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 | |
|---|---|---|---|---|---|---|
201
iShares Global Healthcare ETF
IXJ
$4.1B
| $13.2M | 0.08% |
267,738
+222,070
| +486% | +$12M |
|
202
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.1B
| $13.1M | 0.08% |
500,214
+333,684
| +200% | +$9.54M |
|
203
PUT
Starbucks
SBUX
$120B
| $13.1M | 0.08% |
230,600
+224,400
| +3,619% | +$12.6M |
|
204
Booking.com
BKNG
$143B
| $13.1M | 0.08% |
264,000
-13,500
| -5% | -$671K |
|
205
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.56B
| $12.9M | 0.08% |
+288,813
| New | +$13.4M |
|
206
Schwab International Equity ETF
SCHF
$65.8B
| $12.9M | 0.08% |
+941,256
| New | +$13.8M |
|
207
CALL
ProShares Ultra Energy
DIG
$80.5M
| $12.9M | 0.08% |
329,920
+305,680
| +1,261% | +$14.5M |
|
|
208
PUT
ProShares Ultra Energy
DIG
$80.5M
| $12.8M | 0.08% |
328,320
+88,320
| +37% | +$4.2M |
|
209
CALL
Alibaba
BABA
$274B
| $12.7M | 0.08% |
215,900
-368,300
| -63% | -$26.8M |
|
210
PUT
Walmart Inc
WMT
$890B
| $12.6M | 0.08% |
584,400
+456,300
| +356% | +$10.5M |
|
211
CALL
iShares S&P 500 Value ETF
IVE
$49.2B
| $12.6M | 0.08% |
+150,000
| New | +$13.4M |
|
|
WBA
212
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $12.6M | 0.08% |
151,200
+133,700
| +764% | +$12.1M |
|
|
213
PUT
iShares Core S&P 500 ETF
IVV
$870B
| $12.5M | 0.08% |
65,000
+32,100
| +98% | +$6.55M |
|
214
Tenaris
TS
$28.6B
| $12.5M | 0.08% |
+517,140
| New | +$13.1M |
|
215
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.31B
| $12.4M | 0.08% |
367,016
+229,514
| +167% | +$8.44M |
|
216
CALL
PepsiCo
PEP
$191B
| $12.4M | 0.08% |
131,200
+80,300
| +158% | +$7.64M |
|
217
ArcelorMittal
MT
$50.1B
| $12.3M | 0.08% |
1,044,837
+872,132
| +505% | +$16.2M |
|
218
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
| $12.3M | 0.08% |
247,972
+118,934
| +92% | +$5.88M |
|
219
CALL
ProShares UltraShort QQQ
QID
$288M
| $12.2M | 0.08% |
4,114
+390
| +10% | +$1.07M |
|
220
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.4M
| $12.1M | 0.08% |
768,000
+304,000
| +66% | +$5.04M |
|
221
British American Tobacco
BTI
$131B
| $12.1M | 0.08% |
219,916
+9,834
| +5% | +$546K |
|
222
PUT
iShares Russell 1000 Value ETF
IWD
$81.6B
| $12M | 0.08% |
+128,600
| New | +$12.8M |
|
223
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
| $11.9M | 0.07% |
302,420
+297,016
| +5,496% | +$12.4M |
|
224
CALL
ProShares Ultra Real Estate
URE
$60.4M
| $11.8M | 0.07% |
256,200
+234,400
| +1,075% | +$11.3M |
|
225
CALL
Amgen
AMGN
$206B
| $11.6M | 0.07% |
83,800
+62,600
| +295% | +$9.87M |
|
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.