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 |
SDRL
Seadrill Limited Common Stock
SDRL
|
+$52.3M |
| 2 |
Rio Tinto
RIO
|
+$37.5M |
| 3 |
Vodafone
VOD
|
+$34.2M |
| 4 |
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
|
+$29.7M |
| 5 |
Vanguard Intermediate-Term Bond ETF
BIV
|
+$29.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$305M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$132M |
| 3 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$127M |
| 4 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$59.5M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$49.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 4.85% |
| 2 | Technology | 4.79% |
| 3 | Financials | 2.84% |
| 4 | Communication Services | 2.74% |
| 5 | Industrials | 2.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $365M | 5.23% |
8,738,200
+18,800
| +0.2% | +$787K |
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $218M | 3.12% |
+1,178,500
| New | +$209M |
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $212M | 3.03% |
+1,146,200
| New | +$203M |
|
4
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $194M | 2.78% |
5,053,500
+3,827,100
| +312% | +$146M |
|
5
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $175M | 2.5% |
4,510,000
+2,509,000
| +125% | +$86.3M |
|
6
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $169M | 2.42% |
2,521,100
+335,100
| +15% | +$21.9M |
|
7
CALL
ProShares UltraShort S&P500
SDS
$406M
| $151M | 2.16% |
50,788
-2,199
| -4% | -$7.22M |
|
|
8
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $120M | 1.72% |
2,881,800
-557,200
| -16% | -$23.3M |
|
9
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $115M | 1.65% |
2,269,600
+1,248,900
| +122% | +$60.7M |
|
|
10
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $107M | 1.53% |
2,590,998
-7,389,146
| -74% | -$305M |
|
|
11
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $101M | 1.44% |
2,620,200
-10,723,000
| -80% | -$409M |
|
|
XIV
12
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
| $96.4M | 1.38% |
2,803,255
+215,792
| +8% | +$6.56M |
|
|
13
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $79.7M | 1.14% |
2,058,200
+489,200
| +31% | +$16.8M |
|
|
14
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $75.1M | 1.07% |
1,476,817
-409,462
| -22% | -$19.9M |
|
15
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $60.5M | 0.87% |
764,050
+392,900
| +106% | +$30M |
|
16
PUT
ProShares Ultra S&P500
SSO
$7.82B
| $57.3M | 0.82% |
8,945,600
+7,105,600
| +386% | +$41.6M |
|
|
SDRL
17
DELISTED
Seadrill Limited Common Stock
SDRL
| $56M | 0.8% |
5,090
+4,431
| +672% | +$52.3M |
|
|
VXX
18
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $55.4M | 0.79% |
81,356
+32,061
| +65% | +$25.6M |
|
19
VanEck Gold Miners ETF
GDX
$23B
| $49.3M | 0.71% |
2,332,070
+469,148
| +25% | +$10.8M |
|
|
20
Rio Tinto
RIO
$148B
| $46.7M | 0.67% |
827,257
+721,153
| +680% | +$37.5M |
|
21
iShares MSCI Japan ETF
EWJ
$21.7B
| $44.4M | 0.64% |
914,667
-774,514
| -46% | -$36.9M |
|
22
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.02B
| $43.2M | 0.62% |
2,479,200
-415,500
| -14% | -$6.91M |
|
|
23
Vodafone
VOD
$34.9B
| $41.9M | 0.6% |
1,045,653
+907,936
| +659% | +$34.2M |
|
24
CALL
ProShares UltraPro QQQ
TQQQ
$31.1B
| $41.8M | 0.6% |
32,304,000
+26,707,200
| +477% | +$29.4M |
|
25
Apple
AAPL
$4.89T
| $40M | 0.57% |
1,994,720
+910,784
| +84% | +$17.2M |
|
Similar funds
Jane Street's Q4 2013 Portfolio in Review
As of Q4 2013, Jane Street held 3,467 positions worth $6.99B, down 17% from $8.41B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Jane Street withdrew a net $1.68B in Q4 2013, closing 1,193 positions and reducing 848 holdings. Its most notable exit was iShares JPMorgan USD Emerging Markets Bond ETF, an estimated $59.5M position sold in full.
By sector, the portfolio is most concentrated in Energy at 4.9% of assets, up from 3.6% a quarter earlier, followed by Technology and Financials.
Against the trend, Jane Street opened a new position in Vanguard Intermediate-Term Bond ETF worth $28.7M.
- Jane Street's largest Q4 2013 buy was Vanguard Intermediate-Term Bond ETF: 350,977 shares worth $28.7M.
- Jane Street added most to Seadrill Limited Common Stock in Q4 2013, an estimated $52.3M increase.
- Jane Street's biggest Q4 2013 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $305M.
- Jane Street fully exited iShares JPMorgan USD Emerging Markets Bond ETF in Q4 2013, selling an estimated $59.5M.
- Jane Street's ten largest holdings make up 26% of its $6.99B portfolio in Q4 2013.
- Jane Street opened 805 new positions and closed 1,193 in Q4 2013.
- Jane Street's portfolio value fell 17% quarter-over-quarter to $6.99B.
Based on Jane Street's 13F filing for Q4 2013, filed 14 Feb 2014.