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 | |
|---|---|---|---|---|---|---|
2276
Teucrium Sugar Fund
CANE
$74.6M
| $842K | ﹤0.01% |
64,805
+37,401
| +136% | +$509K |
|
|
AXON
2277
CALL
Axon Enterprise
AXON
$42.2B
| $841K | ﹤0.01% |
34,700
+23,700
| +215% | +$585K |
|
|
FONE
2278
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
| $841K | ﹤0.01% |
20,282
+8,648
| +74% | +$350K |
|
2279
BlackRock Short Maturity Municipal Bond ETF
MEAR
$1.36B
| $840K | ﹤0.01% |
16,874
-17,576
| -51% | -$877K |
|
2280
Barron's 400 ETF
BFOR
$231M
| $839K | ﹤0.01% |
95,728
-68,644
| -42% | -$573K |
|
2281
Greif
GEF
$4.93B
| $839K | ﹤0.01% |
16,352
+7,251
| +80% | +$369K |
|
2282
Goldgroup Mining Inc.
GORO
$155M
| $839K | ﹤0.01% |
192,822
+100,036
| +108% | +$493K |
|
2283
CALL
Nucor
NUE
$58.7B
| $839K | ﹤0.01% |
+14,100
| New | +$788K |
|
|
BBBY
2284
DELISTED
Bed Bath & Beyond Inc
BBBY
| $839K | ﹤0.01% |
20,636
-5,616
| -21% | -$244K |
|
2285
PUT
Colgate-Palmolive
CL
$72.6B
| $838K | ﹤0.01% |
12,800
-800
| -6% | -$54.9K |
|
|
HFXJ
2286
DELISTED
IQ 50 Percent Hedged FTSE Japan ETF
HFXJ
| $836K | ﹤0.01% |
43,989
+11,565
| +36% | +$210K |
|
2287
LPL Financial
LPLA
$28.2B
| $835K | ﹤0.01% |
+23,718
| New | +$829K |
|
|
STI
2288
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $834K | ﹤0.01% |
15,200
+9,800
| +181% | +$490K |
|
2289
CALL
CMS Energy
CMS
$22.6B
| $832K | ﹤0.01% |
+20,000
| New | +$818K |
|
|
TFCFA
2290
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $832K | ﹤0.01% |
29,682
+11,266
| +61% | +$303K |
|
|
RDUS
2291
DELISTED
Radius Health, Inc.
RDUS
| $831K | ﹤0.01% |
21,844
-11,654
| -35% | -$555K |
|
|
AUO
2292
DELISTED
AU Optronics Corp
AUO
| $831K | ﹤0.01% |
234,702
-83,510
| -26% | -$308K |
|
2293
PUT
PVH
PVH
$4.02B
| $830K | ﹤0.01% |
+9,200
| New | +$968K |
|
|
MHG
2294
DELISTED
Marine Harvest ASA
MHG
| $829K | ﹤0.01% |
+45,748
| New | +$819K |
|
2295
Woodward
WWD
$21.6B
| $828K | ﹤0.01% |
11,997
+7,264
| +153% | +$470K |
|
|
HES
2296
DELISTED
Hess
HES
| $827K | ﹤0.01% |
13,273
-36,416
| -73% | -$1.99M |
|
2297
Autohome
ATHM
$2.67B
| $826K | ﹤0.01% |
32,664
+23,076
| +241% | +$595K |
|
2298
Raymond James Financial
RJF
$33.8B
| $826K | ﹤0.01% |
+17,892
| New | +$791K |
|
2299
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $826K | ﹤0.01% |
10,401
+7,774
| +296% | +$620K |
|
|
SPIL
2300
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $825K | ﹤0.01% |
113,051
-81,859
| -42% | -$604K |
|
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.