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 | |
|---|---|---|---|---|---|---|
401
iShares Global Energy ETF
IXC
$2.75B
| $4.99M | 0.04% |
139,967
+32,621
| +30% | +$1.18M |
|
402
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$4.39B
| $4.99M | 0.04% |
1,795,000
+190,000
| +12% | +$537K |
|
403
Humana
HUM
$43.9B
| $4.98M | 0.04% |
27,980
+24,746
| +765% | +$3.92M |
|
404
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
| $4.96M | 0.04% |
46,858
+39,381
| +527% | +$4.18M |
|
|
CYBR
405
DELISTED
CyberArk
CYBR
| $4.96M | 0.04% |
+89,198
| New | +$4.21M |
|
406
CALL
eBay
EBAY
$51.2B
| $4.92M | 0.04% |
202,673
+193,644
| +2,145% | +$4.62M |
|
|
CS
407
DELISTED
Credit Suisse Group
CS
| $4.89M | 0.04% |
181,660
+27,529
| +18% | +$656K |
|
408
Ambarella
AMBA
$3.04B
| $4.89M | 0.04% |
+64,597
| New | +$3.92M |
|
409
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
| $4.89M | 0.04% |
+46,943
| New | +$4.89M |
|
410
PUT
Chipotle Mexican Grill
CMG
$43.9B
| $4.88M | 0.04% |
375,000
+235,000
| +168% | +$3.21M |
|
411
Schwab US Mid-Cap ETF
SCHM
$14.2B
| $4.88M | 0.04% |
339,189
+71,658
| +27% | +$1,000K |
|
412
Sanofi
SNY
$107B
| $4.85M | 0.04% |
+98,155
| New | +$4.69M |
|
413
State Street SPDR S&P Biotech ETF
XBI
$10B
| $4.84M | 0.04% |
+64,416
| New | +$4.5M |
|
414
iShares Morningstar Small-Cap Value ETF
ISCV
$695M
| $4.83M | 0.04% |
110,550
+94,215
| +577% | +$4.03M |
|
|
ABB
415
DELISTED
ABB Ltd
ABB
| $4.83M | 0.04% |
227,978
+117,592
| +107% | +$2.42M |
|
416
Canadian National Railway
CNI
$78.5B
| $4.82M | 0.04% |
72,134
+59,909
| +490% | +$4.08M |
|
417
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
| $4.82M | 0.04% |
+73,534
| New | +$4.73M |
|
418
PUT
Delta Air Lines
DAL
$56.7B
| $4.81M | 0.04% |
107,000
+101,700
| +1,919% | +$4.72M |
|
|
EMES
419
CALL
DELISTED
Emerge Energy Services LP
EMES
| $4.81M | 0.04% |
+101,400
| New | +$5.32M |
|
420
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$348M
| $4.8M | 0.04% |
2,831
-427
| -13% | -$1.21M |
|
|
SHPG
421
DELISTED
Shire pic
SHPG
| $4.75M | 0.04% |
+19,866
| New | +$4.57M |
|
422
CALL
ProShares UltraShort Dow 30
DXD
$43.6M
| $4.74M | 0.04% |
11,135
-21,130
| -65% | -$9.09M |
|
423
GE Aerospace
GE
$364B
| $4.72M | 0.04% |
39,740
+32,536
| +452% | +$3.87M |
|
424
PUT
iShares Select U.S. REIT ETF
ICF
$2.13B
| $4.71M | 0.04% |
93,200
+17,800
| +24% | +$907K |
|
|
SNDK
425
PUT
DELISTED
SANDISK CORP
SNDK
| $4.7M | 0.04% |
+73,900
| New | +$6M |
|
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.