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 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$96.5M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$95.8M |
| 3 |
Citigroup
C
|
+$62.4M |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$61.7M |
| 5 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$54.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.57B |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$150M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$93.6M |
| 4 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$83.6M |
| 5 |
RSX
VanEck Russia ETF
RSX
|
+$83.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 2.37% |
| 2 | Consumer Discretionary | 2.27% |
| 3 | Financials | 2.19% |
| 4 | Energy | 2.18% |
| 5 | Healthcare | 2.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
CALL
Mastercard
MA
$498B
| $6.18M | 0.05% |
71,500
-1,300
| -2% | -$113K |
|
327
GoPro
GPRO
$120M
| $6.14M | 0.05% |
141,488
+93,808
| +197% | +$4.42M |
|
328
iShares Core MSCI Europe ETF
IEUR
$8.8B
| $6.14M | 0.05% |
134,942
-21,746
| -14% | -$977K |
|
329
CALL
Goldman Sachs
GS
$289B
| $6.11M | 0.05% |
32,500
+26,200
| +416% | +$4.87M |
|
330
CALL
Microsoft
MSFT
$2.9T
| $6.11M | 0.05% |
150,200
+60,800
| +68% | +$2.65M |
|
331
iShares Global Consumer Discretionary ETF
RXI
$252M
| $6.1M | 0.05% |
+67,464
| New | +$5.94M |
|
332
United States Oil Fund
USO
$2.15B
| $6.08M | 0.05% |
45,098
+26,305
| +140% | +$3.79M |
|
333
Verizon
VZ
$197B
| $6.04M | 0.05% |
124,162
+72,801
| +142% | +$3.51M |
|
334
Vanguard Morningstar Mega Cap ETF
MGC
$9.71B
| $6.03M | 0.05% |
85,723
+53,820
| +169% | +$3.79M |
|
335
Apple
AAPL
$4.97T
| $5.92M | 0.05% |
190,256
-2,086,224
| -92% | -$63M |
|
336
Vanguard Dividend Appreciation ETF
VIG
$111B
| $5.92M | 0.05% |
+73,545
| New | +$5.97M |
|
337
CALL
Procter & Gamble
PG
$340B
| $5.92M | 0.05% |
+72,200
| New | +$6.21M |
|
338
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.22B
| $5.92M | 0.05% |
24,919
+9,473
| +61% | +$2.26M |
|
339
CALL
ProShares UltraShort QQQ
QID
$305M
| $5.91M | 0.05% |
2,003
-3,459
| -63% | -$10.5M |
|
340
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$457M
| $5.9M | 0.05% |
+189,788
| New | +$6.14M |
|
341
Deluxe
DLX
$1.25B
| $5.9M | 0.05% |
+85,152
| New | +$5.55M |
|
|
TONS
342
DELISTED
GREENHAVEN COAL INDEX F ETF (DE)
TONS
| $5.87M | 0.05% |
+149,349
| New | +$6.01M |
|
343
Brookfield
BN
$102B
| $5.87M | 0.05% |
467,274
+448,271
| +2,359% | +$5.56M |
|
344
PUT
SLB Ltd
SLB
$72.7B
| $5.84M | 0.05% |
70,000
+2,100
| +3% | +$175K |
|
345
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
| $5.83M | 0.05% |
98,800
+29,200
| +42% | +$1.67M |
|
346
Booking.com
BKNG
$156B
| $5.82M | 0.05% |
124,900
-191,900
| -61% | -$8.59M |
|
347
PUT
Wells Fargo
WFC
$254B
| $5.82M | 0.05% |
106,900
+68,800
| +181% | +$3.72M |
|
|
ICPT
348
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $5.8M | 0.04% |
+20,552
| New | +$4.45M |
|
|
AMJ
349
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $5.78M | 0.04% |
135,118
-45,821
| -25% | -$2.02M |
|
350
Perrigo
PRGO
$1.44B
| $5.78M | 0.04% |
+34,907
| New | +$5.57M |
|
Similar funds
Jane Street's Q1 2015 Portfolio in Review
As of Q1 2015, Jane Street held 3,846 positions worth $12.9B, down 2.7% from $13.3B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Jane Street withdrew a net $616M in Q1 2015, closing 773 positions and reducing 747 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $150M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 2.4% of assets, up from 1.7% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Jane Street opened a new position in iShares Core US Aggregate Bond ETF worth $96.1M.
- Jane Street's largest Q1 2015 buy was iShares Core US Aggregate Bond ETF: 862,112 shares worth $96.1M.
- Jane Street added most to WisdomTree Europe Hedged Equity Fund in Q1 2015, an estimated $96.5M increase.
- Jane Street's biggest Q1 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $2.57B.
- Jane Street fully exited iShares Russell 2000 ETF in Q1 2015, selling an estimated $150M.
- Jane Street's ten largest holdings make up 19% of its $12.9B portfolio in Q1 2015.
- Jane Street opened 1,429 new positions and closed 773 in Q1 2015.
- Jane Street's portfolio value fell 2.7% quarter-over-quarter to $12.9B.
Based on Jane Street's 13F filing for Q1 2015, filed 11 May 2015.