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 | |
|---|---|---|---|---|---|---|
|
CIZ
1476
DELISTED
VictoryShares Developed Enhanced Volatility Wtd ETF
CIZ
| $1.19M | 0.01% |
37,186
+22,668
| +156% | +$777K |
|
1477
TransUnion
TRU
$15.1B
| $1.18M | 0.01% |
47,061
-180,473
| -79% | -$4.57M |
|
1478
Henry Schein
HSIC
$9.64B
| $1.18M | 0.01% |
+22,695
| New | +$1.26M |
|
1479
United States Gasoline Fund
UGA
$140M
| $1.18M | 0.01% |
37,333
-51,199
| -58% | -$1.77M |
|
|
AUSE
1480
DELISTED
WisdomTree Australia Dividend Fund
AUSE
| $1.18M | 0.01% |
28,195
-15,726
| -36% | -$735K |
|
1481
A.O. Smith
AOS
$8.16B
| $1.18M | 0.01% |
36,220
+8,208
| +29% | +$281K |
|
1482
PUT
3M
MMM
$90.4B
| $1.18M | 0.01% |
9,927
-2,392
| -19% | -$294K |
|
|
ANDX
1483
DELISTED
Andeavor Logistics LP
ANDX
| $1.18M | 0.01% |
26,162
-747
| -3% | -$38.7K |
|
1484
NVR
NVR
$16.4B
| $1.18M | 0.01% |
770
+398
| +107% | +$595K |
|
1485
Synopsys
SNPS
$72.9B
| $1.17M | 0.01% |
25,400
+10,057
| +66% | +$494K |
|
1486
Watsco Inc
WSO
$12.7B
| $1.17M | 0.01% |
9,888
-39,317
| -80% | -$4.9M |
|
|
ICN
1487
DELISTED
WisdomTree Indian Rupee Strategy Fund
ICN
| $1.17M | 0.01% |
56,164
+25,171
| +81% | +$527K |
|
1488
Radian Group
RDN
$5.14B
| $1.17M | 0.01% |
73,496
+24,944
| +51% | +$445K |
|
|
WBIC
1489
DELISTED
WBI BullBear Yield 2000 ETF
WBIC
| $1.17M | 0.01% |
+52,121
| New | +$1.21M |
|
1490
Lennox International
LII
$14.5B
| $1.17M | 0.01% |
10,301
+3,308
| +47% | +$388K |
|
1491
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
| $1.17M | 0.01% |
+36,033
| New | +$1.21M |
|
1492
BlackBerry
BB
$4.95B
| $1.17M | 0.01% |
190,204
+160,904
| +549% | +$1.2M |
|
|
ZCAN
1493
DELISTED
SPDR Solactive Canada ETF
ZCAN
| $1.17M | 0.01% |
24,854
-8,581
| -26% | -$419K |
|
1494
Invesco S&P 500 Revenue ETF
RWL
$9.56B
| $1.16M | 0.01% |
30,892
+24,513
| +384% | +$976K |
|
|
PNK
1495
DELISTED
Pinnacle Entertainment Inc.
PNK
| $1.16M | 0.01% |
+34,401
| New | +$1.3M |
|
1496
First Trust RBA American Industrial Renaissance ETF
AIRR
$10.1B
| $1.16M | 0.01% |
76,086
+4,125
| +6% | +$69.5K |
|
1497
iShares MSCI New Zealand ETF
ENZL
$77.3M
| $1.16M | 0.01% |
36,377
-68,782
| -65% | -$2.3M |
|
|
HEWL
1498
DELISTED
iShares Currency Hedged MSCI Switzerland ETF
HEWL
| $1.16M | 0.01% |
+48,706
| New | +$1.23M |
|
1499
CALL
Newmont
NEM
$97.1B
| $1.16M | 0.01% |
72,300
+60,600
| +518% | +$1.08M |
|
|
JAH
1500
DELISTED
JARDEN CORPORATION
JAH
| $1.16M | 0.01% |
23,699
+4,835
| +26% | +$256K |
|
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.