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 | |
|---|---|---|---|---|---|---|
326
ProShares VIX Mid-Term Futures ETF
VIXM
$56.1M
| $10.7M | 0.05% |
252,609
+192,163
| +318% | +$8.36M |
|
327
PUT
Darden Restaurants
DRI
$23.4B
| $10.7M | 0.05% |
+146,700
| New | +$10.2M |
|
328
Petrobras Class A
PBR.A
$103B
| $10.7M | 0.05% |
1,209,816
+395,643
| +49% | +$3.77M |
|
329
Comcast
CMCSA
$80.9B
| $10.6M | 0.05% |
308,452
+296,470
| +2,474% | +$9.9M |
|
330
PUT
Wells Fargo
WFC
$264B
| $10.5M | 0.05% |
190,500
-76,900
| -29% | -$3.87M |
|
331
Chevron
CVX
$378B
| $10.5M | 0.05% |
88,799
-68,665
| -44% | -$7.48M |
|
332
Stellantis
STLA
$16.5B
| $10.4M | 0.05% |
1,150,384
-1,075,619
| -48% | -$8.05M |
|
|
FM
333
DELISTED
iShares Frontier and Select EM ETF
FM
| $10.4M | 0.05% |
+420,104
| New | +$10.5M |
|
334
CALL
Expedia Group
EXPE
$33.4B
| $10.4M | 0.05% |
91,600
+60,300
| +193% | +$7.35M |
|
335
CALL
iShares Russell 1000 Value ETF
IWD
$81.5B
| $10.3M | 0.05% |
92,100
+63,800
| +225% | +$6.9M |
|
336
Fidelity Limited Term Bond ETF
FLTB
$415M
| $10.3M | 0.04% |
205,681
+194,079
| +1,673% | +$9.78M |
|
|
337
PUT
VanEck Gold Miners ETF
GDX
$23.2B
| $10.3M | 0.04% |
491,000
+219,500
| +81% | +$4.87M |
|
|
338
PUT
Procter & Gamble
PG
$346B
| $10.2M | 0.04% |
121,700
-800,300
| -87% | -$68.2M |
|
|
GAP
339
PUT
The Gap Inc
GAP
$7.07B
| $10.2M | 0.04% |
454,000
+11,700
| +3% | +$301K |
|
340
PUT
Nike
NKE
$62.5B
| $10.2M | 0.04% |
199,900
+182,800
| +1,069% | +$9.38M |
|
341
General Motors
GM
$78.7B
| $10.2M | 0.04% |
291,416
+34,887
| +14% | +$1.17M |
|
342
WPP
WPP
$4.21B
| $10.1M | 0.04% |
90,484
+45,859
| +103% | +$4.97M |
|
343
NatWest
NWG
$72.8B
| $10.1M | 0.04% |
1,698,413
+755,777
| +80% | +$4.06M |
|
344
PUT
Hain Celestial
HAIN
$46M
| $10.1M | 0.04% |
259,000
+224,100
| +642% | +$8.39M |
|
345
Alerian MLP ETF
AMLP
$12.7B
| $10.1M | 0.04% |
+160,303
| New | +$9.9M |
|
346
CALL
Intuitive Surgical
ISRG
$128B
| $10M | 0.04% |
142,200
+21,600
| +18% | +$1.59M |
|
347
Schwab US Broad Market ETF
SCHB
$42.8B
| $10M | 0.04% |
1,108,866
+567,768
| +105% | +$5M |
|
|
CBD
348
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $10M | 0.04% |
+604,519
| New | +$10M |
|
349
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$767M
| $10M | 0.04% |
394,069
-422,359
| -52% | -$10.8M |
|
350
CALL
CME Group
CME
$92.3B
| $9.99M | 0.04% |
86,600
+80,300
| +1,275% | +$8.94M |
|
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.