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 | |
|---|---|---|---|---|---|---|
|
ATVI
426
CALL
DELISTED
Activision Blizzard
ATVI
| $8.62M | 0.04% |
238,700
+201,000
| +533% | +$8.04M |
|
|
ALXN
427
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $8.6M | 0.04% |
70,300
+64,800
| +1,178% | +$7.93M |
|
428
CALL
BP
BP
$109B
| $8.6M | 0.04% |
268,476
+182,667
| +213% | +$5.5M |
|
|
ICPT
429
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $8.57M | 0.04% |
78,900
+71,400
| +952% | +$8.51M |
|
430
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
| $8.54M | 0.04% |
+297,400
| New | +$8.14M |
|
431
PUT
Dillards
DDS
$8.96B
| $8.53M | 0.04% |
136,000
+132,200
| +3,479% | +$8.68M |
|
432
CALL
American Electric Power
AEP
$72.7B
| $8.46M | 0.04% |
134,300
+130,900
| +3,850% | +$8.07M |
|
433
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.3M
| $8.46M | 0.04% |
348,080
-445,861
| -56% | -$11M |
|
434
PUT
iShares Select Dividend ETF
DVY
$23.8B
| $8.4M | 0.04% |
94,900
-406,100
| -81% | -$35M |
|
435
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19M
| $8.4M | 0.04% |
6,655
+4,581
| +221% | +$5.63M |
|
436
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$348M
| $8.38M | 0.04% |
1,551
+50
| +3% | +$296K |
|
|
ACAS
437
DELISTED
American Capital Ltd
ACAS
| $8.3M | 0.04% |
463,162
-241,340
| -34% | -$4.16M |
|
438
CALL
State Street SPDR S&P Bank ETF
KBE
$1.63B
| $8.25M | 0.04% |
+189,700
| New | +$7.33M |
|
439
UnitedHealth
UNH
$379B
| $8.24M | 0.04% |
51,500
+16,813
| +48% | +$2.51M |
|
440
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $8.23M | 0.04% |
245,918
+104,156
| +73% | +$3.37M |
|
441
Walt Disney
DIS
$168B
| $8.22M | 0.04% |
+78,885
| New | +$7.69M |
|
442
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
| $8.2M | 0.04% |
159,597
+126,765
| +386% | +$6.6M |
|
443
PUT
NetEase
NTES
$79.2B
| $8.18M | 0.04% |
190,000
+164,500
| +645% | +$7.85M |
|
444
CALL
Salesforce
CRM
$142B
| $8.16M | 0.04% |
119,200
+69,100
| +138% | +$5.01M |
|
445
CALL
Burlington
BURL
$22.5B
| $8.07M | 0.04% |
95,200
+91,300
| +2,341% | +$7.37M |
|
446
PUT
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
| $8.04M | 0.04% |
100,000
+40,200
| +67% | +$3.13M |
|
|
GWPH
447
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $8.04M | 0.04% |
71,900
-400
| -0.6% | -$48.1K |
|
|
KATE
448
CALL
DELISTED
Kate Spade & Company
KATE
| $7.98M | 0.03% |
427,500
+415,900
| +3,585% | +$6.81M |
|
|
HES
449
PUT
DELISTED
Hess
HES
| $7.94M | 0.03% |
127,500
+62,900
| +97% | +$3.44M |
|
450
CALL
Boeing
BA
$167B
| $7.92M | 0.03% |
50,900
+16,700
| +49% | +$2.44M |
|
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.