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 | |
|---|---|---|---|---|---|---|
876
Agnico Eagle Mines
AEM
$71.3B
| $2.38M | 0.02% |
83,793
+3,537
| +4% | +$110K |
|
877
Hasbro
HAS
$13.4B
| $2.38M | 0.02% |
31,760
+17,487
| +123% | +$1.25M |
|
878
PUT
Bank of America
BAC
$438B
| $2.37M | 0.02% |
139,200
+53,000
| +61% | +$873K |
|
879
CALL
Union Pacific
UNP
$179B
| $2.37M | 0.02% |
24,800
+15,200
| +158% | +$1.58M |
|
880
PUT
Golar LNG
GLNG
$5.01B
| $2.36M | 0.02% |
50,500
+41,700
| +474% | +$1.81M |
|
881
WisdomTree US MidCap Dividend Fund
DON
$4.08B
| $2.35M | 0.02% |
85,359
+69,297
| +431% | +$1.97M |
|
882
iShares Morningstar Value ETF
ILCV
$1.32B
| $2.35M | 0.02% |
56,052
+38,036
| +211% | +$1.64M |
|
883
iShares US Industrials ETF
IYJ
$1.99B
| $2.35M | 0.02% |
44,610
-2,912
| -6% | -$158K |
|
884
First Trust Materials AlphaDEX Fund
FXZ
$373M
| $2.34M | 0.02% |
74,208
-34,443
| -32% | -$1.12M |
|
885
Schwab Fundamental US Small Company Index ETF
FNDA
$9.2B
| $2.34M | 0.02% |
154,244
+123,780
| +406% | +$1.92M |
|
|
BSCI
886
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $2.34M | 0.02% |
+110,143
| New | +$2.35M |
|
887
XPO
XPO
$24.1B
| $2.34M | 0.02% |
+149,818
| New | +$2.43M |
|
|
FXCH
888
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
| $2.34M | 0.02% |
29,206
-3,844
| -12% | -$306K |
|
889
iShares Select Dividend ETF
DVY
$24.2B
| $2.33M | 0.02% |
31,004
+14,196
| +84% | +$1.11M |
|
|
SUNE
890
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $2.33M | 0.02% |
77,900
+60,900
| +358% | +$1.73M |
|
891
iShares MSCI Sweden ETF
EWD
$531M
| $2.33M | 0.02% |
+73,233
| New | +$2.5M |
|
892
PLDT
PHI
$4.34B
| $2.32M | 0.02% |
37,278
+11,658
| +46% | +$745K |
|
893
VanEck CEF Muni Income ETF
XMPT
$219M
| $2.32M | 0.02% |
92,163
+52,375
| +132% | +$1.36M |
|
894
NVIDIA
NVDA
$4.77T
| $2.31M | 0.02% |
4,605,320
+1,602,840
| +53% | +$869K |
|
895
Invesco Golden Dragon China ETF
PGJ
$94.6M
| $2.31M | 0.02% |
69,010
+61,635
| +836% | +$2.08M |
|
896
CALL
Starbucks
SBUX
$119B
| $2.31M | 0.01% |
43,100
+4,900
| +13% | +$249K |
|
897
PUT
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.32M
| $2.31M | 0.01% |
27,800
-4,800
| -15% | -$461K |
|
898
CALL
Philip Morris
PM
$322B
| $2.31M | 0.01% |
28,800
+24,800
| +620% | +$2.04M |
|
899
ProShares UltraPro Short 20+ Year Treasury
TTT
$18.3M
| $2.31M | 0.01% |
+12,552
| New | +$2.12M |
|
900
Accenture
ACN
$102B
| $2.31M | 0.01% |
23,813
-6,196
| -21% | -$592K |
|
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.