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 | |
|---|---|---|---|---|---|---|
|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $580M | 3.63% |
17,681,500
+2,405,600
| +16% | +$85M |
|
2
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $485M | 3.04% |
13,687,200
+9,137,000
| +201% | +$355M |
|
3
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $391M | 2.45% |
3,867,300
+1,779,900
| +85% | +$213M |
|
4
PUT
Apple
AAPL
$4.89T
| $341M | 2.13% |
12,354,000
+7,541,200
| +157% | +$221M |
|
|
5
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $321M | 2.01% |
9,048,100
+841,600
| +10% | +$32.7M |
|
|
6
iShares MSCI Emerging Markets ETF
EEM
$28B
| $221M | 1.39% |
6,749,559
-2,131,933
| -24% | -$75.3M |
|
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $213M | 1.33% |
2,553,600
+795,600
| +45% | +$68.9M |
|
|
8
CALL
Apple
AAPL
$4.89T
| $197M | 1.23% |
7,147,200
-7,448,400
| -51% | -$218M |
|
|
9
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $187M | 1.17% |
5,716,900
+3,947,900
| +223% | +$139M |
|
|
10
iShares Core S&P 500 ETF
IVV
$876B
| $178M | 1.12% |
924,115
+921,907
| +41,753% | +$188M |
|
11
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $177M | 1.11% |
2,836,400
+728,600
| +35% | +$57.4M |
|
|
12
CALL
iShares Biotechnology ETF
IBB
$9.31B
| $171M | 1.07% |
1,693,500
+1,062,300
| +168% | +$127M |
|
13
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $159M | 0.99% |
1,283,900
+201,500
| +19% | +$24.5M |
|
|
14
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $158M | 0.99% |
5,783,438
+4,502,638
| +352% | +$135M |
|
|
15
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $145M | 0.91% |
+4,372,677
| New | +$159M |
|
|
16
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
| $131M | 0.82% |
3,069,844
+2,469,284
| +411% | +$114M |
|
17
PUT
Amazon
AMZN
$2.5T
| $127M | 0.8% |
4,976,000
+3,470,000
| +230% | +$87.7M |
|
|
18
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $116M | 0.73% |
941,000
+347,900
| +59% | +$42.2M |
|
19
Comcast
CMCSA
$79.1B
| $116M | 0.73% |
4,072,722
+3,571,374
| +712% | +$106M |
|
20
CALL
Meta Platforms (Facebook)
META
$1.51T
| $114M | 0.71% |
1,263,100
+350,500
| +38% | +$32.2M |
|
21
TotalEnergies
TTE
$193B
| $108M | 0.68% |
2,419,646
+2,106,575
| +673% | +$99.3M |
|
22
CALL
United States Oil Fund
USO
$2.45B
| $108M | 0.68% |
918,113
+839,825
| +1,073% | +$103M |
|
23
iShares MSCI Japan ETF
EWJ
$21.7B
| $95.8M | 0.6% |
2,094,700
+2,057,986
| +5,605% | +$102M |
|
|
24
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $95.6M | 0.6% |
2,006,262
+1,855,641
| +1,232% | +$135M |
|
|
25
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $93.4M | 0.59% |
1,500,100
+377,800
| +34% | +$29.8M |
|
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.