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 | |
|---|---|---|---|---|---|---|
526
Alaska Air
ALK
$5.3B
| $4.45M | 0.03% |
+69,065
| New | +$4.45M |
|
|
YOKU
527
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $4.44M | 0.03% |
181,168
+115,558
| +176% | +$2.61M |
|
528
Biogen
BIIB
$29.5B
| $4.44M | 0.03% |
10,998
+2,569
| +30% | +$1.03M |
|
529
Altria Group
MO
$122B
| $4.43M | 0.03% |
90,484
+52,278
| +137% | +$2.65M |
|
530
Invesco DB Commodity Index Tracking Fund
DBC
$1.67B
| $4.42M | 0.03% |
+245,374
| New | +$4.37M |
|
531
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.36B
| $4.42M | 0.03% |
88,329
+75,537
| +591% | +$3.82M |
|
532
Pfizer
PFE
$141B
| $4.39M | 0.03% |
138,067
+67,492
| +96% | +$2.2M |
|
533
CALL
ProShares UltraPro Russell2000
URTY
$329M
| $4.38M | 0.03% |
84,200
-21,000
| -20% | -$1.1M |
|
534
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$177M
| $4.37M | 0.03% |
51,258
+31,884
| +165% | +$2.5M |
|
535
PUT
ProShares UltraShort S&P500
SDS
$424M
| $4.37M | 0.03% |
2,073
+1,711
| +473% | +$3.5M |
|
536
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
| $4.36M | 0.03% |
42,950
+30,352
| +241% | +$3.09M |
|
537
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
| $4.36M | 0.03% |
+157,206
| New | +$4.46M |
|
|
JPGE
538
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
| $4.35M | 0.03% |
85,612
-50,598
| -37% | -$2.63M |
|
539
McDonald's
MCD
$192B
| $4.34M | 0.03% |
45,700
+14,802
| +48% | +$1.43M |
|
|
RUSL
540
PUT
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
| $4.34M | 0.03% |
89,400
-98,330
| -52% | -$5.85M |
|
541
Trip.com Group
TCOM
$28.2B
| $4.34M | 0.03% |
119,558
-91,256
| -43% | -$3.19M |
|
|
GG
542
DELISTED
Goldcorp Inc
GG
| $4.32M | 0.03% |
266,423
-570,766
| -68% | -$10.4M |
|
543
PUT
Williams Companies
WMB
$86.6B
| $4.31M | 0.03% |
75,100
-330,600
| -81% | -$17M |
|
544
CALL
Micron Technology
MU
$1.02T
| $4.31M | 0.03% |
228,700
-184,700
| -45% | -$4.92M |
|
545
Sumitomo Mitsui Financial
SMFG
$167B
| $4.31M | 0.03% |
+484,509
| New | +$4.21M |
|
546
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.71B
| $4.3M | 0.03% |
99,204
-161,546
| -62% | -$7.37M |
|
547
iShares MSCI Israel ETF
EIS
$892M
| $4.3M | 0.03% |
83,561
+67,045
| +406% | +$3.5M |
|
548
CALL
Macerich
MAC
$7.41B
| $4.29M | 0.03% |
57,500
+47,200
| +458% | +$3.83M |
|
549
PUT
Walt Disney
DIS
$168B
| $4.28M | 0.03% |
37,500
+17,300
| +86% | +$1.9M |
|
550
PUT
iShares US Transportation ETF
IYT
$2.32B
| $4.28M | 0.03% |
+118,000
| New | +$4.53M |
|
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.