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 | |
|---|---|---|---|---|---|---|
376
ProShares UltraShort Yen
YCS
$31.6M
| $6.25M | 0.04% |
271,008
+223,820
| +474% | +$5.09M |
|
377
CALL
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$29.6M
| – | – |
0
| – | – |
|
378
CALL
ProShares UltraShort Silver
ZSL
$64M
| $6.23M | 0.04% |
718
+569
| +382% | +$4.63M |
|
379
iShares Core 10+ Year USD Bond ETF
ILTB
$599M
| $6.2M | 0.04% |
104,840
+61,780
| +143% | +$3.81M |
|
|
TWC
380
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $6.19M | 0.04% |
+34,745
| New | +$5.76M |
|
381
Vanguard Small-Cap ETF
VB
$80B
| $6.17M | 0.04% |
50,765
-44,722
| -47% | -$5.49M |
|
382
CALL
Bank of America
BAC
$436B
| $6.1M | 0.04% |
358,500
+320,300
| +838% | +$5.28M |
|
383
Direxion Daily Small Cap Bear 3x ETF
TZA
$245M
| $6.09M | 0.04% |
394
+352
| +838% | +$5.54M |
|
384
Watsco Inc
WSO
$15B
| $6.09M | 0.04% |
49,205
+44,719
| +997% | +$5.57M |
|
|
RSX
385
PUT
DELISTED
VanEck Russia ETF
RSX
| $6.08M | 0.04% |
332,600
+170,500
| +105% | +$3.28M |
|
386
PUT
American Airlines Group
AAL
$9.78B
| $6.06M | 0.04% |
151,800
-20,100
| -12% | -$916K |
|
387
CALL
iShares Core S&P 500 ETF
IVV
$870B
| $6.03M | 0.04% |
29,100
-4,500
| -13% | -$953K |
|
|
AGN
388
DELISTED
Allergan plc
AGN
| $6.02M | 0.04% |
19,829
-12,771
| -39% | -$3.81M |
|
389
Invesco DB Agriculture Fund
DBA
$1.23B
| $6.01M | 0.04% |
257,300
+238,473
| +1,267% | +$5.32M |
|
390
Vanguard Russell 2000 Growth ETF
VTWG
$1.48B
| $5.95M | 0.04% |
+52,909
| New | +$5.9M |
|
391
CALL
Humana
HUM
$46.2B
| $5.95M | 0.04% |
31,100
+29,800
| +2,292% | +$5.53M |
|
|
X
392
PUT
DELISTED
US Steel
X
| $5.95M | 0.04% |
288,500
+253,600
| +727% | +$6.22M |
|
393
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$334M
| $5.94M | 0.04% |
117,112
+70,166
| +149% | +$3.72M |
|
394
Cencora
COR
$60.7B
| $5.91M | 0.04% |
55,606
+23,543
| +73% | +$2.65M |
|
395
WisdomTree Global High Dividend Fund
DEW
$147M
| $5.89M | 0.04% |
135,726
+123,727
| +1,031% | +$5.68M |
|
396
CALL
Chipotle Mexican Grill
CMG
$42.6B
| $5.87M | 0.04% |
485,000
+450,000
| +1,286% | +$5.69M |
|
397
CALL
VanEck Oil Services ETF
OIH
$2.07B
| $5.86M | 0.04% |
8,395
-8,135
| -49% | -$6.01M |
|
398
PUT
Gilead Sciences
GILD
$163B
| $5.85M | 0.04% |
50,000
-50,600
| -50% | -$5.53M |
|
|
XLIS
399
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
| $5.85M | 0.04% |
123,535
+59,418
| +93% | +$2.81M |
|
400
iShares S&P 100 ETF
OEF
$19.8B
| $5.84M | 0.04% |
64,284
+58,227
| +961% | +$5.39M |
|
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.