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 |
iShares MSCI Emerging Markets ETF
EEM
|
+$229M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$213M |
| 3 |
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
|
+$81.1M |
| 4 |
Procter & Gamble
PG
|
+$75.6M |
| 5 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$61.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AstraZeneca
AZN
|
+$127M |
| 2 |
BP
BP
|
+$71M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$64M |
| 4 |
SLB Ltd
SLB
|
+$54.4M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$46.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 3.32% |
| 2 | Technology | 3.01% |
| 3 | Communication Services | 2.63% |
| 4 | Consumer Discretionary | 2.61% |
| 5 | Financials | 2.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $456M | 4.65% |
10,969,500
+630,500
| +6% | +$27.9M |
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $384M | 3.91% |
1,948,700
+1,469,700
| +307% | +$291M |
|
|
3
iShares MSCI Emerging Markets ETF
EEM
$28B
| $215M | 2.2% |
+5,183,984
| New | +$229M |
|
4
PUT
Apple
AAPL
$4.89T
| $205M | 2.09% |
8,131,600
+7,443,200
| +1,081% | +$183M |
|
5
PUT
iShares MSCI Brazil ETF
EWZ
$9.05B
| $182M | 1.86% |
4,191,400
+4,126,600
| +6,368% | +$204M |
|
|
6
VanEck Gold Miners ETF
GDX
$23B
| $178M | 1.82% |
+8,342,717
| New | +$213M |
|
|
7
CALL
Apple
AAPL
$4.89T
| $157M | 1.6% |
+6,217,600
| New | +$153M |
|
8
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $150M | 1.53% |
3,919,700
+1,547,600
| +65% | +$62M |
|
|
9
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $150M | 1.53% |
3,910,600
+2,317,000
| +145% | +$92.8M |
|
10
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $137M | 1.39% |
1,496,700
-468,000
| -24% | -$41.1M |
|
|
11
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $129M | 1.32% |
3,108,800
+609,500
| +24% | +$26.9M |
|
12
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $120M | 1.22% |
1,865,100
+488,800
| +36% | +$32.6M |
|
13
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $115M | 1.17% |
1,252,300
+339,200
| +37% | +$31.7M |
|
|
14
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $103M | 1.05% |
521,300
+85,600
| +20% | +$16.9M |
|
|
15
Apple
AAPL
$4.89T
| $101M | 1.03% |
4,002,364
-289,916
| -7% | -$7.12M |
|
|
16
CALL
iShares Biotechnology ETF
IBB
$9.31B
| $97.4M | 0.99% |
1,067,700
+256,200
| +32% | +$22.5M |
|
17
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $96.7M | 0.99% |
3,757,200
+2,709,200
| +259% | +$69.4M |
|
|
KMP
18
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $96.2M | 0.98% |
1,031,561
+910,921
| +755% | +$81.1M |
|
|
19
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $93.9M | 0.96% |
3,646,400
+1,794,800
| +97% | +$46M |
|
20
Meta Platforms (Facebook)
META
$1.51T
| $91.7M | 0.93% |
1,159,829
+408,484
| +54% | +$30M |
|
21
PUT
iShares Russell 2000 Growth ETF
IWO
$14.5B
| $90.6M | 0.92% |
698,500
+527,900
| +309% | +$70.8M |
|
|
VXX
22
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $89.4M | 0.91% |
179,188
+38,525
| +27% | +$17.8M |
|
|
23
Procter & Gamble
PG
$343B
| $77.3M | 0.79% |
+922,924
| New | +$75.6M |
|
|
24
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $75.1M | 0.77% |
665,050
+536,931
| +419% | +$61.5M |
|
|
25
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| $70.2M | 0.72% |
+1,615,700
| New | +$79.9M |
|
Similar funds
Jane Street's Q3 2014 Portfolio in Review
As of Q3 2014, Jane Street held 3,618 positions worth $9.81B, up 25% from $7.86B the previous quarter. Its ten largest holdings account for 23% of the portfolio.
Jane Street deployed $2.23B of net new capital in Q3 2014, opening 1,130 new positions and adding to 681 existing holdings. Its largest new stake was iShares MSCI Emerging Markets ETF: 5,183,984 shares worth $215M.
By sector, the portfolio is most concentrated in Energy at 3.3% of assets, down from 4.3% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was AstraZeneca, an estimated $127M trimmed.
- Jane Street's largest Q3 2014 buy was iShares MSCI Emerging Markets ETF: 5,183,984 shares worth $215M.
- Jane Street added most to KINDER MORGAN ENER PNTRS L.P. in Q3 2014, an estimated $81.1M increase.
- Jane Street's biggest Q3 2014 reduction was AstraZeneca, cutting an estimated $127M.
- Jane Street fully exited BP in Q3 2014, selling an estimated $71M.
- Jane Street's ten largest holdings make up 23% of its $9.81B portfolio in Q3 2014.
- Jane Street opened 1,130 new positions and closed 1,133 in Q3 2014.
- Jane Street's portfolio value rose 25% quarter-over-quarter to $9.81B.
Based on Jane Street's 13F filing for Q3 2014, filed 14 Nov 2014.