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 | |
|---|---|---|---|---|---|---|
101
PUT
Vanguard Real Estate ETF
VNQ
$40B
| $27.5M | 0.17% |
364,700
+350,000
| +2,381% | +$26.9M |
|
102
CALL
JPMorgan Chase
JPM
$949B
| $27.3M | 0.17% |
448,300
-40,400
| -8% | -$2.65M |
|
103
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $27.2M | 0.17% |
207,000
+85,900
| +71% | +$13.1M |
|
|
EUHY
104
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$240M
| $26.8M | 0.17% |
585,412
+461,362
| +372% | +$21.6M |
|
105
iShares Biotechnology ETF
IBB
$9.52B
| $26.3M | 0.16% |
259,668
+183,372
| +240% | +$22M |
|
106
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$231M
| $26.1M | 0.16% |
101,990
+72,440
| +245% | +$25.9M |
|
107
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
| $26.1M | 0.16% |
+305,501
| New | +$25.9M |
|
|
108
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $25.9M | 0.16% |
197,175
+73,375
| +59% | +$11.2M |
|
109
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $25.9M | 0.16% |
305,500
+102,700
| +51% | +$9.21M |
|
110
Caterpillar
CAT
$391B
| $25.8M | 0.16% |
394,429
+364,462
| +1,216% | +$27.9M |
|
|
111
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$231M
| $25.4M | 0.16% |
99,330
+52,930
| +114% | +$18.9M |
|
112
CALL
VanEck Semiconductor ETF
SMH
$65.5B
| $25.1M | 0.16% |
+1,007,200
| New | +$25.6M |
|
113
CALL
iShares MSCI China ETF
MCHI
$6.14B
| $24.4M | 0.15% |
556,300
+383,700
| +222% | +$18.3M |
|
114
PUT
iShares MSCI South Korea ETF
EWY
$22.2B
| $24.2M | 0.15% |
496,000
-148,100
| -23% | -$7.38M |
|
115
CALL
ProShares UltraPro QQQ
TQQQ
$31.3B
| $24.1M | 0.15% |
13,262,400
+3,374,400
| +34% | +$7.44M |
|
116
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
| $23.5M | 0.15% |
259,010
+232,816
| +889% | +$22.3M |
|
|
117
PUT
Caterpillar
CAT
$391B
| $23M | 0.14% |
351,700
+219,500
| +166% | +$16.8M |
|
118
PUT
Williams Companies
WMB
$87.1B
| $22.9M | 0.14% |
620,600
+545,500
| +726% | +$27.2M |
|
119
Alphabet (Google) Class C
GOOG
$4.02T
| $22.9M | 0.14% |
728,420
-90,820
| -11% | -$2.79M |
|
120
CALL
ProShares Ultra QQQ
QLD
$12.4B
| $22.4M | 0.14% |
5,520,000
-1,779,200
| -24% | -$8.14M |
|
121
Sanofi
SNY
$106B
| $22M | 0.14% |
+464,363
| New | +$23.6M |
|
122
CALL
Gilead Sciences
GILD
$164B
| $21.9M | 0.14% |
223,100
+93,900
| +73% | +$10.4M |
|
123
PUT
ProShares Ultra Russell2000
UWM
$248M
| $21.9M | 0.14% |
1,171,600
+910,000
| +348% | +$20.1M |
|
|
124
PUT
iShares MSCI China ETF
MCHI
$6.14B
| $21.2M | 0.13% |
+483,500
| New | +$23.1M |
|
125
CALL
VanEck Gold Miners ETF
GDX
$23.1B
| $20.8M | 0.13% |
1,517,200
+1,479,900
| +3,968% | +$21.4M |
|
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.