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 | |
|---|---|---|---|---|---|---|
351
Schwab Emerging Markets Equity ETF
SCHE
$12.4B
| $6.66M | 0.04% |
270,867
+146,471
| +118% | +$3.75M |
|
352
NetEase
NTES
$79.2B
| $6.66M | 0.04% |
229,785
+176,670
| +333% | +$4.72M |
|
353
Invesco DB Base Metals Fund
DBB
$308M
| $6.65M | 0.04% |
461,831
+433,612
| +1,537% | +$6.69M |
|
|
BSCF
354
DELISTED
CLAYMORE GUGGENHEIM BULLETSHARES 2015 CORP BD ETF
BSCF
| $6.64M | 0.04% |
306,700
+274,577
| +855% | +$5.95M |
|
355
Vanguard Energy ETF
VDE
$9.88B
| $6.59M | 0.04% |
61,624
-8,888
| -13% | -$1,000K |
|
356
WEC Energy
WEC
$37.2B
| $6.59M | 0.04% |
+146,480
| New | +$7.03M |
|
|
ALU
357
DELISTED
Alcatel-Lucent
ALU
| $6.57M | 0.04% |
+1,814,003
| New | +$6.97M |
|
358
Viatris
VTRS
$20.5B
| $6.55M | 0.04% |
96,558
+82,094
| +568% | +$5.8M |
|
359
Transocean
RIG
$5.85B
| $6.52M | 0.04% |
404,496
+373,972
| +1,225% | +$6.74M |
|
360
CALL
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$6.11M
| $6.47M | 0.04% |
+26,300
| New | +$5.85M |
|
361
iShares MSCI ACWI ex US ETF
ACWX
$11.4B
| $6.46M | 0.04% |
146,203
+133,748
| +1,074% | +$6.21M |
|
|
362
PUT
NetEase
NTES
$79.2B
| $6.45M | 0.04% |
222,500
+148,000
| +199% | +$3.95M |
|
363
CALL
Macy's
M
$6.55B
| $6.44M | 0.04% |
95,400
+92,300
| +2,977% | +$6.24M |
|
364
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
| $6.39M | 0.04% |
129,038
+79,906
| +163% | +$3.98M |
|
365
PUT
ProShares Ultra Russell2000
UWM
$249M
| $6.38M | 0.04% |
261,600
+53,600
| +26% | +$1.31M |
|
366
Vanguard Growth ETF
VUG
$216B
| $6.36M | 0.04% |
356,616
+273,186
| +327% | +$4.96M |
|
367
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.93B
| $6.34M | 0.04% |
+94,286
| New | +$6.33M |
|
368
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.53B
| $6.33M | 0.04% |
288,000
+147,200
| +105% | +$3.42M |
|
369
CALL
Hasbro
HAS
$12.8B
| $6.32M | 0.04% |
+84,500
| New | +$6.02M |
|
370
Ambarella
AMBA
$2.96B
| $6.32M | 0.04% |
61,542
-3,055
| -5% | -$267K |
|
371
Berkshire Hathaway Class B
BRK.B
$1.07T
| $6.3M | 0.04% |
46,319
+35,662
| +335% | +$5.09M |
|
372
Philips
PHG
$24.5B
| $6.29M | 0.04% |
+345,034
| New | +$6.81M |
|
373
iShares Global Tech ETF
IXN
$8.27B
| $6.28M | 0.04% |
+393,594
| New | +$6.51M |
|
|
MNDT
374
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $6.26M | 0.04% |
128,000
+88,100
| +221% | +$3.99M |
|
375
iShares US Real Estate ETF
IYR
$4.74B
| $6.25M | 0.04% |
+87,700
| New | +$6.65M |
|
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.