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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.51B |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$242M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$142M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$101M |
| 5 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$99.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$208M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$116M |
| 3 |
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
|
+$96.2M |
| 4 |
Meta Platforms (Facebook)
META
|
+$87.8M |
| 5 |
Procter & Gamble
PG
|
+$80.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 1.73% |
| 2 | Technology | 1.45% |
| 3 | Financials | 1.2% |
| 4 | Consumer Discretionary | 1.1% |
| 5 | Energy | 1.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $2.58B | 19.38% |
12,529,024
+12,480,316
| +25,623% | +$2.51B |
|
|
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $379M | 2.85% |
9,636,400
-1,333,100
| -12% | -$54.2M |
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $294M | 2.21% |
1,429,600
-519,100
| -27% | -$104M |
|
4
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $268M | 2.01% |
5,437,300
+4,532,400
| +501% | +$237M |
|
|
5
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $235M | 1.77% |
+5,867,396
| New | +$242M |
|
6
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $209M | 1.57% |
5,016,500
+1,105,900
| +28% | +$43.7M |
|
|
7
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
| $181M | 1.37% |
3,685,200
+2,796,900
| +315% | +$146M |
|
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $161M | 1.21% |
1,792,000
+539,700
| +43% | +$49.1M |
|
9
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $160M | 1.2% |
2,630,000
+1,631,000
| +163% | +$102M |
|
|
10
iShares Russell 2000 ETF
IWM
$80.9B
| $149M | 1.12% |
+1,243,693
| New | +$142M |
|
11
PUT
Apple
AAPL
$4.89T
| $134M | 1.01% |
4,845,600
-3,286,000
| -40% | -$89.4M |
|
|
12
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $124M | 0.93% |
2,979,600
-940,100
| -24% | -$37.1M |
|
13
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $106M | 0.8% |
1,045,200
-451,500
| -30% | -$43.9M |
|
14
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $96.9M | 0.73% |
2,394,400
+663,200
| +38% | +$23.7M |
|
|
15
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $96.9M | 0.73% |
2,465,600
-643,200
| -21% | -$26.1M |
|
|
16
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $95.9M | 0.72% |
+2,423,292
| New | +$101M |
|
17
PUT
iShares US Real Estate ETF
IYR
$4.59B
| $91M | 0.68% |
1,183,900
+972,600
| +460% | +$72.7M |
|
|
18
iShares MSCI EAFE ETF
EFA
$76.4B
| $90.4M | 0.68% |
+1,486,551
| New | +$92.8M |
|
19
Vodafone
VOD
$34.9B
| $89.3M | 0.67% |
2,613,000
+1,248,296
| +91% | +$42.1M |
|
|
20
Invesco DB Commodity Index Tracking Fund
DBC
$1.73B
| $87.7M | 0.66% |
4,751,541
+4,708,385
| +10,910% | +$99.6M |
|
|
21
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $79.5M | 0.6% |
1,307,100
-558,000
| -30% | -$34.8M |
|
22
CALL
ProShares UltraPro S&P 500
UPRO
$5.1B
| $78.4M | 0.59% |
7,092,000
+4,978,800
| +236% | +$51.4M |
|
23
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.58B
| $78.2M | 0.59% |
3,564,000
+1,692,800
| +90% | +$34.7M |
|
24
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $78.1M | 0.59% |
1,683,900
+1,015,800
| +152% | +$51.8M |
|
25
GSK
GSK
$103B
| $77.8M | 0.59% |
+1,455,965
| New | +$81.5M |
|
Similar funds
Jane Street's Q4 2014 Portfolio in Review
As of Q4 2014, Jane Street held 3,594 positions worth $13.3B, up 35% from $9.81B the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Jane Street deployed $3.7B of net new capital in Q4 2014, opening 1,109 new positions and adding to 692 existing holdings. Its largest new stake was Vanguard FTSE Emerging Markets ETF: 5,867,396 shares worth $235M.
By sector, the portfolio is most concentrated in Communication Services at 1.7% of assets, down from 2.6% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was iShares MSCI Emerging Markets ETF, an estimated $208M trimmed.
- Jane Street's largest Q4 2014 buy was Vanguard FTSE Emerging Markets ETF: 5,867,396 shares worth $235M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q4 2014, an estimated $2.51B increase.
- Jane Street's biggest Q4 2014 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $208M.
- Jane Street fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $96.2M.
- Jane Street's ten largest holdings make up 35% of its $13.3B portfolio in Q4 2014.
- Jane Street opened 1,109 new positions and closed 1,173 in Q4 2014.
- Jane Street's portfolio value rose 35% quarter-over-quarter to $13.3B.
Based on Jane Street's 13F filing for Q4 2014, filed 17 Feb 2015.