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 | |
|---|---|---|---|---|---|---|
2726
Omega Healthcare
OHI
$15B
| $327K | ﹤0.01% |
+9,521
| New | +$350K |
|
|
LAYN
2727
DELISTED
Layne Christensen Co
LAYN
| $326K | ﹤0.01% |
+36,425
| New | +$276K |
|
|
EMBJ
2728
Embraer S.A. ADS
EMBJ
$12.1B
| $325K | ﹤0.01% |
+10,735
| New | +$331K |
|
2729
CALL
Herbalife
HLF
$1.29B
| $325K | ﹤0.01% |
11,800
-67,400
| -85% | -$1.63M |
|
2730
iShares US Insurance ETF
IAK
$509M
| $325K | ﹤0.01% |
6,425
-62,001
| -91% | -$3.12M |
|
|
EVV
2731
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
| $324K | ﹤0.01% |
+24,074
| New | +$343K |
|
2732
CALL
Realty Income
O
$60.1B
| $324K | ﹤0.01% |
7,534
+1,961
| +35% | +$89.7K |
|
|
SNDS
2733
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
| $324K | ﹤0.01% |
+15,968
| New | +$324K |
|
2734
PUT
CSX Corp
CSX
$93B
| $323K | ﹤0.01% |
+29,700
| New | +$344K |
|
2735
Suncor Energy
SU
$78.8B
| $323K | ﹤0.01% |
11,710
-86,721
| -88% | -$2.62M |
|
2736
CALL
Intuit
INTU
$86.3B
| $322K | ﹤0.01% |
+3,200
| New | +$327K |
|
2737
Microchip Technology
MCHP
$40.7B
| $322K | ﹤0.01% |
+13,574
| New | +$329K |
|
2738
PUT
RTX Corp
RTX
$289B
| $322K | ﹤0.01% |
+4,608
| New | +$338K |
|
|
HAR
2739
PUT
DELISTED
Harman International Industries
HAR
| $321K | ﹤0.01% |
2,700
-400
| -13% | -$51.5K |
|
2740
Diageo
DEO
$49.5B
| $320K | ﹤0.01% |
2,756
+390
| +16% | +$44.4K |
|
2741
Exelixis
EXEL
$14.1B
| $320K | ﹤0.01% |
+85,062
| New | +$277K |
|
2742
W.P. Carey
WPC
$16.9B
| $320K | ﹤0.01% |
5,540
-5,956
| -52% | -$372K |
|
2743
World Acceptance Corp
WRLD
$840M
| $320K | ﹤0.01% |
+5,205
| New | +$414K |
|
|
CBB
2744
DELISTED
Cincinnati Bell Inc.
CBB
| $320K | ﹤0.01% |
+16,777
| New | +$306K |
|
2745
Axos Financial
AX
$5.6B
| $318K | ﹤0.01% |
+12,024
| New | +$286K |
|
|
BDN
2746
Brandywine Realty Trust
BDN
$525M
| $318K | ﹤0.01% |
+23,913
| New | +$346K |
|
2747
Barron's 400 ETF
BFOR
$230M
| $318K | ﹤0.01% |
38,208
-136,024
| -78% | -$1.14M |
|
2748
Benchmark Electronics
BHE
$2.85B
| $318K | ﹤0.01% |
+14,588
| New | +$346K |
|
2749
Smith & Wesson
SWBI
$669M
| $318K | ﹤0.01% |
24,938
+10,484
| +73% | +$121K |
|
2750
CALL
T-Mobile US
TMUS
$186B
| $318K | ﹤0.01% |
+8,200
| New | +$294K |
|
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.