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 | |
|---|---|---|---|---|---|---|
1351
Mohawk Industries
MHK
$7.29B
| $1.34M | 0.01% |
7,363
+1,165
| +19% | +$231K |
|
1352
PUT
iShares MSCI Japan ETF
EWJ
$22.1B
| $1.34M | 0.01% |
29,275
+10,675
| +57% | +$527K |
|
1353
iShares MSCI Japan Small-Cap ETF
SCJ
$255M
| $1.34M | 0.01% |
24,179
-10,614
| -31% | -$606K |
|
1354
Axos Financial
AX
$5.6B
| $1.33M | 0.01% |
41,308
+29,284
| +244% | +$875K |
|
|
DD
1355
CALL
DELISTED
Du Pont De Nemours E I
DD
| $1.33M | 0.01% |
27,600
+17,807
| +182% | +$950K |
|
1356
ProShares UltraPro QQQ
TQQQ
$31.4B
| $1.33M | 0.01% |
731,520
-740,064
| -50% | -$1.63M |
|
1357
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.92B
| – | – |
0
| – | – |
|
1358
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
| $1.33M | 0.01% |
+58,556
| New | +$1.42M |
|
1359
CubeSmart
CUBE
$9.34B
| $1.33M | 0.01% |
48,731
+39,720
| +441% | +$1.02M |
|
1360
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
| $1.32M | 0.01% |
3,750
-1,905
| -34% | -$964K |
|
1361
CALL
HF Sinclair
DINO
$16.7B
| $1.32M | 0.01% |
27,000
-9,200
| -25% | -$438K |
|
1362
iShares US Aerospace & Defense ETF
ITA
$14.1B
| $1.32M | 0.01% |
24,196
+6,544
| +37% | +$380K |
|
1363
CALL
NVIDIA
NVDA
$4.72T
| $1.32M | 0.01% |
+2,140,000
| New | +$1.16M |
|
1364
Invesco Global Water ETF
PIO
$273M
| $1.32M | 0.01% |
65,557
+25,882
| +65% | +$570K |
|
1365
Factset
FDS
$9.35B
| $1.32M | 0.01% |
8,237
+3,061
| +59% | +$501K |
|
|
CBI
1366
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.32M | 0.01% |
+33,195
| New | +$1.54M |
|
|
CHNB
1367
DELISTED
GLOBAL X FDS GLOBAL X GF CHINA BD ETF (DE)
CHNB
| $1.32M | 0.01% |
35,714
-39,484
| -53% | -$1.46M |
|
1368
Hartford Financial Services
HIG
$39.2B
| $1.31M | 0.01% |
+28,700
| New | +$1.33M |
|
|
EEP
1369
DELISTED
Enbridge Energy Partners
EEP
| $1.31M | 0.01% |
53,160
+41,936
| +374% | +$1.2M |
|
1370
West Pharmaceutical
WST
$23.9B
| $1.31M | 0.01% |
+24,224
| New | +$1.41M |
|
|
HYLD
1371
DELISTED
High Yield ETF
HYLD
| $1.31M | 0.01% |
+36,252
| New | +$1.41M |
|
1372
Waters Corp
WAT
$37.3B
| $1.31M | 0.01% |
11,083
+3,078
| +38% | +$389K |
|
1373
PUT
LyondellBasell Industries
LYB
$19.5B
| $1.31M | 0.01% |
15,700
+13,300
| +554% | +$1.18M |
|
1374
EPAM Systems
EPAM
$5.42B
| $1.3M | 0.01% |
17,521
+7,291
| +71% | +$526K |
|
1375
Sun Communities
SUI
$15.3B
| $1.3M | 0.01% |
19,267
+7,755
| +67% | +$517K |
|
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.