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 | |
|---|---|---|---|---|---|---|
626
CALL
ProShares UltraShort QQQ
QID
$293M
| $5.33M | 0.02% |
2,783
-2,441
| -47% | -$4.76M |
|
|
TIF
627
CALL
DELISTED
Tiffany & Co.
TIF
| $5.33M | 0.02% |
+68,800
| New | +$5.3M |
|
628
Public Storage
PSA
$61.7B
| $5.32M | 0.02% |
23,816
+22,516
| +1,732% | +$4.79M |
|
629
PUT
Verizon
VZ
$201B
| $5.32M | 0.02% |
99,600
+88,900
| +831% | +$4.44M |
|
630
Illumina
ILMN
$29.2B
| $5.31M | 0.02% |
42,655
+25,726
| +152% | +$3.47M |
|
631
CALL
Range Resources
RRC
$8.94B
| $5.3M | 0.02% |
154,200
+114,500
| +288% | +$4.1M |
|
|
MBLY
632
PUT
DELISTED
Mobileye N.V.
MBLY
| $5.29M | 0.02% |
138,800
+131,300
| +1,751% | +$4.94M |
|
633
PUT
ProShares UltraPro Dow 30
UDOW
$856M
| $5.28M | 0.02% |
445,600
+276,800
| +164% | +$2.85M |
|
634
PUT
Cummins
CMI
$88.5B
| $5.26M | 0.02% |
38,500
+21,700
| +129% | +$2.9M |
|
|
635
Cummins
CMI
$88.5B
| $5.25M | 0.02% |
38,445
-7,311
| -16% | -$979K |
|
636
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$538M
| $5.25M | 0.02% |
8,385
+1,190
| +17% | +$894K |
|
637
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
| $5.24M | 0.02% |
215,600
-56,000
| -21% | -$1.34M |
|
638
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.64B
| $5.22M | 0.02% |
162,379
+116,884
| +257% | +$3.72M |
|
639
Autodesk
ADSK
$50.1B
| $5.21M | 0.02% |
70,466
-32,717
| -32% | -$2.41M |
|
640
CALL
Franco-Nevada
FNV
$40.6B
| $5.2M | 0.02% |
87,000
+82,300
| +1,751% | +$5.03M |
|
|
SKX
641
CALL
DELISTED
Skechers
SKX
| $5.19M | 0.02% |
211,300
-90,000
| -30% | -$2.08M |
|
642
CALL
Vanguard S&P 500 ETF
VOO
$971B
| $5.19M | 0.02% |
25,300
-28,400
| -53% | -$5.7M |
|
643
CALL
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
| $5.18M | 0.02% |
55,500
+7,800
| +16% | +$714K |
|
644
PUT
AT&T
T
$169B
| $5.18M | 0.02% |
161,131
-118,233
| -42% | -$3.49M |
|
|
GOLD
645
DELISTED
Randgold Resources Ltd
GOLD
| $5.17M | 0.02% |
67,717
-170,643
| -72% | -$13.5M |
|
646
iShares MSCI Denmark ETF
EDEN
$204M
| $5.16M | 0.02% |
101,147
+37,439
| +59% | +$1.92M |
|
|
RDC
647
PUT
DELISTED
Rowan Companies Plc
RDC
| $5.16M | 0.02% |
273,000
-8,700
| -3% | -$142K |
|
648
Zimmer Biomet
ZBH
$18.5B
| $5.15M | 0.02% |
51,426
+39,514
| +332% | +$4.24M |
|
649
PUT
Eagle Materials
EXP
$6.86B
| $5.14M | 0.02% |
52,200
+49,400
| +1,764% | +$4.43M |
|
650
CALL
DuPont de Nemours
DD
$19B
| $5.13M | 0.02% |
35,421
+31,472
| +797% | +$4.38M |
|
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.