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
|
+$655M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$134M |
| 3 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$131M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$112M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$104M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core US Aggregate Bond ETF
AGG
|
+$227M |
| 2 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$191M |
| 3 |
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
|
+$187M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$186M |
| 5 |
Procter & Gamble
PG
|
+$153M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 2.28% |
| 2 | Consumer Discretionary | 1.99% |
| 3 | Financials | 1.99% |
| 4 | Technology | 1.56% |
| 5 | Healthcare | 1.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
CALL
Kinder Morgan
KMI
$70.3B
| $6.51M | 0.03% |
314,500
+272,500
| +649% | +$5.76M |
|
527
PUT
Autodesk
ADSK
$50.1B
| $6.48M | 0.03% |
87,600
+79,600
| +995% | +$5.86M |
|
|
YHOO
528
CALL
DELISTED
Yahoo Inc
YHOO
| $6.47M | 0.03% |
167,400
+135,100
| +418% | +$5.54M |
|
|
INP
529
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
| $6.45M | 0.03% |
+103,042
| New | +$6.72M |
|
530
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
| $6.43M | 0.03% |
250,134
+61,453
| +33% | +$1.59M |
|
531
United States Natural Gas Fund
UNG
$444M
| $6.42M | 0.03% |
42,933
+25,644
| +148% | +$3.49M |
|
532
PUT
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
| $6.41M | 0.03% |
131,600
| – | – |
|
533
PUT
Mondelez International
MDLZ
$80.2B
| $6.4M | 0.03% |
144,400
+130,400
| +931% | +$5.62M |
|
534
PUT
iShares Russell 1000 Value ETF
IWD
$82.2B
| $6.4M | 0.03% |
57,100
+1,100
| +2% | +$119K |
|
|
FIEE
535
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $6.4M | 0.03% |
54,177
+44,080
| +437% | +$4.97M |
|
536
Teck Resources
TECK
$28.8B
| $6.39M | 0.03% |
319,132
+51,060
| +19% | +$1.1M |
|
|
CMBT
537
CMB.TECH NV
CMBT
$4.47B
| $6.39M | 0.03% |
804,034
+702,101
| +689% | +$5.34M |
|
538
TechnipFMC
FTI
$28.9B
| $6.39M | 0.03% |
241,700
-46,880
| -16% | -$1.17M |
|
|
SZO
539
DELISTED
DB Crude Oil Short Exchange Traded Notes due June 1, 2038
SZO
| $6.39M | 0.03% |
81,684
+6,005
| +8% | +$498K |
|
540
CALL
Halliburton
HAL
$26.1B
| $6.36M | 0.03% |
117,500
-10,400
| -8% | -$519K |
|
541
CALL
General Motors
GM
$81.7B
| $6.32M | 0.03% |
181,300
+153,200
| +545% | +$5.15M |
|
542
CALL
Kraft Heinz
KHC
$32.4B
| $6.31M | 0.03% |
72,300
+43,500
| +151% | +$3.72M |
|
543
PUT
lululemon athletica
LULU
$13.7B
| $6.28M | 0.03% |
96,600
+30,700
| +47% | +$1.83M |
|
544
PUT
Blackstone
BX
$107B
| $6.26M | 0.03% |
231,700
+174,300
| +304% | +$4.52M |
|
545
Prudential Financial
PRU
$43B
| $6.25M | 0.03% |
60,046
+48,501
| +420% | +$4.6M |
|
|
546
CALL
lululemon athletica
LULU
$13.7B
| $6.19M | 0.03% |
95,300
+78,900
| +481% | +$4.71M |
|
547
PUT
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$361M
| $6.16M | 0.03% |
5,522
-5,887
| -52% | -$10.4M |
|
548
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$237M
| $6.16M | 0.03% |
3
+2
| +200% | +$6.37M |
|
549
Vale
VALE
$62.6B
| $6.16M | 0.03% |
808,166
+554,521
| +219% | +$4.06M |
|
550
WIX.com
WIX
$2.45B
| $6.09M | 0.03% |
136,832
+119,707
| +699% | +$5.4M |
|
Similar funds
Jane Street's Q4 2016 Portfolio in Review
As of Q4 2016, Jane Street held 5,063 positions worth $22.9B, up 9.7% from $20.9B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Jane Street deployed $2.32B of net new capital in Q4 2016, opening 1,142 new positions and adding to 1,488 existing holdings. Its largest new stake was TotalEnergies: 721,724 shares worth $36.8M.
By sector, the portfolio is most concentrated in Communication Services at 2.3% of assets, up from 1.6% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was iShares Core US Aggregate Bond ETF, an estimated $227M trimmed.
- Jane Street's largest Q4 2016 buy was TotalEnergies: 721,724 shares worth $36.8M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q4 2016, an estimated $655M increase.
- Jane Street's biggest Q4 2016 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $227M.
- Jane Street fully exited iShares MSCI Japan ETF in Q4 2016, selling an estimated $99.4M.
- Jane Street's ten largest holdings make up 20% of its $22.9B portfolio in Q4 2016.
- Jane Street opened 1,142 new positions and closed 1,097 in Q4 2016.
- Jane Street's portfolio value rose 9.7% quarter-over-quarter to $22.9B.
Based on Jane Street's 13F filing for Q4 2016, filed 15 Feb 2017.