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 | |
|---|---|---|---|---|---|---|
|
ESRX
1251
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.41M | 0.01% |
15,900
+4,500
| +39% | +$393K |
|
1252
ProShares UltraPro Short Dow 30
SDOW
$160M
| $1.41M | 0.01% |
281
+201
| +251% | +$962K |
|
1253
Ventas
VTR
$47.7B
| $1.41M | 0.01% |
19,928
+9,431
| +90% | +$737K |
|
1254
Bristol-Myers Squibb
BMY
$130B
| $1.41M | 0.01% |
21,179
-31,518
| -60% | -$2.08M |
|
|
SOHU
1255
Sohu.com
SOHU
$346M
| $1.41M | 0.01% |
23,790
+19,311
| +431% | +$1.25M |
|
1256
CALL
GameStop
GME
$9.94B
| $1.41M | 0.01% |
130,800
-139,600
| -52% | -$1.44M |
|
1257
CALL
ProShares UltraPro Dow 30
UDOW
$856M
| $1.4M | 0.01% |
164,800
-777,600
| -83% | -$7.07M |
|
1258
ALPS REIT Dividend Dogs ETF
RDOG
$11.6M
| $1.4M | 0.01% |
+33,720
| New | +$1.5M |
|
1259
CALL
Emerson Electric
EMR
$85B
| $1.4M | 0.01% |
25,300
+19,000
| +302% | +$1.12M |
|
|
GMCR
1260
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.4M | 0.01% |
18,300
+5,315
| +41% | +$522K |
|
|
CHNA
1261
DELISTED
POWERSHARES CHINA A-SHARE PORTFOLIO
CHNA
| $1.4M | 0.01% |
34,084
-16,825
| -33% | -$757K |
|
|
XLPS
1262
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
| $1.4M | 0.01% |
24,674
-77,329
| -76% | -$4.39M |
|
1263
Adobe
ADBE
$99B
| $1.4M | 0.01% |
17,277
+9,663
| +127% | +$754K |
|
1264
CapForce IBD 50 ETF
FFTY
$80.2M
| $1.4M | 0.01% |
+55,718
| New | +$1.4M |
|
1265
Devon Energy
DVN
$49.2B
| $1.39M | 0.01% |
23,432
-197
| -0.8% | -$12.7K |
|
1266
CALL
Lockheed Martin
LMT
$134B
| $1.39M | 0.01% |
7,500
+5,200
| +226% | +$1M |
|
1267
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$84.4M
| $1.39M | 0.01% |
15,400
-10,400
| -40% | -$895K |
|
|
JPNL
1268
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
| $1.39M | 0.01% |
+24,413
| New | +$1.46M |
|
1269
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
| $1.39M | 0.01% |
57,940
-66,473
| -53% | -$1.67M |
|
1270
CALL
Deere & Co
DE
$173B
| $1.39M | 0.01% |
+14,300
| New | +$1.3M |
|
1271
Wells Fargo
WFC
$263B
| $1.39M | 0.01% |
24,678
-69,269
| -74% | -$3.86M |
|
1272
CALL
iShares Russell 2000 Value ETF
IWN
$14.5B
| $1.39M | 0.01% |
13,600
-7,100
| -34% | -$731K |
|
1273
iShares US Transportation ETF
IYT
$2.31B
| $1.39M | 0.01% |
38,240
+7,888
| +26% | +$303K |
|
1274
STMicroelectronics
STM
$44.7B
| $1.39M | 0.01% |
+170,712
| New | +$1.46M |
|
1275
CALL
Nucor
NUE
$60.5B
| $1.38M | 0.01% |
31,400
+24,900
| +383% | +$1.2M |
|
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.