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 | |
|---|---|---|---|---|---|---|
1276
PUT
Air Products & Chemicals
APD
$65.2B
| $1.38M | 0.01% |
10,918
+8,432
| +339% | +$1.15M |
|
|
SCTY
1277
PUT
DELISTED
SolarCity Corporation
SCTY
| $1.38M | 0.01% |
25,800
+19,900
| +337% | +$1.16M |
|
1278
Global X MSCI Norway ETF
NORW
$85M
| $1.38M | 0.01% |
58,889
+38,419
| +188% | +$939K |
|
1279
Ligand Pharmaceuticals
LGND
$5.94B
| $1.38M | 0.01% |
+21,897
| New | +$1.19M |
|
|
LUMO
1280
CALL
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $1.38M | 0.01% |
3,456
+278
| +9% | +$118K |
|
1281
Under Armour
UAA
$3.04B
| $1.38M | 0.01% |
33,194
-3,192
| -9% | -$128K |
|
|
JGBT
1282
DELISTED
DEUTSCHE BK AG LONDON BRH DB 3X JAPANESE NTS
JGBT
| $1.37M | 0.01% |
54,185
+17,822
| +49% | +$457K |
|
|
SCIN
1283
DELISTED
Columbia India Small Cap ETF
SCIN
| $1.37M | 0.01% |
88,889
+63,929
| +256% | +$1.05M |
|
|
XVZ
1284
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
| $1.37M | 0.01% |
47,631
+20,723
| +77% | +$600K |
|
1285
Kinross Gold
KGC
$28.1B
| $1.37M | 0.01% |
590,556
+5,545
| +0.9% | +$13.2K |
|
1286
Markel Group
MKL
$25.5B
| $1.36M | 0.01% |
1,705
+638
| +60% | +$496K |
|
1287
Prologis
PLD
$137B
| $1.36M | 0.01% |
36,770
+27,090
| +280% | +$1.1M |
|
1288
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
| $1.36M | 0.01% |
2,413
-500
| -17% | -$286K |
|
1289
Applied Materials
AMAT
$378B
| $1.36M | 0.01% |
70,775
-5,570
| -7% | -$114K |
|
1290
BHP
BHP
$213B
| $1.36M | 0.01% |
37,435
+31,752
| +559% | +$1.28M |
|
1291
Petrobras Class A
PBR.A
$104B
| $1.36M | 0.01% |
+166,572
| New | +$1.39M |
|
1292
Invesco DB Precious Metals Fund
DBP
$235M
| $1.35M | 0.01% |
37,558
+18,573
| +98% | +$687K |
|
1293
Mettler-Toledo International
MTD
$28.1B
| $1.35M | 0.01% |
3,963
+2,463
| +164% | +$811K |
|
1294
Global X Guru Index ETF
GURU
$61M
| $1.35M | 0.01% |
51,333
-10,067
| -16% | -$271K |
|
1295
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$432M
| $1.35M | 0.01% |
+67,742
| New | +$1.42M |
|
1296
PUT
iShares Russell 3000 ETF
IWV
$19.5B
| $1.35M | 0.01% |
10,900
+7,900
| +263% | +$995K |
|
1297
PUT
Nike
NKE
$63.9B
| $1.35M | 0.01% |
25,000
-701,800
| -97% | -$36M |
|
1298
Macerich
MAC
$7.52B
| $1.35M | 0.01% |
18,088
+15,562
| +616% | +$1.26M |
|
1299
AvalonBay Communities
AVB
$27.2B
| $1.34M | 0.01% |
8,380
-4,603
| -35% | -$766K |
|
1300
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
| $1.33M | 0.01% |
+69,298
| New | +$1.39M |
|
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.