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 MSCI EAFE ETF
EFA
|
+$529M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$370M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$143M |
| 4 |
iShare MSCI Eurozone ETF
EZU
|
+$96.5M |
| 5 |
iShares MSCI All Country Asia ex Japan ETF
AAXJ
|
+$61.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$245M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$94.7M |
| 3 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$85.1M |
| 4 |
iShares Core US Aggregate Bond ETF
AGG
|
+$81.8M |
| 5 |
Vodafone
VOD
|
+$78.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.5% |
| 2 | Consumer Discretionary | 2.32% |
| 3 | Healthcare | 1.93% |
| 4 | Communication Services | 1.44% |
| 5 | Financials | 1.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
iShares Emerging Markets Infrastructure ETF
EMIF
$13M
| $9.94M | 0.06% |
299,376
+243,099
| +432% | +$8.59M |
|
252
Invesco Senior Loan ETF
BKLN
$6.97B
| $9.89M | 0.06% |
415,832
+40,008
| +11% | +$964K |
|
253
CALL
ProShares UltraShort S&P500
SDS
$424M
| $9.86M | 0.06% |
4,683
+2,152
| +85% | +$4.41M |
|
|
TFCFA
254
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $9.86M | 0.06% |
302,877
+283,417
| +1,456% | +$9.53M |
|
255
iShares Russell 2000 ETF
IWM
$80.2B
| $9.73M | 0.06% |
+77,953
| New | +$9.74M |
|
256
Rio Tinto
RIO
$149B
| $9.72M | 0.06% |
235,759
+216,268
| +1,110% | +$9.49M |
|
257
CALL
iShares MSCI China ETF
MCHI
$6.14B
| $9.67M | 0.06% |
172,600
+117,900
| +216% | +$7.13M |
|
258
PUT
Microsoft
MSFT
$2.91T
| $9.67M | 0.06% |
219,000
+185,900
| +562% | +$8.48M |
|
259
Schwab US Broad Market ETF
SCHB
$42.8B
| $9.6M | 0.06% |
1,146,492
+979,314
| +586% | +$8.37M |
|
260
Nike
NKE
$62.4B
| $9.53M | 0.06% |
176,358
-128,426
| -42% | -$6.58M |
|
261
PUT
VanEck Oil Services ETF
OIH
$2.08B
| $9.51M | 0.06% |
13,625
+5,165
| +61% | +$3.82M |
|
262
PUT
iShares MSCI Spain ETF
EWP
$2.08B
| $9.46M | 0.06% |
282,000
+267,100
| +1,793% | +$9.46M |
|
263
iShares Biotechnology ETF
IBB
$9.52B
| $9.38M | 0.06% |
76,296
+65,565
| +611% | +$7.85M |
|
264
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
| $9.38M | 0.06% |
360,426
+163,220
| +83% | +$4.32M |
|
|
IMVP
265
Invesco India ETF
IMVP
$123M
| $9.31M | 0.06% |
430,368
+265,801
| +162% | +$5.78M |
|
|
UGAZ
266
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $9.3M | 0.06% |
349
+327
| +1,486% | +$9.18M |
|
267
Amazon
AMZN
$2.51T
| $9.29M | 0.06% |
427,960
-974,320
| -69% | -$20.4M |
|
268
CALL
Constellation Brands
STZ
$22.2B
| $9.25M | 0.06% |
+79,700
| New | +$9.41M |
|
269
PUT
Vanguard S&P 500 ETF
VOO
$969B
| $9.23M | 0.06% |
48,900
+400
| +0.8% | +$77.1K |
|
270
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.3B
| $9.2M | 0.06% |
131,990
+97,140
| +279% | +$7.04M |
|
271
PUT
Ambarella
AMBA
$2.83B
| $9.15M | 0.06% |
89,100
+73,600
| +475% | +$6.43M |
|
272
CALL
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$373M
| $9.13M | 0.06% |
4,890
+432
| +10% | +$940K |
|
273
Vanguard Mid-Cap Growth ETF
VOT
$19B
| $9.07M | 0.06% |
+85,083
| New | +$9.22M |
|
|
LUX
274
DELISTED
Luxottica Group
LUX
| $9.04M | 0.06% |
136,060
+80,447
| +145% | +$5.33M |
|
275
iShares MSCI Canada ETF
EWC
$6.11B
| $9.03M | 0.06% |
338,649
-269,794
| -44% | -$7.63M |
|
Similar funds
Jane Street's Q2 2015 Portfolio in Review
As of Q2 2015, Jane Street held 4,460 positions worth $15.5B, up 20% from $12.9B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Jane Street deployed $2.53B of net new capital in Q2 2015, opening 1,386 new positions and adding to 1,129 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 7,950,270 shares worth $505M.
By sector, the portfolio is most concentrated in Technology at 2.5% of assets, up from 2.1% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $94.7M trimmed.
- Jane Street's largest Q2 2015 buy was iShares MSCI EAFE ETF: 7,950,270 shares worth $505M.
- Jane Street added most to iShares MSCI Emerging Markets ETF in Q2 2015, an estimated $370M increase.
- Jane Street's biggest Q2 2015 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $94.7M.
- Jane Street fully exited Vanguard FTSE Emerging Markets ETF in Q2 2015, selling an estimated $245M.
- Jane Street's ten largest holdings make up 24% of its $15.5B portfolio in Q2 2015.
- Jane Street opened 1,386 new positions and closed 886 in Q2 2015.
- Jane Street's portfolio value rose 20% quarter-over-quarter to $15.5B.
Based on Jane Street's 13F filing for Q2 2015, filed 14 Aug 2015.