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 | |
|---|---|---|---|---|---|---|
|
ANDV
2351
PUT
DELISTED
Andeavor
ANDV
| $476K | ﹤0.01% |
4,900
-7,900
| -62% | -$767K |
|
2352
PUT
Wolfspeed
WOLF
$1.23B
| $475K | ﹤0.01% |
+19,600
| New | +$501K |
|
2353
PUT
Royal Gold
RGLD
$16.8B
| $474K | ﹤0.01% |
+10,100
| New | +$520K |
|
2354
CALL
Teekay
TK
$1.01B
| $474K | ﹤0.01% |
+16,000
| New | +$573K |
|
|
KATE
2355
CALL
DELISTED
Kate Spade & Company
KATE
| $474K | ﹤0.01% |
+24,800
| New | +$495K |
|
2356
CALL
Deutsche Bank
DB
$69B
| $472K | ﹤0.01% |
19,600
-8,176
| -29% | -$226K |
|
2357
Edison International
EIX
$28.2B
| $472K | ﹤0.01% |
+7,490
| New | +$445K |
|
2358
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$456M
| $472K | ﹤0.01% |
16,353
-72,646
| -82% | -$2.08M |
|
2359
Virtus Biotech Clinical Trials ETF
BBC
$46.3M
| $471K | ﹤0.01% |
17,855
-39,267
| -69% | -$1.33M |
|
2360
Acquirers Small and Micro Deep Value ETF
DEEP
$27.4M
| $471K | ﹤0.01% |
22,084
-12,832
| -37% | -$293K |
|
|
GFA
2361
DELISTED
Gafisa S.A.
GFA
| $471K | ﹤0.01% |
36,126
+33,820
| +1,467% | +$598K |
|
2362
CALL
Zillow
Z
$7.79B
| $470K | ﹤0.01% |
+17,400
| New | +$454K |
|
|
VIMC
2363
DELISTED
VIMICRO INTERNATIONAL CORP ADR (KY)
VIMC
| $470K | ﹤0.01% |
+37,728
| New | +$418K |
|
|
EXXI
2364
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $469K | ﹤0.01% |
446,196
+404,749
| +977% | +$679K |
|
2365
Boeing
BA
$171B
| $468K | ﹤0.01% |
3,577
-140,738
| -98% | -$19.5M |
|
2366
Nabors Industries
NBR
$1.27B
| $468K | ﹤0.01% |
+991
| New | +$557K |
|
2367
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.11B
| $468K | ﹤0.01% |
+21,039
| New | +$485K |
|
2368
Lumen
LUMN
$6.57B
| $467K | ﹤0.01% |
18,596
+10,601
| +133% | +$293K |
|
2369
Tyson Foods
TSN
$20.4B
| $467K | ﹤0.01% |
10,826
+2,916
| +37% | +$124K |
|
2370
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.2B
| $466K | ﹤0.01% |
8,429
-28,512
| -77% | -$1.67M |
|
2371
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
| $465K | ﹤0.01% |
1,000
+100
| +11% | +$53.7K |
|
|
P
2372
CALL
DELISTED
Pandora Media Inc
P
| $465K | ﹤0.01% |
21,800
+10,800
| +98% | +$189K |
|
|
SE
2373
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $465K | ﹤0.01% |
+17,700
| New | +$515K |
|
2374
Credicorp
BAP
$31.8B
| $464K | ﹤0.01% |
4,367
-3,569
| -45% | -$431K |
|
|
INY
2375
DELISTED
SPDR NUVEEN BARCLAYS N Y MUN BD ETF
INY
| $464K | ﹤0.01% |
19,970
-64,693
| -76% | -$1.49M |
|
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.