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 | |
|---|---|---|---|---|---|---|
|
IPS
2151
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
| $945K | ﹤0.01% |
23,882
-4,287
| -15% | -$174K |
|
2152
SolarEdge
SEDG
$2.52B
| $943K | ﹤0.01% |
76,021
+58,278
| +328% | +$809K |
|
|
HTZ
2153
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $942K | ﹤0.01% |
+50,299
| New | +$1.26M |
|
2154
First Majestic Silver
AG
$7.4B
| $938K | ﹤0.01% |
122,964
-794,860
| -87% | -$6.63M |
|
2155
Goldman Sachs Hedge Industry VIP ETF
GVIP
$558M
| $938K | ﹤0.01% |
+22,178
| New | +$938K |
|
|
DWLV
2156
DELISTED
Invesco DWA Momentum & Low Volatility Rotation ETF
DWLV
| $938K | ﹤0.01% |
36,738
+2,875
| +8% | +$72.5K |
|
|
VMW
2157
CALL
DELISTED
VMware, Inc
VMW
| $937K | ﹤0.01% |
11,900
-114,200
| -91% | -$8.87M |
|
|
SPLK
2158
CALL
DELISTED
Splunk Inc
SPLK
| $936K | ﹤0.01% |
18,300
+8,100
| +79% | +$466K |
|
|
TVTY
2159
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $935K | ﹤0.01% |
41,095
+9,343
| +29% | +$220K |
|
2160
PUT
Cigna
CI
$75.2B
| $934K | ﹤0.01% |
+7,000
| New | +$916K |
|
2161
T. Rowe Price
TROW
$24.4B
| $934K | ﹤0.01% |
12,407
+2,005
| +19% | +$142K |
|
2162
Direxion Daily FTSE China Bear 3X ETF
YANG
$84.3M
| $932K | ﹤0.01% |
+276
| New | +$846K |
|
2163
Itron
ITRI
$4.36B
| $931K | ﹤0.01% |
14,820
-7,148
| -33% | -$431K |
|
2164
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$80.2M
| $930K | ﹤0.01% |
23,300
-90,000
| -79% | -$3.84M |
|
2165
PUT
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
| $929K | ﹤0.01% |
20,400
-12,000
| -37% | -$528K |
|
2166
Invesco DB Commodity Index Tracking Fund
DBC
$1.7B
| $928K | ﹤0.01% |
58,569
-208,239
| -78% | -$3.17M |
|
2167
Quaker Houghton
KWR
$2.78B
| $928K | ﹤0.01% |
+7,257
| New | +$854K |
|
2168
Mizuho Financial
MFG
$126B
| $927K | ﹤0.01% |
258,201
+184,856
| +252% | +$644K |
|
2169
Golar LNG
GLNG
$4.92B
| $926K | ﹤0.01% |
40,361
+27,048
| +203% | +$629K |
|
2170
PUT
iShares Core S&P Mid-Cap ETF
IJH
$121B
| $926K | ﹤0.01% |
28,000
-172,500
| -86% | -$5.47M |
|
2171
State Street SPDR Global Dow ETF
DGT
$615M
| $925K | ﹤0.01% |
13,225
-51,329
| -80% | -$3.51M |
|
2172
PUT
ProShares UltraPro MidCap400
UMDD
$31.7M
| $924K | ﹤0.01% |
59,000
-21,000
| -26% | -$290K |
|
2173
PUT
Goodyear
GT
$1.97B
| $923K | ﹤0.01% |
29,900
+20,800
| +229% | +$643K |
|
2174
PUT
Nucor
NUE
$58.8B
| $923K | ﹤0.01% |
15,500
+9,400
| +154% | +$526K |
|
|
BBBY
2175
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $923K | ﹤0.01% |
22,700
+9,800
| +76% | +$425K |
|
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.