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 | |
|---|---|---|---|---|---|---|
|
DXJH
1676
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
| $894K | 0.01% |
+28,202
| New | +$883K |
|
1677
LivePerson
LPSN
$22M
| $893K | 0.01% |
6,070
+3,530
| +139% | +$513K |
|
1678
Revvity
RVTY
$12.6B
| $892K | 0.01% |
+16,950
| New | +$884K |
|
1679
PUT
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
| $892K | 0.01% |
+1,005
| New | +$1.13M |
|
1680
Akamai
AKAM
$15.6B
| $891K | 0.01% |
12,759
+1,345
| +12% | +$99.8K |
|
|
VER
1681
DELISTED
VEREIT, Inc.
VER
| $890K | 0.01% |
+21,887
| New | +$988K |
|
1682
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $889K | 0.01% |
36,301
+26,412
| +267% | +$634K |
|
1683
G-III Apparel Group
GIII
$1.54B
| $888K | 0.01% |
+12,633
| New | +$773K |
|
1684
PUT
Las Vegas Sands
LVS
$32.2B
| $888K | 0.01% |
16,900
-64,900
| -79% | -$3.47M |
|
1685
Amphenol
APH
$185B
| $887K | 0.01% |
+61,232
| New | +$880K |
|
|
GSH
1686
DELISTED
Guangshen Railway Co. Ltd
GSH
| $887K | 0.01% |
32,430
+21,283
| +191% | +$650K |
|
|
ALDR
1687
DELISTED
Alder Biopharmaceuticals
ALDR
| $885K | 0.01% |
+16,713
| New | +$608K |
|
1688
PUT
Vornado Realty Trust
VNO
$7.65B
| $883K | 0.01% |
+11,504
| New | +$954K |
|
1689
CALL
Darden Restaurants
DRI
$24.3B
| $881K | 0.01% |
13,872
+7,495
| +118% | +$443K |
|
1690
Equifax
EFX
$22B
| $881K | 0.01% |
9,080
+2,376
| +35% | +$232K |
|
1691
Lear
LEA
$7.39B
| $880K | 0.01% |
7,837
+4,746
| +154% | +$545K |
|
1692
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$237M
| $876K | 0.01% |
25,995
+19,282
| +287% | +$691K |
|
1693
CALL
Southern Company
SO
$108B
| $876K | 0.01% |
+20,900
| New | +$911K |
|
|
RDC
1694
DELISTED
Rowan Companies Plc
RDC
| $874K | 0.01% |
+41,385
| New | +$876K |
|
1695
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$471M
| $873K | 0.01% |
+34,292
| New | +$904K |
|
1696
Macy's
M
$6.51B
| $873K | 0.01% |
12,942
-21,122
| -62% | -$1.43M |
|
|
CPL
1697
DELISTED
CPFL Energia S.A.
CPL
| $872K | 0.01% |
72,983
+40,793
| +127% | +$512K |
|
|
HOLX
1698
DELISTED
Hologic
HOLX
| $868K | 0.01% |
22,802
+3,063
| +16% | +$107K |
|
|
AXIA
1699
AXIA Energia
AXIA
$22.9B
| $867K | 0.01% |
+582,134
| New | +$1.01M |
|
1700
Snap-on
SNA
$21.5B
| $866K | 0.01% |
5,433
+633
| +13% | +$97.6K |
|
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.