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 | |
|---|---|---|---|---|---|---|
|
DXJF
1051
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
| $2.71M | 0.01% |
113,023
+34,435
| +44% | +$760K |
|
1052
EOG Resources
EOG
$77.4B
| $2.7M | 0.01% |
26,696
+1,863
| +8% | +$181K |
|
|
HOLD
1053
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $2.7M | 0.01% |
27,186
+8,485
| +45% | +$844K |
|
1054
PUT
Direxion Daily Real Estate Bull 3X ETF
DRN
$47.8M
| $2.7M | 0.01% |
125,800
-454,500
| -78% | -$9.02M |
|
1055
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $2.69M | 0.01% |
101,648
+45,627
| +81% | +$1.18M |
|
|
GAF
1056
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
| $2.69M | 0.01% |
48,354
+30,234
| +167% | +$1.69M |
|
1057
CALL
Akamai
AKAM
$15.8B
| $2.69M | 0.01% |
40,300
+33,600
| +501% | +$2.14M |
|
1058
iShares MSCI New Zealand ETF
ENZL
$77.4M
| $2.68M | 0.01% |
67,473
-13,275
| -16% | -$563K |
|
1059
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.77B
| $2.67M | 0.01% |
53,050
+32,231
| +155% | +$1.54M |
|
1060
Halliburton
HAL
$26.2B
| $2.66M | 0.01% |
49,227
-76,767
| -61% | -$3.83M |
|
1061
GE Aerospace
GE
$368B
| $2.66M | 0.01% |
17,577
-65,869
| -79% | -$9.57M |
|
1062
CALL
Merck
MRK
$324B
| $2.65M | 0.01% |
47,265
+18,655
| +65% | +$1.09M |
|
|
MRO
1063
PUT
DELISTED
Marathon Oil Corporation
MRO
| $2.65M | 0.01% |
153,400
+133,400
| +667% | +$2.14M |
|
1064
CSX Corp
CSX
$93.7B
| $2.65M | 0.01% |
221,409
+184,662
| +503% | +$2.07M |
|
1065
PUT
iShares MSCI South Africa ETF
EZA
$531M
| $2.65M | 0.01% |
50,600
+45,000
| +804% | +$2.37M |
|
|
LNW
1066
CALL
DELISTED
Light & Wonder
LNW
| $2.65M | 0.01% |
+189,300
| New | +$2.59M |
|
|
GG
1067
DELISTED
Goldcorp Inc
GG
| $2.65M | 0.01% |
194,476
-340,805
| -64% | -$4.75M |
|
|
1068
CALL
iShares MSCI South Africa ETF
EZA
$531M
| $2.64M | 0.01% |
50,400
+46,400
| +1,160% | +$2.44M |
|
1069
PUT
MGM Resorts International
MGM
$11.7B
| $2.64M | 0.01% |
+91,500
| New | +$2.53M |
|
|
SDRL
1070
DELISTED
Seadrill Limited Common Stock
SDRL
| $2.64M | 0.01% |
2,889
+1,027
| +55% | +$751K |
|
1071
CALL
Bunge Global
BG
$21B
| $2.64M | 0.01% |
36,500
+24,800
| +212% | +$1.65M |
|
1072
PUT
Deckers Outdoor
DECK
$13.9B
| $2.64M | 0.01% |
285,600
+261,600
| +1,090% | +$2.52M |
|
1073
PUT
TJX Companies
TJX
$179B
| $2.64M | 0.01% |
70,200
-12,000
| -15% | -$454K |
|
1074
First Trust Senior Loan Fund ETF
FTSL
$2.32B
| $2.63M | 0.01% |
54,166
+42,388
| +360% | +$2.05M |
|
1075
Compass Minerals
CMP
$1.21B
| $2.63M | 0.01% |
+33,528
| New | +$2.55M |
|
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.