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 | |
|---|---|---|---|---|---|---|
|
MON
476
DELISTED
Monsanto Co
MON
| $4.32M | 0.03% |
38,371
+36,180
| +1,651% | +$4.3M |
|
477
CALL
Intel
INTC
$455B
| $4.3M | 0.03% |
137,500
+126,900
| +1,197% | +$4.28M |
|
478
Hartford Multifactor Small Cap ETF
ROSC
$61.5M
| $4.28M | 0.03% |
+171,266
| New | +$4.27M |
|
|
ESRX
479
DELISTED
Express Scripts Holding Company
ESRX
| $4.27M | 0.03% |
49,252
+22,759
| +86% | +$1.91M |
|
480
PepsiCo
PEP
$190B
| $4.25M | 0.03% |
44,397
+37,523
| +546% | +$3.63M |
|
481
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $4.23M | 0.03% |
83,468
-243,186
| -74% | -$12.3M |
|
482
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $4.21M | 0.03% |
100,460
-324,949
| -76% | -$13.9M |
|
483
CALL
Cisco
CSCO
$457B
| $4.2M | 0.03% |
152,500
+72,900
| +92% | +$2.05M |
|
484
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.93B
| $4.2M | 0.03% |
71,236
+14,482
| +26% | +$818K |
|
485
CALL
iShares MSCI Spain ETF
EWP
$2.11B
| $4.18M | 0.03% |
120,300
-4,700
| -4% | -$159K |
|
486
VanEck Biotech ETF
BBH
$400M
| $4.18M | 0.03% |
+32,247
| New | +$4.05M |
|
|
VQT
487
DELISTED
iPath S&P VEQTOR ETN
VQT
| $4.17M | 0.03% |
+28,087
| New | +$4.28M |
|
488
CALL
Kroger
KR
$35.4B
| $4.16M | 0.03% |
+108,600
| New | +$3.88M |
|
489
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $4.15M | 0.03% |
83,849
+9,026
| +12% | +$451K |
|
490
WisdomTree International SmallCap Dividend Fund
DLS
$1.06B
| $4.14M | 0.03% |
+69,816
| New | +$4.02M |
|
491
iShares Expanded Tech-Software Sector ETF
IGV
$13.4B
| $4.13M | 0.03% |
+214,985
| New | +$4.05M |
|
492
CALL
McDonald's
MCD
$192B
| $4.11M | 0.03% |
42,200
-34,700
| -45% | -$3.29M |
|
493
CALL
Bausch Health
BHC
$2.58B
| $4.09M | 0.03% |
+20,600
| New | +$3.65M |
|
494
CALL
Costco
COST
$422B
| $4.09M | 0.03% |
27,000
+21,300
| +374% | +$3.13M |
|
495
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
| $4.08M | 0.03% |
87,651
-16,897
| -16% | -$779K |
|
|
ISIL
496
PUT
DELISTED
Intersil Corp
ISIL
| $4.08M | 0.03% |
+285,100
| New | +$4.23M |
|
497
iShares MSCI Brazil ETF
EWZ
$9.28B
| $4.06M | 0.03% |
129,565
-1,255,635
| -91% | -$42.7M |
|
498
Walmart Inc
WMT
$885B
| $4.06M | 0.03% |
148,086
+109,374
| +283% | +$3.1M |
|
499
BCE
BCE
$20.2B
| $4.06M | 0.03% |
95,785
+58,685
| +158% | +$2.62M |
|
500
iShares MSCI USA Size Factor ETF
SIZE
$428M
| $4.06M | 0.03% |
+60,898
| New | +$4.03M |
|
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.