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 | |
|---|---|---|---|---|---|---|
226
Norfolk Southern
NSC
$77.5B
| $15.8M | 0.07% |
+145,937
| New | +$14.7M |
|
227
Vanguard FTSE Pacific ETF
VPL
$8.02B
| $15.8M | 0.07% |
271,078
+152,487
| +129% | +$9.07M |
|
|
AAWW
228
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $15.6M | 0.07% |
+300,000
| New | +$14.2M |
|
229
Unilever
UL
$132B
| $15.6M | 0.07% |
341,533
-1,537,865
| -82% | -$71.7M |
|
230
Micron Technology
MU
$990B
| $15.6M | 0.07% |
710,310
+567,187
| +396% | +$10.7M |
|
231
CALL
Wynn Resorts
WYNN
$10.4B
| $15.4M | 0.07% |
177,600
+27,500
| +18% | +$2.57M |
|
|
NTT
232
DELISTED
Nippon Telegraph & Telephone
NTT
| $15.2M | 0.07% |
361,083
+305,500
| +550% | +$13M |
|
233
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
| $15.1M | 0.07% |
371,200
-327,200
| -47% | -$13.2M |
|
234
Nike
NKE
$62.4B
| $15.1M | 0.07% |
297,040
-59,932
| -17% | -$3.07M |
|
|
TVIX
235
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
| $15M | 0.07% |
1,571
+1,103
| +236% | +$15.3M |
|
236
United States Oil Fund
USO
$2.1B
| $14.8M | 0.06% |
158,347
-202,881
| -56% | -$17.9M |
|
237
PUT
Qualcomm
QCOM
$178B
| $14.8M | 0.06% |
227,500
+179,100
| +370% | +$12M |
|
238
iShares MSCI Taiwan ETF
EWT
$9.93B
| $14.7M | 0.06% |
500,909
-438,322
| -47% | -$13.5M |
|
239
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $14.6M | 0.06% |
177,428
+151,709
| +590% | +$13.4M |
|
|
240
iShares MSCI Emerging Markets ETF
EEM
$28.5B
| $14.5M | 0.06% |
415,491
-5,145,323
| -93% | -$186M |
|
241
PUT
Cognizant
CTSH
$22.5B
| $14.4M | 0.06% |
257,700
+220,700
| +596% | +$11.8M |
|
|
AGN
242
DELISTED
Allergan plc
AGN
| $14.3M | 0.06% |
68,302
+42,851
| +168% | +$8.88M |
|
243
PUT
Amgen
AMGN
$204B
| $14.3M | 0.06% |
98,100
+66,900
| +214% | +$10.1M |
|
244
CALL
VF Corp
VFC
$6.72B
| $14.3M | 0.06% |
284,404
+264,226
| +1,309% | +$13.7M |
|
245
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.8B
| $14.2M | 0.06% |
47,100
+39,970
| +561% | +$11.6M |
|
246
CALL
Western Digital
WDC
$171B
| $14.2M | 0.06% |
276,507
+93,536
| +51% | +$4.31M |
|
247
PUT
iShares MSCI Germany ETF
EWG
$1.55B
| $14.2M | 0.06% |
535,600
-353,600
| -40% | -$9.1M |
|
248
PUT
Vanguard S&P 500 ETF
VOO
$968B
| $14.1M | 0.06% |
68,900
-21,600
| -24% | -$4.33M |
|
249
PUT
Bunge Global
BG
$22.8B
| $14.1M | 0.06% |
+195,500
| New | +$13M |
|
250
iShares Russell Mid-Cap ETF
IWR
$56.1B
| $14.1M | 0.06% |
314,600
+72,508
| +30% | +$3.17M |
|
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.