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 | |
|---|---|---|---|---|---|---|
926
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $3.35M | 0.01% |
100,600
-301,400
| -75% | -$10.4M |
|
|
X
927
PUT
DELISTED
US Steel
X
| $3.35M | 0.01% |
101,400
-27,800
| -22% | -$743K |
|
|
EUHY
928
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$240M
| $3.33M | 0.01% |
72,624
-75,802
| -51% | -$3.51M |
|
929
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.17B
| $3.33M | 0.01% |
26
-3
| -10% | -$404K |
|
|
SWN
930
DELISTED
Southwestern Energy Company
SWN
| $3.33M | 0.01% |
307,703
+271,860
| +758% | +$3.11M |
|
931
CALL
Royal Caribbean
RCL
$86.5B
| $3.32M | 0.01% |
40,500
+25,100
| +163% | +$1.98M |
|
932
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
| $3.32M | 0.01% |
125,410
+70,283
| +127% | +$1.88M |
|
933
AT&T
T
$169B
| $3.31M | 0.01% |
102,965
-41,307
| -29% | -$1.22M |
|
934
PUT
Williams Companies
WMB
$85.8B
| $3.31M | 0.01% |
+106,200
| New | +$3.2M |
|
935
VanEck Agribusiness ETF
MOO
$998M
| $3.3M | 0.01% |
64,221
+53,720
| +512% | +$2.72M |
|
|
CHK
936
DELISTED
Chesapeake Energy Corporation
CHK
| $3.29M | 0.01% |
2,347
+595
| +34% | +$778K |
|
|
CEFL
937
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
| $3.29M | 0.01% |
+196,708
| New | +$3.27M |
|
|
USCR
938
PUT
DELISTED
U S Concrete, Inc.
USCR
| $3.28M | 0.01% |
+50,100
| New | +$2.79M |
|
939
Cheniere Energy
LNG
$52.8B
| $3.28M | 0.01% |
79,129
+59,723
| +308% | +$2.41M |
|
940
Vanguard Russell 3000 ETF
VTHR
$4.64B
| $3.27M | 0.01% |
31,724
-27,510
| -46% | -$2.76M |
|
|
IBDC
941
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
| $3.27M | 0.01% |
125,393
-20,290
| -14% | -$532K |
|
942
PUT
Under Armour
UAA
$3.04B
| $3.27M | 0.01% |
112,600
+104,000
| +1,209% | +$3.41M |
|
943
Invesco S&P 500 BuyWrite ETF
PBP
$353M
| $3.26M | 0.01% |
153,358
+133,838
| +686% | +$2.85M |
|
944
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.18B
| $3.26M | 0.01% |
+33,885
| New | +$3.14M |
|
945
NXP Semiconductors
NXPI
$65.4B
| $3.26M | 0.01% |
33,224
+13,212
| +66% | +$1.31M |
|
946
Home Depot
HD
$343B
| $3.25M | 0.01% |
24,281
-22,408
| -48% | -$2.89M |
|
947
PUT
Acadia Pharmaceuticals
ACAD
$4.45B
| $3.25M | 0.01% |
+112,800
| New | +$2.98M |
|
948
iShares MSCI Japan Small-Cap ETF
SCJ
$250M
| $3.25M | 0.01% |
52,822
-37,632
| -42% | -$2.39M |
|
949
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.75B
| $3.24M | 0.01% |
58,154
+37,516
| +182% | +$2.01M |
|
950
NRG Energy
NRG
$26.9B
| $3.24M | 0.01% |
264,043
+181,530
| +220% | +$2.09M |
|
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.