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 |
AstraZeneca
AZN
|
+$132M |
| 2 |
Apple
AAPL
|
+$82.1M |
| 3 |
BP
BP
|
+$66M |
| 4 |
Diageo
DEO
|
+$54.2M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$49.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$157M |
| 2 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$152M |
| 3 |
VanEck Gold Miners ETF
GDX
|
+$115M |
| 4 |
Verizon
VZ
|
+$98.7M |
| 5 |
Oracle
ORCL
|
+$65.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 4.3% |
| 2 | Technology | 4.3% |
| 3 | Communication Services | 4.24% |
| 4 | Healthcare | 4.07% |
| 5 | Consumer Discretionary | 2.9% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $447M | 5.68% |
10,339,000
-13,419,200
| -56% | -$570M |
|
2
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $171M | 2.17% |
+8,543,595
| New | +$166M |
|
3
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $168M | 2.14% |
1,964,700
+408,600
| +26% | +$32.2M |
|
|
4
AstraZeneca
AZN
$263B
| $140M | 1.78% |
1,885,178
+1,819,279
| +2,761% | +$132M |
|
|
5
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $108M | 1.37% |
2,499,300
-425,900
| -15% | -$18.1M |
|
|
6
Apple
AAPL
$4.89T
| $99.7M | 1.27% |
4,292,280
+3,859,260
| +891% | +$82.1M |
|
|
XIV
7
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
| $96.4M | 1.23% |
2,142,835
-1,069,286
| -33% | -$39.1M |
|
8
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $94.1M | 1.2% |
1,376,300
+191,200
| +16% | +$13.1M |
|
9
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $93.8M | 1.19% |
+479,000
| New | +$91.1M |
|
10
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $87.9M | 1.12% |
2,372,100
-5,140,900
| -68% | -$186M |
|
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $86.9M | 1.11% |
913,100
+294,200
| +48% | +$27.8M |
|
|
12
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $85.3M | 1.08% |
+435,700
| New | +$82.8M |
|
13
Vodafone
VOD
$34.9B
| $82.4M | 1.05% |
2,468,592
+1,305,284
| +112% | +$46.2M |
|
|
14
BP
BP
$113B
| $71M | 0.9% |
1,645,458
+1,599,039
| +3,445% | +$66M |
|
|
15
CALL
iShares Biotechnology ETF
IBB
$9.31B
| $69.5M | 0.88% |
811,500
-642,000
| -44% | -$50.6M |
|
16
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $67M | 0.85% |
1,647,800
-3,394,000
| -67% | -$122M |
|
|
VXX
17
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $64.4M | 0.82% |
140,663
-15,426
| -10% | -$8.99M |
|
|
18
iShares Russell 2000 ETF
IWM
$80.9B
| $64M | 0.81% |
538,973
+438,973
| +439% | +$49.9M |
|
19
SLB Ltd
SLB
$77.8B
| $63.4M | 0.81% |
537,785
+40,643
| +8% | +$4.19M |
|
20
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $62.3M | 0.79% |
2,791
+1,830
| +190% | +$47.9M |
|
21
PUT
Deutsche Bank
DB
$66.3B
| $59.3M | 0.75% |
+1,889,440
| New | +$67.4M |
|
|
22
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $59M | 0.75% |
1,593,600
-8,387,200
| -84% | -$304M |
|
23
iShares Core MSCI EAFE ETF
IEFA
$186B
| $56.2M | 0.71% |
902,843
+704,891
| +356% | +$43.7M |
|
24
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$863M
| $55.5M | 0.71% |
30,005
+11,245
| +60% | +$16M |
|
|
25
Diageo
DEO
$46.2B
| $54.7M | 0.7% |
+430,064
| New | +$54.2M |
|
Similar funds
Jane Street's Q2 2014 Portfolio in Review
As of Q2 2014, Jane Street held 3,648 positions worth $7.86B, down 13% from $9.04B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Jane Street withdrew a net $1.51B in Q2 2014, closing 1,159 positions and reducing 769 holdings. Its most notable exit was State Street SPDR S&P MIDCAP 400 ETF Trust, an estimated $152M position sold in full.
By sector, the portfolio is most concentrated in Energy at 4.3% of assets, up from 3.2% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Jane Street opened a new position in Diageo worth $54.7M.
- Jane Street's largest Q2 2014 buy was Diageo: 430,064 shares worth $54.7M.
- Jane Street added most to AstraZeneca in Q2 2014, an estimated $132M increase.
- Jane Street's biggest Q2 2014 reduction was WisdomTree Japan Hedged Equity Fund, cutting an estimated $157M.
- Jane Street fully exited State Street SPDR S&P MIDCAP 400 ETF Trust in Q2 2014, selling an estimated $152M.
- Jane Street's ten largest holdings make up 19% of its $7.86B portfolio in Q2 2014.
- Jane Street opened 1,015 new positions and closed 1,159 in Q2 2014.
- Jane Street's portfolio value fell 13% quarter-over-quarter to $7.86B.
Based on Jane Street's 13F filing for Q2 2014, filed 14 Aug 2014.