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 | |
|---|---|---|---|---|---|---|
|
XYZ
1576
Block Inc
XYZ
$48.9B
| $1.51M | 0.01% |
110,638
+34,774
| +46% | +$433K |
|
1577
Quanta Services
PWR
$84.2B
| $1.51M | 0.01% |
43,239
+33,743
| +355% | +$1.06M |
|
1578
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $1.51M | 0.01% |
30,825
-81,675
| -73% | -$4.08M |
|
1579
Brown & Brown
BRO
$25.1B
| $1.5M | 0.01% |
+67,050
| New | +$1.36M |
|
|
HGSD
1580
DELISTED
WisdomTree Global Hedged SmallCap Dividend Fund
HGSD
| $1.5M | 0.01% |
62,653
+3,681
| +6% | +$83.6K |
|
|
IBMF
1581
DELISTED
iShares iBonds Sep 2017 Term Muni Bond ETF
IBMF
| $1.5M | 0.01% |
55,117
+9,541
| +21% | +$260K |
|
1582
Harmony Gold Mining
HMY
$9.7B
| $1.5M | 0.01% |
677,674
+288,541
| +74% | +$766K |
|
1583
FlexShares International Quality Dividend Index Fund
IQDF
$1.12B
| $1.5M | 0.01% |
+66,483
| New | +$1.48M |
|
1584
News Corp Class B
NWS
$17.7B
| $1.5M | 0.01% |
126,677
+34,356
| +37% | +$437K |
|
1585
Invesco DB Oil Fund
DBO
$401M
| $1.49M | 0.01% |
154,357
+48,514
| +46% | +$438K |
|
1586
Hartford Multifactor Small Cap ETF
ROSC
$61.9M
| $1.49M | 0.01% |
57,633
+29,805
| +107% | +$762K |
|
1587
CALL
Teva Pharmaceuticals
TEVA
$40.4B
| $1.49M | 0.01% |
41,200
+31,100
| +308% | +$1.24M |
|
1588
Alamos Gold
AGI
$12B
| $1.49M | 0.01% |
218,357
-222,397
| -50% | -$1.56M |
|
1589
PUT
RH
RH
$3.33B
| $1.49M | 0.01% |
48,600
+33,500
| +222% | +$1.08M |
|
1590
Republic Services
RSG
$67.4B
| $1.49M | 0.01% |
26,150
-1,652
| -6% | -$88.6K |
|
1591
Flowers Foods
FLO
$1.58B
| $1.49M | 0.01% |
74,529
-104,235
| -58% | -$1.72M |
|
1592
PUT
iShares MSCI United Kingdom ETF
EWU
$4.1B
| $1.49M | 0.01% |
48,450
-32,650
| -40% | -$994K |
|
|
RFAP
1593
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $1.49M | 0.01% |
+28,946
| New | +$1.51M |
|
|
JO
1594
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $1.49M | 0.01% |
76,000
-185,031
| -71% | -$4.12M |
|
1595
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$40.3M
| $1.48M | 0.01% |
3,114
-3,382
| -52% | -$1.92M |
|
|
CMA
1596
DELISTED
Comerica
CMA
| $1.48M | 0.01% |
21,777
+9,265
| +74% | +$543K |
|
1597
CALL
T. Rowe Price
TROW
$25.5B
| $1.48M | 0.01% |
19,700
+11,100
| +129% | +$786K |
|
1598
Regency Centers
REG
$14.9B
| $1.48M | 0.01% |
21,492
+12,330
| +135% | +$859K |
|
1599
PUT
Altria Group
MO
$125B
| $1.48M | 0.01% |
21,900
+15,400
| +237% | +$992K |
|
1600
CALL
Autodesk
ADSK
$51.8B
| $1.48M | 0.01% |
20,000
-21,900
| -52% | -$1.61M |
|
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.