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 | |
|---|---|---|---|---|---|---|
651
CALL
Check Point Software Technologies
CHKP
$14.1B
| $5.12M | 0.02% |
+60,600
| New | +$4.97M |
|
652
CALL
Kroger
KR
$36.3B
| $5.1M | 0.02% |
147,900
+56,400
| +62% | +$1.84M |
|
653
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
| $5.09M | 0.02% |
+170,538
| New | +$5.14M |
|
654
CALL
iShares US Home Construction ETF
ITB
$2.41B
| $5.08M | 0.02% |
185,000
-11,800
| -6% | -$320K |
|
|
MON
655
CALL
DELISTED
Monsanto Co
MON
| $5.08M | 0.02% |
48,300
-612,500
| -93% | -$62.8M |
|
656
Fidelity MSCI Industrials Index ETF
FIDU
$2.34B
| $5.07M | 0.02% |
+157,276
| New | +$4.89M |
|
657
PUT
Broadcom
AVGO
$1.81T
| $5.06M | 0.02% |
286,000
-90,000
| -24% | -$1.56M |
|
658
PUT
AutoZone
AZO
$50.9B
| $5.05M | 0.02% |
6,400
-58,300
| -90% | -$44.9M |
|
659
Chunghwa Telecom
CHT
$33.5B
| $5.05M | 0.02% |
160,120
+37,367
| +30% | +$1.26M |
|
660
Vertex Pharmaceuticals
VRTX
$124B
| $5.05M | 0.02% |
68,528
+62,217
| +986% | +$5.06M |
|
661
PUT
Constellation Brands
STZ
$22.5B
| $5.04M | 0.02% |
32,900
+26,700
| +431% | +$4.24M |
|
662
CALL
Hershey
HSY
$37.2B
| $5.02M | 0.02% |
48,500
+17,700
| +57% | +$1.75M |
|
663
Henry Schein
HSIC
$9.76B
| $5M | 0.02% |
84,119
+79,695
| +1,801% | +$4.81M |
|
|
SKX
664
DELISTED
Skechers
SKX
| $5M | 0.02% |
203,210
+91,852
| +82% | +$2.12M |
|
665
PUT
iShares S&P 500 Growth ETF
IVW
$71.9B
| $4.99M | 0.02% |
164,000
+44,000
| +37% | +$1.33M |
|
666
iShares US Industrials ETF
IYJ
$2B
| $4.98M | 0.02% |
82,628
+62,028
| +301% | +$3.63M |
|
667
PUT
Merck
MRK
$326B
| $4.98M | 0.02% |
88,661
+79,229
| +840% | +$4.64M |
|
|
CRC
668
CALL
DELISTED
California Resources Corporation
CRC
| $4.97M | 0.02% |
233,600
+217,600
| +1,360% | +$3.19M |
|
669
PUT
RTX Corp
RTX
$295B
| $4.97M | 0.02% |
+71,982
| New | +$4.77M |
|
|
MEG
670
DELISTED
Media General, Inc
MEG
| $4.96M | 0.02% |
263,432
-26,369
| -9% | -$477K |
|
671
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$656M
| $4.96M | 0.02% |
+124,811
| New | +$5.19M |
|
|
672
Merck
MRK
$326B
| $4.94M | 0.02% |
87,927
-105,730
| -55% | -$6.19M |
|
673
Elevance Health
ELV
$83.7B
| $4.94M | 0.02% |
34,337
+31,389
| +1,065% | +$4.2M |
|
674
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $4.93M | 0.02% |
97,494
+78,204
| +405% | +$3.39M |
|
675
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $4.93M | 0.02% |
243,950
-132,990
| -35% | -$2.76M |
|
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.