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 | |
|---|---|---|---|---|---|---|
1526
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$176M
| $1.13M | 0.01% |
30,411
+4,166
| +16% | +$166K |
|
1527
PUT
American International
AIG
$41.7B
| $1.13M | 0.01% |
19,800
+3,000
| +18% | +$183K |
|
1528
CALL
MannKind Corp
MNKD
$1.21B
| $1.13M | 0.01% |
70,080
+58,040
| +482% | +$1.23M |
|
1529
American Express
AXP
$227B
| $1.12M | 0.01% |
15,148
-8,072
| -35% | -$621K |
|
1530
Merck
MRK
$322B
| $1.12M | 0.01% |
23,799
+1,876
| +9% | +$99.7K |
|
1531
NextEra Energy
NEE
$181B
| $1.12M | 0.01% |
45,960
+24,352
| +113% | +$619K |
|
1532
Transocean
RIG
$5.89B
| $1.12M | 0.01% |
86,594
-317,902
| -79% | -$4.41M |
|
1533
CALL
Bath & Body Works
BBWI
$4.06B
| $1.12M | 0.01% |
+15,339
| New | +$1.06M |
|
|
CMA
1534
DELISTED
Comerica
CMA
| $1.12M | 0.01% |
27,188
+14,427
| +113% | +$656K |
|
1535
KLA
KLAC
$239B
| $1.12M | 0.01% |
+223,300
| New | +$1.15M |
|
1536
PUT
Qualcomm
QCOM
$155B
| $1.11M | 0.01% |
20,700
-4,400
| -18% | -$261K |
|
1537
PUT
Salesforce
CRM
$151B
| $1.11M | 0.01% |
16,000
-33,600
| -68% | -$2.38M |
|
1538
PUT
iShares US Telecommunications ETF
IYZ
$1.2B
| $1.11M | 0.01% |
+41,100
| New | +$1.18M |
|
1539
PUT
McKesson
MCK
$100B
| $1.11M | 0.01% |
6,000
+100
| +2% | +$21.2K |
|
1540
PUT
ProShares UltraShort Gold
GLL
$127M
| $1.11M | 0.01% |
+2,600
| New | +$1.11M |
|
1541
Kimberly-Clark
KMB
$36.3B
| $1.11M | 0.01% |
10,170
+2,888
| +40% | +$318K |
|
|
CERN
1542
CALL
DELISTED
Cerner Corp
CERN
| $1.11M | 0.01% |
+18,500
| New | +$1.21M |
|
1543
Invesco Next Gen Connectivity ETF
KNCT
$153M
| $1.11M | 0.01% |
33,767
+23,065
| +216% | +$814K |
|
|
CLR
1544
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.11M | 0.01% |
38,200
-18,700
| -33% | -$608K |
|
1545
CALL
General Mills
GIS
$19.1B
| $1.11M | 0.01% |
+19,700
| New | +$1.13M |
|
1546
CALL
United States Natural Gas Fund
UNG
$456M
| $1.1M | 0.01% |
5,938
-7,256
| -55% | -$1.51M |
|
|
IST
1547
DELISTED
SPDR S&P International Telecommunications Sector
IST
| $1.1M | 0.01% |
45,623
+37,696
| +476% | +$990K |
|
|
BBRC
1548
DELISTED
Columbia Beyond BRICs ETF
BBRC
| $1.1M | 0.01% |
69,100
-223,782
| -76% | -$3.87M |
|
|
QUNR
1549
DELISTED
Qunar Cayman Islands Limited
QUNR
| $1.1M | 0.01% |
36,567
+17,689
| +94% | +$646K |
|
1550
CALL
ProShares Ultra Dow30
DDM
$542M
| $1.1M | 0.01% |
117,600
-1,031,400
| -90% | -$10.7M |
|
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.