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 | |
|---|---|---|---|---|---|---|
626
iShares MSCI New Zealand ETF
ENZL
$76.6M
| $3.65M | 0.02% |
+105,159
| New | +$4.11M |
|
627
O'Reilly Automotive
ORLY
$75.1B
| $3.65M | 0.02% |
241,920
+104,565
| +76% | +$1.55M |
|
|
AXON
628
CALL
Axon Enterprise
AXON
$42.4B
| $3.64M | 0.02% |
109,400
+99,400
| +994% | +$3.11M |
|
629
Invesco KBW High Dividend Yield Financial ETF
KBWD
$412M
| $3.64M | 0.02% |
+150,852
| New | +$3.8M |
|
630
PUT
ProShares UltraPro Short S&P 500
SPXU
$419M
| $3.64M | 0.02% |
258
+70
| +37% | +$946K |
|
|
CTIC
631
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
| $3.63M | 0.02% |
186,091
+132,516
| +247% | +$2.56M |
|
|
STJ
632
CALL
DELISTED
St Jude Medical
STJ
| $3.62M | 0.02% |
+49,600
| New | +$3.58M |
|
633
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$151M
| $3.62M | 0.02% |
61,376
-35,265
| -36% | -$2.23M |
|
634
MPLX
MPLX
$59.2B
| $3.61M | 0.02% |
50,573
-40,670
| -45% | -$3.01M |
|
635
iShares Global Materials ETF
MXI
$338M
| $3.61M | 0.02% |
65,092
+23,454
| +56% | +$1.38M |
|
636
CALL
Cisco
CSCO
$452B
| $3.6M | 0.02% |
131,200
-21,300
| -14% | -$611K |
|
|
MDD
637
DELISTED
SPDR S&P INTERNATIONAL MID CAP ETF
MDD
| $3.59M | 0.02% |
116,227
+102,906
| +773% | +$3.31M |
|
638
Schwab U.S Small- Cap ETF
SCHA
$22.4B
| $3.58M | 0.02% |
+249,228
| New | +$3.61M |
|
639
PUT
Ford
F
$58.5B
| $3.57M | 0.02% |
238,100
+87,200
| +58% | +$1.35M |
|
640
CALL
Visa
V
$689B
| $3.57M | 0.02% |
53,200
+21,400
| +67% | +$1.45M |
|
|
BRCM
641
DELISTED
BROADCOM CORP CL-A
BRCM
| $3.57M | 0.02% |
69,376
+39,438
| +132% | +$1.92M |
|
642
PUT
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $3.57M | 0.02% |
119,000
+58,000
| +95% | +$1.77M |
|
643
Hartford Multifactor Small Cap ETF
ROSC
$61.9M
| $3.56M | 0.02% |
140,092
-31,174
| -18% | -$795K |
|
644
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$740M
| $3.56M | 0.02% |
+119,304
| New | +$3.7M |
|
|
RPTP
645
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $3.56M | 0.02% |
225,441
-238,370
| -51% | -$2.9M |
|
646
iShares MSCI China Small-Cap ETF
ECNS
$64.3M
| $3.55M | 0.02% |
61,316
+19,460
| +46% | +$1.19M |
|
647
Western Digital
WDC
$172B
| $3.54M | 0.02% |
59,700
+53,962
| +940% | +$3.87M |
|
648
PUT
JetBlue
JBLU
$2.02B
| $3.53M | 0.02% |
+169,900
| New | +$3.44M |
|
649
RELX
RELX
$62.3B
| $3.53M | 0.02% |
216,980
+89,192
| +70% | +$1.51M |
|
650
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
| $3.52M | 0.02% |
26,460
+12,861
| +95% | +$1.74M |
|
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.