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 | |
|---|---|---|---|---|---|---|
501
Vanguard Value ETF
VTV
$189B
| $4.68M | 0.03% |
+56,137
| New | +$4.79M |
|
502
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$568M
| $4.68M | 0.03% |
168,915
-79,808
| -32% | -$2.31M |
|
503
PUT
BHP
BHP
$213B
| $4.67M | 0.03% |
+128,579
| New | +$5.19M |
|
|
ALD
504
DELISTED
WisdomTree Asia Local Debt Fund
ALD
| $4.66M | 0.03% |
102,763
+34,642
| +51% | +$1.61M |
|
505
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $4.65M | 0.03% |
93,413
-7,047
| -7% | -$330K |
|
506
Telkom Indonesia
TLK
$14.3B
| $4.65M | 0.03% |
214,340
+13,514
| +7% | +$292K |
|
507
Schwab US Large- Cap ETF
SCHX
$71.1B
| $4.64M | 0.03% |
+565,152
| New | +$4.75M |
|
508
ProShares Large Cap Core Plus
CSM
$510M
| $4.62M | 0.03% |
186,038
-386,198
| -67% | -$9.82M |
|
509
VanEck India Growth Leaders ETF
GLIN
$95.5M
| $4.61M | 0.03% |
108,852
+24,525
| +29% | +$1.09M |
|
510
CALL
United States Gasoline Fund
UGA
$143M
| $4.6M | 0.03% |
111,700
-4,400
| -4% | -$173K |
|
|
MMP
511
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $4.57M | 0.03% |
62,309
+58,381
| +1,486% | +$4.69M |
|
512
Precigen
PGEN
$1.93B
| $4.57M | 0.03% |
94,481
+55,797
| +144% | +$2.35M |
|
513
ProShares UltraPro S&P 500
UPRO
$5.09B
| $4.56M | 0.03% |
412,242
+371,442
| +910% | +$4.35M |
|
514
SPDR Gold Trust
GLD
$132B
| $4.56M | 0.03% |
40,553
+27,123
| +202% | +$3.1M |
|
|
RSX
515
CALL
DELISTED
VanEck Russia ETF
RSX
| $4.55M | 0.03% |
249,200
+86,200
| +53% | +$1.66M |
|
516
The Greenbrier Companies
GBX
$1.56B
| $4.54M | 0.03% |
+96,966
| New | +$5.79M |
|
517
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.11B
| $4.54M | 0.03% |
79,360
+8,124
| +11% | +$476K |
|
518
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
| $4.53M | 0.03% |
45,130
-1,813
| -4% | -$186K |
|
519
iShares MSCI Austria ETF
EWO
$174M
| $4.51M | 0.03% |
284,273
+250,477
| +741% | +$4.2M |
|
520
United Parcel Service
UPS
$96B
| $4.51M | 0.03% |
+46,542
| New | +$4.62M |
|
521
iShares Global Comm Services ETF
IXP
$522M
| $4.49M | 0.03% |
72,275
+8,636
| +14% | +$551K |
|
|
DBKO
522
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $4.49M | 0.03% |
191,818
-131,677
| -41% | -$3.19M |
|
523
CALL
Intel
INTC
$462B
| $4.47M | 0.03% |
147,100
+9,600
| +7% | +$310K |
|
524
PUT
Goldman Sachs
GS
$309B
| $4.47M | 0.03% |
21,400
-15,700
| -42% | -$3.2M |
|
525
CALL
FedEx
FDX
$73.5B
| $4.46M | 0.03% |
26,200
+20,700
| +376% | +$3.6M |
|
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.