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 | |
|---|---|---|---|---|---|---|
151
Vanguard Global ex-US Real Estate ETF
VNQI
$3.46B
| $17.8M | 0.11% |
+350,110
| New | +$18.6M |
|
152
Vanguard Dividend Appreciation ETF
VIG
$111B
| $17.8M | 0.11% |
241,983
+170,765
| +240% | +$13.2M |
|
153
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
| $17.7M | 0.11% |
678,768
+318,342
| +88% | +$8.27M |
|
154
PUT
Biogen
BIIB
$29.9B
| $17.7M | 0.11% |
60,500
+23,100
| +62% | +$7.63M |
|
155
iShares Core MSCI Pacific ETF
IPAC
$2.6B
| $17.5M | 0.11% |
389,320
+280,769
| +259% | +$13.7M |
|
156
ExxonMobil
XOM
$651B
| $17.4M | 0.11% |
234,567
+224,931
| +2,334% | +$17.3M |
|
157
Nike
NKE
$61.9B
| $17.4M | 0.11% |
282,656
+106,298
| +60% | +$6.01M |
|
|
UN
158
DELISTED
Unilever NV New York Registry Shares
UN
| $17.2M | 0.11% |
428,758
+190,355
| +80% | +$8.02M |
|
159
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.74B
| $17.1M | 0.11% |
+493,590
| New | +$18.1M |
|
160
Halliburton
HAL
$27.9B
| $17.1M | 0.11% |
483,914
+478,240
| +8,429% | +$18.8M |
|
161
PUT
Procter & Gamble
PG
$343B
| $17M | 0.11% |
236,700
+146,600
| +163% | +$11M |
|
162
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $16.9M | 0.11% |
88,221
-241,178
| -73% | -$48.9M |
|
163
PUT
Mondelez International
MDLZ
$77.7B
| $16.8M | 0.11% |
+400,100
| New | +$17.2M |
|
164
iShares US Real Estate ETF
IYR
$4.75B
| $16.4M | 0.1% |
231,254
+143,554
| +164% | +$10.5M |
|
165
VanEck Semiconductor ETF
SMH
$67.6B
| $16.4M | 0.1% |
656,000
+629,794
| +2,403% | +$16M |
|
|
BSJH
166
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
| $16.2M | 0.1% |
640,143
+517,752
| +423% | +$13.5M |
|
|
GRFS
167
Grifois
GRFS
$5.16B
| $16.1M | 0.1% |
1,061,520
+924,992
| +678% | +$14.7M |
|
168
iShares Intermediate Government/Credit Bond ETF
GVI
$3.72B
| $16.1M | 0.1% |
144,551
+17,335
| +14% | +$1.92M |
|
169
Sasol
SSL
$7.58B
| $16M | 0.1% |
574,322
+192,132
| +50% | +$6.16M |
|
170
CALL
Baidu
BIDU
$35.8B
| $15.9M | 0.1% |
115,600
+90,300
| +357% | +$14.9M |
|
171
Nokia
NOK
$50.8B
| $15.8M | 0.1% |
2,328,400
-30,419
| -1% | -$200K |
|
172
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.09B
| $15.8M | 0.1% |
60
+24
| +67% | +$5.71M |
|
173
Invesco S&P 500 Equal Weight ETF
RSP
$96.3B
| $15.7M | 0.1% |
213,151
+209,851
| +6,359% | +$16.3M |
|
174
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $15.6M | 0.1% |
312,800
+307,700
| +6,033% | +$16.2M |
|
175
Vanguard Mid-Cap ETF
VO
$106B
| $15.6M | 0.1% |
534,696
+497,032
| +1,320% | +$15.5M |
|
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.