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 | |
|---|---|---|---|---|---|---|
851
WisdomTree International High Dividend Fund
DTH
$642M
| $3.8M | 0.02% |
99,678
-23,440
| -19% | -$881K |
|
|
TIF
852
DELISTED
Tiffany & Co.
TIF
| $3.79M | 0.02% |
48,976
+8,070
| +20% | +$621K |
|
|
QSIG
853
WisdomTree U.S. Short Term Corporate Bond Fund
QSIG
$52.9M
| $3.78M | 0.02% |
76,655
-1,445
| -2% | -$71.8K |
|
854
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$549M
| $3.77M | 0.02% |
57,600
| – | – |
|
|
JPUS
855
JPMorgan Diversified Return US Equity ETF
JPUS
$463M
| $3.75M | 0.02% |
63,379
-713,266
| -92% | -$41.6M |
|
|
HBI
856
DELISTED
Hanesbrands
HBI
| $3.75M | 0.02% |
+173,780
| New | +$4.15M |
|
857
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $3.74M | 0.02% |
100,492
+38,811
| +63% | +$1.47M |
|
858
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $3.74M | 0.02% |
113,000
+28,500
| +34% | +$904K |
|
859
TC Energy
TRP
$70.5B
| $3.73M | 0.02% |
82,592
-57,123
| -41% | -$2.59M |
|
|
SMEZ
860
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $3.72M | 0.02% |
79,828
+42,315
| +113% | +$1.93M |
|
861
iShares Global 100 ETF
IOO
$8.72B
| $3.71M | 0.02% |
96,738
-125,378
| -56% | -$4.72M |
|
862
CALL
NetEase
NTES
$81.5B
| $3.7M | 0.02% |
86,000
+81,000
| +1,620% | +$3.87M |
|
863
CALL
APA Corp
APA
$12.3B
| $3.7M | 0.02% |
58,300
-49,400
| -46% | -$3.11M |
|
864
Charter Communications
CHTR
$16.7B
| $3.7M | 0.02% |
12,850
+5,791
| +82% | +$1.56M |
|
|
K
865
PUT
DELISTED
Kellanova
K
| $3.69M | 0.02% |
53,357
+9,159
| +21% | +$637K |
|
866
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
| $3.69M | 0.02% |
25,288
+11,352
| +81% | +$1.49M |
|
867
NovaGold Resources
NG
$2.55B
| $3.69M | 0.02% |
808,877
+332,994
| +70% | +$1.5M |
|
|
ETP
868
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $3.69M | 0.02% |
103,000
+82,800
| +410% | +$2.95M |
|
869
JetBlue
JBLU
$2.23B
| $3.69M | 0.02% |
164,457
+120,574
| +275% | +$2.38M |
|
870
Broadcom
AVGO
$1.81T
| $3.67M | 0.02% |
207,460
+106,580
| +106% | +$1.85M |
|
|
APC
871
PUT
DELISTED
Anadarko Petroleum
APC
| $3.67M | 0.02% |
52,600
-6,700
| -11% | -$436K |
|
872
Invesco DB Precious Metals Fund
DBP
$235M
| $3.66M | 0.02% |
104,952
+67,880
| +183% | +$2.52M |
|
|
SA
873
Seabridge Gold
SA
$2.69B
| $3.66M | 0.02% |
448,799
+117,605
| +36% | +$1.16M |
|
874
WisdomTree International AI Enhanced Value Fund
AIVI
$60.6M
| $3.65M | 0.02% |
97,694
-44,176
| -31% | -$1.65M |
|
|
HNP
875
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3.64M | 0.02% |
139,802
+39,419
| +39% | +$979K |
|
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.