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 | |
|---|---|---|---|---|---|---|
401
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
| $8.98M | 0.04% |
295,472
+182,110
| +161% | +$5.25M |
|
402
CRH
CRH
$68.7B
| $8.98M | 0.04% |
261,185
-165,834
| -39% | -$5.52M |
|
403
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $8.97M | 0.04% |
444,100
+136,700
| +44% | +$2.84M |
|
404
Sanofi
SNY
$105B
| $8.96M | 0.04% |
+221,519
| New | +$8.73M |
|
405
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.14B
| $8.93M | 0.04% |
127,600
-184,000
| -59% | -$12M |
|
|
APC
406
CALL
DELISTED
Anadarko Petroleum
APC
| $8.93M | 0.04% |
128,100
+42,900
| +50% | +$2.79M |
|
407
McKesson
MCK
$99.5B
| $8.91M | 0.04% |
63,425
+61,869
| +3,976% | +$9.1M |
|
408
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.29B
| $8.91M | 0.04% |
49,230
-25,810
| -34% | -$5.45M |
|
409
United Parcel Service
UPS
$96B
| $8.9M | 0.04% |
77,631
+67,926
| +700% | +$7.65M |
|
410
CALL
Illumina
ILMN
$28.7B
| $8.89M | 0.04% |
71,343
+49,755
| +230% | +$6.71M |
|
411
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.57B
| $8.85M | 0.04% |
377,300
+358,400
| +1,896% | +$8.87M |
|
412
CALL
Eli Lilly
LLY
$1.07T
| $8.85M | 0.04% |
120,300
+94,500
| +366% | +$7.04M |
|
413
VF Corp
VFC
$6.72B
| $8.75M | 0.04% |
+174,172
| New | +$9.03M |
|
|
RHT
414
CALL
DELISTED
Red Hat Inc
RHT
| $8.75M | 0.04% |
125,500
+96,900
| +339% | +$7.48M |
|
415
CALL
ProShares Short S&P500
SH
$916M
| $8.74M | 0.04% |
59,775
+7,275
| +14% | +$1.1M |
|
|
416
PUT
VF Corp
VFC
$6.72B
| $8.73M | 0.04% |
+173,743
| New | +$9.01M |
|
417
Hexcel
HXL
$8.28B
| $8.72M | 0.04% |
+169,557
| New | +$8.15M |
|
418
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.88B
| $8.71M | 0.04% |
233,321
+149,692
| +179% | +$5.59M |
|
419
Cognizant
CTSH
$22.3B
| $8.7M | 0.04% |
155,233
+28,027
| +22% | +$1.5M |
|
420
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $8.69M | 0.04% |
82,900
+32,900
| +66% | +$3.53M |
|
421
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$148M
| $8.67M | 0.04% |
164,000
-108,800
| -40% | -$6.22M |
|
422
CALL
Exelon
EXC
$48.2B
| $8.66M | 0.04% |
342,088
+264,277
| +340% | +$6.27M |
|
423
PUT
JPMorgan Chase
JPM
$947B
| $8.64M | 0.04% |
100,100
+18,500
| +23% | +$1.41M |
|
424
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
| $8.64M | 0.04% |
86,490
+84,290
| +3,831% | +$8.35M |
|
425
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $8.63M | 0.04% |
258,000
+180,800
| +234% | +$5.86M |
|
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.