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 | |
|---|---|---|---|---|---|---|
|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $605M | 3.91% |
15,275,900
+3,878,000
| +34% | +$162M |
|
|
2
iShares MSCI EAFE ETF
EFA
$76.4B
| $505M | 3.26% |
+7,950,270
| New | +$529M |
|
3
CALL
Apple
AAPL
$4.89T
| $458M | 2.96% |
14,595,600
+6,267,600
| +75% | +$200M |
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $418M | 2.7% |
2,030,400
+1,687,000
| +491% | +$355M |
|
5
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $378M | 2.45% |
8,206,500
-277,500
| -3% | -$13.7M |
|
|
6
iShares MSCI Emerging Markets ETF
EEM
$28B
| $352M | 2.28% |
8,881,492
+8,838,492
| +20,555% | +$370M |
|
|
7
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $270M | 1.74% |
4,245,400
+1,422,600
| +50% | +$94.7M |
|
8
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $257M | 1.66% |
2,087,400
+459,300
| +28% | +$55M |
|
|
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $236M | 1.52% |
1,144,200
+659,900
| +136% | +$139M |
|
|
10
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $210M | 1.36% |
4,550,200
+1,452,100
| +47% | +$71.9M |
|
11
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $205M | 1.33% |
7,838,000
+6,273,717
| +401% | +$168M |
|
12
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $177M | 1.15% |
2,107,800
+1,864,500
| +766% | +$145M |
|
13
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $159M | 1.03% |
2,778,100
-1,207,200
| -30% | -$70M |
|
|
14
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $156M | 1.01% |
1,758,000
+373,400
| +27% | +$33.8M |
|
|
15
PUT
Apple
AAPL
$4.89T
| $151M | 0.98% |
4,812,800
-1,072,000
| -18% | -$34.3M |
|
|
16
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $141M | 0.91% |
1,283,671
+1,275,981
| +16,593% | +$143M |
|
17
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $127M | 0.82% |
1,082,400
+490,900
| +83% | +$60.2M |
|
|
18
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $109M | 0.7% |
1,902,400
-2,071,400
| -52% | -$120M |
|
|
19
iShare MSCI Eurozone ETF
EZU
$9.41B
| $107M | 0.69% |
2,854,298
+2,442,165
| +593% | +$96.5M |
|
20
PUT
United States Oil Fund
USO
$2.45B
| $96.3M | 0.62% |
605,213
-849,337
| -58% | -$135M |
|
|
21
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $94.4M | 0.61% |
1,122,300
+884,700
| +372% | +$68.8M |
|
22
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $92.6M | 0.6% |
2,072,600
-88,200
| -4% | -$3.98M |
|
|
23
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $88.1M | 0.57% |
1,388,000
-1,214,500
| -47% | -$80.9M |
|
|
OIL
24
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $82.6M | 0.53% |
6,850,745
+2,485,370
| +57% | +$29.9M |
|
25
CALL
Booking.com
BKNG
$138B
| $80.1M | 0.52% |
1,740,000
+527,500
| +44% | +$25.2M |
|
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.