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 | |
|---|---|---|---|---|---|---|
|
DOG
1051
CALL
ProShares Short Dow30
DOG
$109M
| $1.86M | 0.01% |
20,125
+16,325
| +430% | +$1.48M |
|
1052
Cintas
CTAS
$86B
| $1.85M | 0.01% |
87,744
+36,888
| +73% | +$774K |
|
1053
iShares MSCI Thailand ETF
THD
$364M
| $1.85M | 0.01% |
24,878
-113,075
| -82% | -$8.89M |
|
|
IBDC
1054
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
| $1.85M | 0.01% |
71,036
-60,916
| -46% | -$1.61M |
|
1055
CALL
ProShares Short Russell2000
RWM
$131M
| $1.85M | 0.01% |
31,925
+28,275
| +775% | +$1.65M |
|
1056
Corning
GLW
$108B
| $1.85M | 0.01% |
93,688
+79,926
| +581% | +$1.71M |
|
1057
PUT
Visa
V
$697B
| $1.85M | 0.01% |
+27,500
| New | +$1.86M |
|
|
RCPT
1058
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $1.85M | 0.01% |
+9,712
| New | +$1.6M |
|
1059
iShares Global Financials ETF
IXG
$679M
| $1.84M | 0.01% |
32,129
-12,754
| -28% | -$752K |
|
1060
Procter & Gamble
PG
$347B
| $1.84M | 0.01% |
23,498
-695
| -3% | -$55.9K |
|
1061
Community Health Systems
CYH
$393M
| $1.84M | 0.01% |
35,296
+27,861
| +375% | +$1.25M |
|
1062
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$505M
| $1.83M | 0.01% |
35,057
+5,775
| +20% | +$301K |
|
|
DYN
1063
PUT
DELISTED
Dynegy, Inc.
DYN
| $1.83M | 0.01% |
+62,600
| New | +$2.03M |
|
1064
PUT
Wells Fargo
WFC
$263B
| $1.83M | 0.01% |
32,500
-74,400
| -70% | -$4.15M |
|
|
SYT
1065
DELISTED
Syngenta Ag
SYT
| $1.83M | 0.01% |
22,384
-37,179
| -62% | -$2.99M |
|
1066
State Street SPDR S&P International Dividend ETF
DWX
$527M
| $1.82M | 0.01% |
44,014
-116,446
| -73% | -$5.16M |
|
|
SPLS
1067
PUT
DELISTED
Staples Inc
SPLS
| $1.82M | 0.01% |
+118,900
| New | +$1.94M |
|
1068
CALL
Capital One
COF
$130B
| $1.81M | 0.01% |
+20,600
| New | +$1.73M |
|
1069
Welltower
WELL
$172B
| $1.81M | 0.01% |
+27,601
| New | +$1.98M |
|
1070
VanEck Preferred Securities ex Financials ETF
PFXF
$2.4B
| $1.81M | 0.01% |
89,532
-29,560
| -25% | -$611K |
|
|
WUBA
1071
DELISTED
58.com Inc
WUBA
| $1.81M | 0.01% |
28,214
-11,957
| -30% | -$869K |
|
1072
American Express
AXP
$227B
| $1.8M | 0.01% |
23,220
+6,567
| +39% | +$521K |
|
1073
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$51.7M
| $1.8M | 0.01% |
+56,086
| New | +$2.01M |
|
1074
Sempra
SRE
$59.2B
| $1.79M | 0.01% |
+36,268
| New | +$1.92M |
|
1075
DexCom
DXCM
$28.9B
| $1.79M | 0.01% |
+89,640
| New | +$1.57M |
|
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.