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 | |
|---|---|---|---|---|---|---|
|
HES
2301
CALL
DELISTED
Hess
HES
| $495K | ﹤0.01% |
7,400
-29,900
| -80% | -$2.12M |
|
2302
CALL
Melco Resorts & Entertainment
MLCO
$2.21B
| $495K | ﹤0.01% |
+25,200
| New | +$519K |
|
2303
PUT
Yelp
YELP
$1.54B
| $495K | ﹤0.01% |
+11,500
| New | +$533K |
|
2304
Dollar General
DG
$28.4B
| $494K | ﹤0.01% |
6,352
-14,943
| -70% | -$1.13M |
|
2305
PUT
F5
FFIV
$22B
| $493K | ﹤0.01% |
4,100
+500
| +14% | +$61.5K |
|
2306
iShares MSCI India ETF
INDA
$6.81B
| $493K | ﹤0.01% |
+16,300
| New | +$498K |
|
|
FBG
2307
DELISTED
UBS AG LONDON BRH FISHER ENHANCED BIG CAP GROWTH ETN
FBG
| $493K | ﹤0.01% |
8,499
-2,004
| -19% | -$119K |
|
2308
Sprott Physical Gold
PHYS
$14.6B
| $492K | ﹤0.01% |
50,928
-3,482
| -6% | -$34.3K |
|
|
AUQ
2309
DELISTED
AURICO GOLD INC COM
AUQ
| $492K | ﹤0.01% |
173,200
-207,598
| -55% | -$683K |
|
2310
CALL
Franklin Resources
BEN
$16.8B
| $490K | ﹤0.01% |
+10,000
| New | +$513K |
|
|
EEB
2311
DELISTED
Invesco BRIC ETF
EEB
| $490K | ﹤0.01% |
16,524
-23,154
| -58% | -$718K |
|
2312
CALL
Honeywell
HON
$76.4B
| $489K | ﹤0.01% |
+5,342
| New | +$498K |
|
|
BLUE
2313
PUT
DELISTED
bluebird bio
BLUE
| $488K | ﹤0.01% |
+224
| New | +$456K |
|
2314
PUT
Kinder Morgan
KMI
$70.9B
| $488K | ﹤0.01% |
12,700
-11,900
| -48% | -$497K |
|
|
XL
2315
CALL
DELISTED
XL Group Ltd.
XL
| $487K | ﹤0.01% |
+13,100
| New | +$491K |
|
2316
Global X DAX Germany ETF
DAX
$226M
| $486K | ﹤0.01% |
+18,367
| New | +$515K |
|
2317
CALL
American Tower
AMT
$83.5B
| $485K | ﹤0.01% |
+5,200
| New | +$492K |
|
2318
Compañía de Minas Buenaventura
BVN
$7.68B
| $485K | ﹤0.01% |
46,690
-139,773
| -75% | -$1.53M |
|
2319
CGI
GIB
$15.4B
| $485K | ﹤0.01% |
12,400
-37,600
| -75% | -$1.62M |
|
|
PXD
2320
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $485K | ﹤0.01% |
3,500
+1,100
| +46% | +$174K |
|
2321
PUT
CME Group
CME
$95.4B
| $484K | ﹤0.01% |
+5,200
| New | +$485K |
|
2322
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $484K | ﹤0.01% |
4,423
-108,438
| -96% | -$11.8M |
|
|
DXKW
2323
DELISTED
WisdomTree Korea Hedged Equity Fund
DXKW
| $484K | ﹤0.01% |
+23,083
| New | +$508K |
|
2324
Liberty Media Series A
FWONA
$23.4B
| $483K | ﹤0.01% |
+19,930
| New | +$515K |
|
|
STI
2325
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $482K | ﹤0.01% |
+11,200
| New | +$476K |
|
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.