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 | |
|---|---|---|---|---|---|---|
1951
VanEck Africa Index ETF
AFK
$99.3M
| $701K | ﹤0.01% |
35,540
+16,860
| +90% | +$362K |
|
1952
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
| $701K | ﹤0.01% |
13,094
+3,669
| +39% | +$214K |
|
1953
Nomura Holdings
NMR
$28.3B
| $700K | ﹤0.01% |
+120,246
| New | +$796K |
|
|
ESPR
1954
DELISTED
Esperion Therapeutics
ESPR
| $699K | ﹤0.01% |
+29,633
| New | +$1.86M |
|
1955
CALL
C.H. Robinson
CHRW
$17.4B
| $698K | ﹤0.01% |
10,300
+1,200
| +13% | +$80.6K |
|
|
TSL
1956
PUT
DELISTED
Trina Solar Limited
TSL
| $698K | ﹤0.01% |
+77,800
| New | +$733K |
|
|
SFBS
1957
ServisFirst Bancshares
SFBS
$4.89B
| $697K | ﹤0.01% |
+33,564
| New | +$655K |
|
1958
CALL
CF Industries
CF
$19.2B
| $696K | ﹤0.01% |
15,500
-25,100
| -62% | -$1.46M |
|
1959
Hormel Foods
HRL
$13.8B
| $696K | ﹤0.01% |
+21,996
| New | +$659K |
|
1960
PUT
KB Home
KBH
$3.37B
| $696K | ﹤0.01% |
51,400
+40,400
| +367% | +$617K |
|
1961
VanEck Retail ETF
RTH
$258M
| $696K | ﹤0.01% |
9,466
-68,134
| -88% | -$5.2M |
|
|
BNY
1962
Bank of New York Mellon
BNY
$106B
| $693K | ﹤0.01% |
17,689
+5,043
| +40% | +$210K |
|
1963
Boston Beer
SAM
$1.91B
| $693K | ﹤0.01% |
3,289
+1,856
| +130% | +$410K |
|
1964
GoDaddy
GDDY
$11B
| $692K | ﹤0.01% |
27,448
+16,738
| +156% | +$437K |
|
1965
TransDigm Group
TDG
$70.2B
| $692K | ﹤0.01% |
3,258
-1,424
| -30% | -$326K |
|
1966
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.08B
| $691K | ﹤0.01% |
26,959
+3,080
| +13% | +$82K |
|
1967
Western Union
WU
$1.98B
| $690K | ﹤0.01% |
37,600
-12,480
| -25% | -$238K |
|
1968
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
| $687K | ﹤0.01% |
419
+74
| +21% | +$102K |
|
1969
CALL
Herbalife
HLF
$1.29B
| $687K | ﹤0.01% |
25,200
+13,400
| +114% | +$367K |
|
|
SNDK
1970
PUT
DELISTED
SANDISK CORP
SNDK
| $685K | ﹤0.01% |
12,600
-57,100
| -82% | -$3.15M |
|
1971
iShares MSCI South Africa ETF
EZA
$547M
| $684K | ﹤0.01% |
12,750
-174,791
| -93% | -$10.3M |
|
1972
Lam Research
LRCX
$367B
| $684K | ﹤0.01% |
104,710
-80,740
| -44% | -$592K |
|
|
NS
1973
DELISTED
NuStar Energy L.P.
NS
| $684K | ﹤0.01% |
+15,268
| New | +$807K |
|
|
JWN
1974
DELISTED
Nordstrom
JWN
| $681K | ﹤0.01% |
9,492
-1,982
| -17% | -$149K |
|
1975
CALL
Tyson Foods
TSN
$20.4B
| $681K | ﹤0.01% |
+15,800
| New | +$673K |
|
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.