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 | |
|---|---|---|---|---|---|---|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $457M | 3.54% |
11,397,900
+1,761,500
| +18% | +$70.1M |
|
2
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $377M | 2.92% |
8,484,000
+3,467,500
| +69% | +$148M |
|
3
CALL
Apple
AAPL
$4.89T
| $259M | 2% |
8,328,000
+6,410,400
| +334% | +$194M |
|
4
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $233M | 1.8% |
5,692,658
-174,738
| -3% | -$7.11M |
|
5
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $220M | 1.7% |
3,985,300
-1,452,000
| -27% | -$75.6M |
|
|
6
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $219M | 1.7% |
3,973,800
+288,600
| +8% | +$15M |
|
7
PUT
United States Oil Fund
USO
$2.45B
| $196M | 1.52% |
1,454,550
+1,286,012
| +763% | +$185M |
|
8
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $186M | 1.44% |
1,628,100
+582,900
| +56% | +$64.3M |
|
|
9
PUT
Apple
AAPL
$4.89T
| $183M | 1.42% |
5,884,800
+1,039,200
| +21% | +$31.4M |
|
|
10
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $181M | 1.4% |
2,822,800
+1,515,700
| +116% | +$95.4M |
|
|
11
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $167M | 1.29% |
2,602,500
-27,500
| -1% | -$1.73M |
|
|
12
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $138M | 1.06% |
3,098,100
+118,500
| +4% | +$5.05M |
|
13
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $125M | 0.97% |
1,384,600
-407,400
| -23% | -$36.9M |
|
|
14
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $121M | 0.94% |
3,671,398
+3,113,010
| +557% | +$96.5M |
|
|
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $100M | 0.77% |
484,300
+166,300
| +52% | +$34.3M |
|
|
16
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $99.7M | 0.77% |
2,484,200
+18,600
| +0.8% | +$740K |
|
17
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $97M | 0.75% |
2,160,800
-233,600
| -10% | -$9.56M |
|
|
18
iShares Core US Aggregate Bond ETF
AGG
$138B
| $96.1M | 0.74% |
+862,112
| New | +$95.8M |
|
|
19
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $95.6M | 0.74% |
1,054,803
+498,503
| +90% | +$45.1M |
|
20
CALL
iShares MSCI Germany ETF
EWG
$1.5B
| $91M | 0.7% |
3,050,000
+2,720,800
| +826% | +$78.2M |
|
21
Vodafone
VOD
$34.9B
| $89M | 0.69% |
2,722,092
+109,092
| +4% | +$3.75M |
|
|
XIV
22
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
| $87.1M | 0.67% |
2,515,364
+723,081
| +40% | +$22.2M |
|
23
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $81.3M | 0.63% |
1,003,100
+623,900
| +165% | +$50.9M |
|
24
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $77.3M | 0.6% |
591,500
+276,400
| +88% | +$36.1M |
|
|
25
iShares China Large-Cap ETF
FXI
$4.31B
| $73.7M | 0.57% |
1,659,493
-101,246
| -6% | -$4.31M |
|
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.