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 | |
|---|---|---|---|---|---|---|
326
Microsoft
MSFT
$2.92T
| $7.47M | 0.05% |
169,300
+59,879
| +55% | +$2.73M |
|
327
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.9M
| $7.46M | 0.05% |
+96,700
| New | +$7.53M |
|
328
iShares Russell Mid-Cap ETF
IWR
$56B
| $7.39M | 0.05% |
173,604
-214,200
| -55% | -$9.31M |
|
329
PUT
Chevron
CVX
$382B
| $7.33M | 0.05% |
76,000
+54,800
| +258% | +$5.75M |
|
330
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.09B
| $7.25M | 0.05% |
417,820
+325,795
| +354% | +$5.85M |
|
331
Simon Property Group
SPG
$74.7B
| $7.17M | 0.05% |
41,463
+38,545
| +1,321% | +$7.08M |
|
|
FEEU
332
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
| $7.17M | 0.05% |
64,032
+13,791
| +27% | +$1.64M |
|
333
PUT
Petrobras
PBR
$117B
| $7.16M | 0.05% |
791,500
+776,100
| +5,040% | +$6.95M |
|
334
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$47.9M
| $7.15M | 0.05% |
464,000
+136,000
| +41% | +$2.53M |
|
335
PUT
Procter & Gamble
PG
$347B
| $7.05M | 0.05% |
90,100
+54,600
| +154% | +$4.39M |
|
336
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$454M
| $7.04M | 0.05% |
224,417
+34,629
| +18% | +$1.1M |
|
337
CRH
CRH
$67.6B
| $7.01M | 0.05% |
+249,473
| New | +$7.02M |
|
338
PUT
SLB Ltd
SLB
$77.6B
| $6.91M | 0.04% |
80,200
+10,200
| +15% | +$920K |
|
339
JPMorgan Chase
JPM
$944B
| $6.9M | 0.04% |
101,865
-155,376
| -60% | -$10.1M |
|
340
PUT
Amgen
AMGN
$204B
| $6.89M | 0.04% |
44,900
+38,300
| +580% | +$6.14M |
|
341
First Trust Germany AlphaDEX Fund
FGM
$96.4M
| $6.84M | 0.04% |
+180,621
| New | +$7.05M |
|
342
Goldman Sachs
GS
$306B
| $6.84M | 0.04% |
32,771
-20,342
| -38% | -$4.14M |
|
343
PUT
iShares Core S&P 500 ETF
IVV
$867B
| $6.82M | 0.04% |
32,900
+28,500
| +648% | +$6.03M |
|
344
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$69.3M
| $6.81M | 0.04% |
3
+2
| +200% | +$3.67M |
|
345
Invesco S&P 500 Pure Growth ETF
RPG
$2B
| $6.8M | 0.04% |
419,045
+234,560
| +127% | +$3.9M |
|
346
PUT
United Parcel Service
UPS
$96B
| $6.79M | 0.04% |
70,100
+64,700
| +1,198% | +$6.43M |
|
347
Cognex
CGNX
$10.1B
| $6.79M | 0.04% |
282,424
+270,696
| +2,308% | +$6.65M |
|
348
CALL
US Bancorp
USB
$98.8B
| $6.69M | 0.04% |
+154,200
| New | +$6.74M |
|
349
iShares US Financial Services ETF
IYG
$2.15B
| $6.68M | 0.04% |
213,069
+166,137
| +354% | +$5.16M |
|
350
PUT
McDonald's
MCD
$192B
| $6.66M | 0.04% |
70,100
+5,800
| +9% | +$561K |
|
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.