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 | |
|---|---|---|---|---|---|---|
|
FNI
651
DELISTED
First Trust Chindia ETF
FNI
| $3.51M | 0.02% |
114,624
+79,759
| +229% | +$2.51M |
|
652
CALL
Costco
COST
$422B
| $3.5M | 0.02% |
25,900
-1,100
| -4% | -$158K |
|
653
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.8B
| $3.49M | 0.02% |
124,195
-34,831
| -22% | -$1.02M |
|
654
PUT
Cigna
CI
$77B
| $3.48M | 0.02% |
21,500
+16,200
| +306% | +$2.24M |
|
655
PUT
iShares MSCI United Kingdom ETF
EWU
$4.05B
| $3.47M | 0.02% |
95,100
+83,800
| +742% | +$3.21M |
|
656
CALL
Walt Disney
DIS
$168B
| $3.47M | 0.02% |
30,400
+20,500
| +207% | +$2.25M |
|
|
657
Cigna
CI
$77B
| $3.46M | 0.02% |
21,350
+9,251
| +76% | +$1.28M |
|
658
UnitedHealth
UNH
$379B
| $3.46M | 0.02% |
28,340
-8,711
| -24% | -$1.03M |
|
659
PUT
iShares Russell 1000 Growth ETF
IWF
$120B
| $3.46M | 0.02% |
139,600
+53,600
| +62% | +$1.35M |
|
660
PUT
Salesforce
CRM
$142B
| $3.45M | 0.02% |
+49,600
| New | +$3.53M |
|
661
Prudential Financial
PRU
$42.3B
| $3.44M | 0.02% |
39,357
+30,210
| +330% | +$2.56M |
|
662
Vanguard Total World Stock ETF
VT
$76.4B
| $3.44M | 0.02% |
56,004
+43,629
| +353% | +$2.76M |
|
|
BLUE
663
DELISTED
bluebird bio
BLUE
| $3.44M | 0.02% |
1,579
+1,121
| +245% | +$2.28M |
|
664
WisdomTree International High Dividend Fund
DTH
$641M
| $3.44M | 0.02% |
81,487
+3,027
| +4% | +$135K |
|
665
PUT
Coca-Cola
KO
$362B
| $3.44M | 0.02% |
87,700
+63,300
| +259% | +$2.57M |
|
666
Korea Electric Power
KEP
$15.7B
| $3.44M | 0.02% |
168,895
+141,995
| +528% | +$2.95M |
|
667
PUT
iShares MSCI Italy ETF
EWI
$998M
| $3.42M | 0.02% |
114,700
+78,600
| +218% | +$2.42M |
|
668
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.74B
| $3.42M | 0.02% |
67,326
+53,206
| +377% | +$2.74M |
|
669
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $3.42M | 0.02% |
+12,500
| New | +$3.47M |
|
670
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
| $3.42M | 0.02% |
+127,206
| New | +$3.45M |
|
|
DXGE
671
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $3.41M | 0.02% |
119,844
+57,054
| +91% | +$1.73M |
|
|
DBGR
672
DELISTED
Xtrackers MSCI Germany Hedged Equity ETF
DBGR
| $3.4M | 0.02% |
+135,596
| New | +$3.75M |
|
673
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $3.4M | 0.02% |
164,084
+114,116
| +228% | +$2.5M |
|
674
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $3.39M | 0.02% |
27,593
+5,319
| +24% | +$656K |
|
|
LL
675
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $3.39M | 0.02% |
163,800
+120,100
| +275% | +$3.16M |
|
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.