Trendpilot US Large Cap ETF
PTLC
$3.24B
| $1.79M | 0.01% |
+76,061
| New | +$1.85M |
|
1096
PUT
iShares US Home Construction ETF
ITB
$2.29B
| $1.79M | 0.01% |
68,500
-80,300
| -54% | -$2.23M |
|
1097
Invesco Bloomberg Pricing Power ETF
POWA
$178M
| $1.78M | 0.01% |
51,046
+18,735
| +58% | +$684K |
|
|
EWRI
1098
DELISTED
GUGGENHEIM RUSSELL 1000 EQUAL WEIGHT ETF
EWRI
| $1.78M | 0.01% |
38,636
+29,499
| +323% | +$1.46M |
|
1099
CALL
US Bancorp
USB
$98B
| $1.78M | 0.01% |
43,300
-110,900
| -72% | -$4.8M |
|
1100
CALL
Seagate
STX
$193B
| $1.77M | 0.01% |
39,600
+26,200
| +196% | +$1.27M |
|
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.