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 | |
|---|---|---|---|---|---|---|
826
CALL
iShares Global 100 ETF
IOO
$8.72B
| $3.97M | 0.02% |
103,400
+9,400
| +10% | +$354K |
|
827
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$225M
| $3.96M | 0.02% |
780
-277
| -26% | -$1.28M |
|
828
iPath Select MLP ETN
ATMP
$633M
| $3.96M | 0.02% |
167,920
+146,377
| +679% | +$3.33M |
|
|
RUSL
829
CALL
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
| $3.94M | 0.02% |
78,000
-70,000
| -47% | -$2.69M |
|
830
PUT
United States Natural Gas Fund
UNG
$444M
| $3.93M | 0.02% |
+26,275
| New | +$3.57M |
|
831
Nucor
NUE
$60.5B
| $3.92M | 0.02% |
+65,949
| New | +$3.69M |
|
|
WFM
832
DELISTED
Whole Foods Market Inc
WFM
| $3.91M | 0.02% |
127,113
+31,436
| +33% | +$946K |
|
|
YHOO
833
PUT
DELISTED
Yahoo Inc
YHOO
| $3.91M | 0.02% |
101,100
-962,400
| -90% | -$39.5M |
|
834
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$190M
| $3.9M | 0.02% |
208,896
-309,752
| -60% | -$5.73M |
|
|
KBND
835
DELISTED
KraneShares Bloomberg China Bond Inclusion Index ETF
KBND
| $3.9M | 0.02% |
122,195
+43,900
| +56% | +$1.43M |
|
836
Nokia
NOK
$49.9B
| $3.9M | 0.02% |
+809,852
| New | +$3.82M |
|
837
MetLife
MET
$62.7B
| $3.89M | 0.02% |
81,075
+57,287
| +241% | +$2.63M |
|
838
PUT
3M
MMM
$94.1B
| $3.89M | 0.02% |
26,073
+24,518
| +1,577% | +$3.54M |
|
839
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$67.8M
| $3.89M | 0.02% |
103
+68
| +194% | +$2.62M |
|
840
Adobe
ADBE
$99B
| $3.88M | 0.02% |
37,706
+13,444
| +55% | +$1.42M |
|
841
Altria Group
MO
$125B
| $3.88M | 0.02% |
57,394
-6,657
| -10% | -$429K |
|
842
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
| $3.88M | 0.02% |
137,296
+70,334
| +105% | +$2.04M |
|
|
TWTR
843
PUT
DELISTED
Twitter, Inc.
TWTR
| $3.88M | 0.02% |
237,900
+26,400
| +12% | +$484K |
|
844
CALL
Aflac
AFL
$65.9B
| $3.87M | 0.02% |
111,200
+100,800
| +969% | +$3.55M |
|
845
CALL
Diageo
DEO
$49.4B
| $3.86M | 0.02% |
+37,100
| New | +$3.9M |
|
846
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.1M
| $3.85M | 0.02% |
5
-8
| -62% | -$5.64M |
|
847
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
| $3.85M | 0.02% |
28,934
+20,481
| +242% | +$2.81M |
|
848
PUT
ProShares Ultra Dow30
DDM
$548M
| $3.83M | 0.02% |
275,400
-127,800
| -32% | -$1.62M |
|
849
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$699M
| $3.83M | 0.02% |
58,871
+35,469
| +152% | +$2.39M |
|
850
CALL
Las Vegas Sands
LVS
$32B
| $3.81M | 0.02% |
71,300
+5,200
| +8% | +$303K |
|
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.