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 | |
|---|---|---|---|---|---|---|
1401
SLB Ltd
SLB
$72.6B
| $1.27M | 0.01% |
18,470
-361,672
| -95% | -$28.6M |
|
1402
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
| $1.27M | 0.01% |
+37,830
| New | +$1.34M |
|
1403
C.H. Robinson
CHRW
$17.3B
| $1.27M | 0.01% |
18,731
+6,713
| +56% | +$451K |
|
1404
Fidelity National Financial
FNF
$14B
| $1.27M | 0.01% |
+51,568
| New | +$1.35M |
|
1405
VanEck Long Muni ETF
MLN
$679M
| $1.27M | 0.01% |
+64,984
| New | +$1.26M |
|
1406
CALL
Philip Morris
PM
$299B
| $1.27M | 0.01% |
16,000
-12,800
| -44% | -$1.05M |
|
|
ETP
1407
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $1.27M | 0.01% |
30,900
+26,200
| +557% | +$1.27M |
|
|
NTT
1408
DELISTED
Nippon Telegraph & Telephone
NTT
| $1.27M | 0.01% |
+35,868
| New | +$1.34M |
|
1409
First American
FAF
$7.71B
| $1.26M | 0.01% |
+32,358
| New | +$1.28M |
|
1410
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$148M
| $1.26M | 0.01% |
30,527
-30,849
| -50% | -$1.47M |
|
|
COL
1411
DELISTED
Rockwell Collins
COL
| $1.26M | 0.01% |
15,434
+7,622
| +98% | +$654K |
|
1412
Amdocs
DOX
$5.87B
| $1.26M | 0.01% |
22,163
+17,943
| +425% | +$1.03M |
|
1413
iShares US Utilities ETF
IDU
$1.36B
| $1.26M | 0.01% |
23,374
+11,228
| +92% | +$603K |
|
1414
CALL
Transocean
RIG
$5.62B
| $1.26M | 0.01% |
97,600
+55,400
| +131% | +$769K |
|
1415
Reinsurance Group of America
RGA
$15.6B
| $1.26M | 0.01% |
13,893
+6,209
| +81% | +$584K |
|
1416
Invesco S&P 500 Pure Growth ETF
RPG
$2B
| $1.26M | 0.01% |
81,350
-337,695
| -81% | -$5.49M |
|
1417
PUT
Johnson Controls International
JCI
$87.2B
| $1.26M | 0.01% |
+29,032
| New | +$1.34M |
|
1418
iShares MSCI Kokusai Fund
TOK
$248M
| $1.26M | 0.01% |
25,150
+14,777
| +142% | +$784K |
|
1419
T-Mobile US
TMUS
$186B
| $1.26M | 0.01% |
31,565
-6,766
| -18% | -$270K |
|
|
SPGH
1420
DELISTED
UBS E-TRACS S&P 500 GOLD HEDGED ETN
SPGH
| $1.26M | 0.01% |
25,482
+11,731
| +85% | +$590K |
|
1421
CALL
Cheniere Energy
LNG
$54.1B
| $1.25M | 0.01% |
+25,900
| New | +$1.6M |
|
1422
CALL
Marathon Petroleum
MPC
$91.7B
| $1.25M | 0.01% |
27,000
+20,200
| +297% | +$1.04M |
|
1423
Carnival Corporation Ltd
CCL
$38B
| $1.25M | 0.01% |
25,134
+16,658
| +197% | +$848K |
|
1424
iShares Core S&P US Value ETF
IUSV
$27.2B
| $1.25M | 0.01% |
30,801
-57,588
| -65% | -$2.49M |
|
|
PVTB
1425
DELISTED
PrivateBancorp Inc
PVTB
| $1.25M | 0.01% |
32,582
+13,407
| +70% | +$529K |
|
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.