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 | |
|---|---|---|---|---|---|---|
676
Schwab US TIPS ETF
SCHP
$16.3B
| $3.37M | 0.02% |
124,474
-44,308
| -26% | -$1.21M |
|
677
Itaú Unibanco
ITUB
$92.3B
| $3.37M | 0.02% |
768,138
-107,723
| -12% | -$507K |
|
678
VanEck Natural Resources ETF
HAP
$301M
| $3.37M | 0.02% |
+101,050
| New | +$3.52M |
|
679
State Street SPDR S&P Global Infrastructure ETF
GII
$929M
| $3.36M | 0.02% |
72,031
+62,830
| +683% | +$3.1M |
|
680
State Street SPDR S&P Transportation ETF
XTN
$401M
| $3.35M | 0.02% |
69,220
+5,756
| +9% | +$294K |
|
681
iShares MSCI India Small-Cap ETF
SMIN
$750M
| $3.35M | 0.02% |
100,627
+40,107
| +66% | +$1.37M |
|
|
DCM
682
DELISTED
NTT DOCOMO, Inc.
DCM
| $3.34M | 0.02% |
+174,741
| New | +$3.22M |
|
683
CALL
Procter & Gamble
PG
$346B
| $3.34M | 0.02% |
42,700
-29,500
| -41% | -$2.37M |
|
684
ProShares UltraShort Bloomberg Crude Oil
SCO
$693M
| $3.34M | 0.02% |
1,461
-1,416
| -49% | -$3.37M |
|
685
PUT
Kohl's
KSS
$2.1B
| $3.34M | 0.02% |
+53,300
| New | +$3.7M |
|
686
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$503M
| $3.33M | 0.02% |
35,249
-11,053
| -24% | -$1.06M |
|
687
PUT
Direxion Daily Real Estate Bull 3X ETF
DRN
$48M
| $3.32M | 0.02% |
215,600
-108,400
| -33% | -$2.01M |
|
688
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $3.32M | 0.02% |
6,625
-1,301
| -16% | -$766K |
|
689
iShares Morningstar US Equity ETF
ILCB
$1.26B
| $3.31M | 0.02% |
+109,620
| New | +$3.39M |
|
690
Direxion Daily Healthcare Bull 3X ETF
CURE
$181M
| $3.29M | 0.02% |
+83,723
| New | +$2.9M |
|
|
XLBS
691
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
| $3.28M | 0.02% |
82,964
+12,201
| +17% | +$482K |
|
692
Invesco Solar ETF
TAN
$1.48B
| $3.27M | 0.02% |
83,489
+64,882
| +349% | +$2.93M |
|
693
WisdomTree True Developed International Fund
DOL
$816M
| $3.27M | 0.02% |
68,568
+50,662
| +283% | +$2.55M |
|
694
CALL
AT&T
T
$167B
| $3.27M | 0.02% |
121,940
-81,956
| -40% | -$2.12M |
|
|
DTO
695
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $3.26M | 0.02% |
49,536
+43,571
| +730% | +$3.03M |
|
696
ProShares UltraPro QQQ
TQQQ
$31.4B
| $3.26M | 0.02% |
1,471,584
-394,512
| -21% | -$917K |
|
697
CALL
Amgen
AMGN
$203B
| $3.25M | 0.02% |
21,200
+400
| +2% | +$64.1K |
|
698
CALL
Synaptics
SYNA
$4.55B
| $3.25M | 0.02% |
37,500
+12,500
| +50% | +$1.14M |
|
699
PepsiCo
PEP
$191B
| $3.25M | 0.02% |
34,840
-9,557
| -22% | -$913K |
|
700
CALL
Microsoft
MSFT
$2.89T
| $3.25M | 0.02% |
73,600
-76,600
| -51% | -$3.5M |
|
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.