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 | |
|---|---|---|---|---|---|---|
1901
Marriott Vacations Worldwide
VAC
$3.53B
| $725K | ﹤0.01% |
7,900
-173
| -2% | -$14.8K |
|
1902
Public Service Enterprise Group
PEG
$38.7B
| $724K | ﹤0.01% |
18,435
+13,592
| +281% | +$564K |
|
|
FISV
1903
Fiserv Inc
FISV
$29.7B
| $723K | ﹤0.01% |
17,448
-10,882
| -38% | -$438K |
|
|
PRB
1904
DELISTED
VanEck Vectors Pre-Refunded Municipal Index ETF
PRB
| $723K | ﹤0.01% |
29,629
+3,717
| +14% | +$90.6K |
|
1905
Keurig Dr Pepper
KDP
$42.8B
| $722K | ﹤0.01% |
9,900
-5,831
| -37% | -$445K |
|
|
VQT
1906
DELISTED
iPath S&P VEQTOR ETN
VQT
| $722K | ﹤0.01% |
5,031
-23,056
| -82% | -$3.41M |
|
1907
Vail Resorts
MTN
$5.7B
| $721K | ﹤0.01% |
6,600
+3,560
| +117% | +$372K |
|
|
COL
1908
DELISTED
Rockwell Collins
COL
| $721K | ﹤0.01% |
7,812
+4,603
| +143% | +$443K |
|
1909
Newell Brands
NWL
$2.21B
| $720K | ﹤0.01% |
17,500
-1,700
| -9% | -$68.1K |
|
|
ACHN
1910
PUT
DELISTED
Achillion Pharmaceuticals
ACHN
| $720K | ﹤0.01% |
+81,300
| New | +$769K |
|
1911
Pediatrix Medical
MD
$2.2B
| $719K | ﹤0.01% |
9,700
+1,134
| +13% | +$81.6K |
|
1912
AGCO
AGCO
$8.41B
| $718K | ﹤0.01% |
+12,646
| New | +$642K |
|
1913
Lithia Motors
LAD
$9.75B
| $718K | ﹤0.01% |
+6,342
| New | +$675K |
|
1914
VanEck Biotech ETF
BBH
$406M
| $716K | ﹤0.01% |
5,313
-26,934
| -84% | -$3.58M |
|
1915
Liberty Global Class C
LBTYK
$3.5B
| $716K | ﹤0.01% |
+17,487
| New | +$724K |
|
|
SGEN
1916
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $716K | ﹤0.01% |
+14,800
| New | +$611K |
|
|
IBDB
1917
DELISTED
iShares iBonds Mar 2018 Term Corporate ETF
IBDB
| $716K | ﹤0.01% |
27,848
-5,248
| -16% | -$135K |
|
|
FOLD
1918
DELISTED
Amicus Therapeutics
FOLD
| $715K | ﹤0.01% |
50,508
+9,680
| +24% | +$116K |
|
1919
VanEck Semiconductor ETF
SMH
$60.8B
| $715K | ﹤0.01% |
26,206
-43,060
| -62% | -$1.22M |
|
1920
CALL
SunCoke Energy
SXC
$794M
| $715K | ﹤0.01% |
+55,000
| New | +$866K |
|
1921
Energy Transfer Partners
ET
$69.5B
| $714K | ﹤0.01% |
22,250
+2,988
| +16% | +$100K |
|
|
WWAV
1922
DELISTED
The WhiteWave Foods Company
WWAV
| $714K | ﹤0.01% |
+14,600
| New | +$684K |
|
1923
PUT
Bath & Body Works
BBWI
$3.97B
| $712K | ﹤0.01% |
+10,267
| New | +$737K |
|
1924
Sun Communities
SUI
$15.8B
| $712K | ﹤0.01% |
11,512
+3,285
| +40% | +$208K |
|
|
AIXG
1925
DELISTED
Aixtron SE
AIXG
| $711K | ﹤0.01% |
105,455
-31,399
| -23% | -$234K |
|
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.