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 | |
|---|---|---|---|---|---|---|
101
Northrop Grumman
NOC
$77.8B
| $21M | 0.16% |
+130,479
| New | +$20.9M |
|
102
CALL
ProShares UltraShort Euro
EUO
$35.6M
| $20.8M | 0.16% |
773,500
+666,200
| +621% | +$16.6M |
|
103
Vanguard World Funds Extended Duration ETF
EDV
$3.33B
| $20.7M | 0.16% |
+159,832
| New | +$20.8M |
|
104
CALL
IBM
IBM
$204B
| $20.6M | 0.16% |
134,306
+32,844
| +32% | +$4.98M |
|
105
PUT
Williams Companies
WMB
$86.6B
| $20.5M | 0.16% |
+405,700
| New | +$18.8M |
|
106
Alphabet (Google) Class C
GOOG
$3.99T
| $20.5M | 0.16% |
742,814
+196,478
| +36% | +$5.27M |
|
107
CALL
ProShares UltraPro S&P 500
UPRO
$5.09B
| $20.3M | 0.16% |
1,828,800
-5,263,200
| -74% | -$58.4M |
|
108
ExxonMobil
XOM
$642B
| $20.3M | 0.16% |
+238,730
| New | +$21.2M |
|
109
iShares S&P 500 Growth ETF
IVW
$72.2B
| $20.1M | 0.16% |
706,260
+670,292
| +1,864% | +$19M |
|
110
PUT
ProShares UltraPro QQQ
TQQQ
$31.4B
| $20.1M | 0.16% |
9,369,600
-9,024,000
| -49% | -$19.1M |
|
|
CELG
111
CALL
DELISTED
Celgene Corp
CELG
| $20.1M | 0.16% |
174,200
+142,900
| +457% | +$17.1M |
|
112
Schwab International Equity ETF
SCHF
$65.9B
| $19.6M | 0.15% |
+1,296,942
| New | +$19.3M |
|
113
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $19.5M | 0.15% |
478,300
+381,400
| +394% | +$15.5M |
|
114
PUT
Meta Platforms (Facebook)
META
$1.51T
| $19.1M | 0.15% |
232,100
-7,500
| -3% | -$588K |
|
|
115
PUT
iShares Russell 2000 ETF
IWM
$80.3B
| $18.5M | 0.14% |
+148,800
| New | +$17.9M |
|
116
Vanguard FTSE Pacific ETF
VPL
$8.06B
| $18.4M | 0.14% |
+300,115
| New | +$17.8M |
|
117
CALL
Tesla
TSLA
$1.22T
| $18.4M | 0.14% |
1,459,500
-1,773,000
| -55% | -$23.9M |
|
|
118
PUT
Citigroup
C
$223B
| $18.3M | 0.14% |
+355,700
| New | +$18.1M |
|
119
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $18.3M | 0.14% |
243,300
+181,800
| +296% | +$12.7M |
|
120
General Dynamics
GD
$105B
| $18.2M | 0.14% |
134,419
+130,551
| +3,375% | +$17.9M |
|
121
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $18.2M | 0.14% |
435,700
-942,800
| -68% | -$40.2M |
|
|
SDRL
122
DELISTED
Seadrill Limited Common Stock
SDRL
| $18.2M | 0.14% |
7,278
+4,001
| +122% | +$11.6M |
|
123
Unilever
UL
$132B
| $18M | 0.14% |
383,982
+27,259
| +8% | +$1.31M |
|
|
124
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $17.9M | 0.14% |
237,600
+24,600
| +12% | +$1.72M |
|
125
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$229M
| $17.7M | 0.14% |
32,320
-31,730
| -50% | -$17.5M |
|
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.