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 | |
|---|---|---|---|---|---|---|
476
CALL
ProShares UltraPro Russell2000
URTY
$314M
| $7.51M | 0.03% |
126,600
+10,200
| +9% | +$518K |
|
477
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
| $7.51M | 0.03% |
279,212
+246,660
| +758% | +$6.56M |
|
478
CALL
UnitedHealth
UNH
$382B
| $7.41M | 0.03% |
46,300
+33,100
| +251% | +$4.94M |
|
479
PUT
Wynn Resorts
WYNN
$10.3B
| $7.41M | 0.03% |
85,600
+41,200
| +93% | +$3.86M |
|
480
PUT
American Express
AXP
$224B
| $7.39M | 0.03% |
99,800
+86,700
| +662% | +$6M |
|
481
CF Industries
CF
$19.6B
| $7.35M | 0.03% |
233,558
+53,276
| +30% | +$1.43M |
|
482
Perrigo
PRGO
$1.44B
| $7.35M | 0.03% |
88,342
+79,160
| +862% | +$6.87M |
|
483
Philip Morris
PM
$309B
| $7.34M | 0.03% |
80,266
-41,169
| -34% | -$3.81M |
|
484
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
| $7.34M | 0.03% |
154,658
-277,931
| -64% | -$13.5M |
|
485
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
| $7.33M | 0.03% |
271,948
+146,232
| +116% | +$3.9M |
|
|
COL
486
DELISTED
Rockwell Collins
COL
| $7.32M | 0.03% |
+78,903
| New | +$6.96M |
|
487
Amgen
AMGN
$209B
| $7.32M | 0.03% |
50,032
-35,851
| -42% | -$5.4M |
|
488
Western Midstream Partners
WES
$19.4B
| $7.32M | 0.03% |
+172,727
| New | +$7.41M |
|
|
X
489
CALL
DELISTED
US Steel
X
| $7.31M | 0.03% |
221,400
+5,900
| +3% | +$158K |
|
490
Petrobras
PBR
$120B
| $7.29M | 0.03% |
720,814
-444,185
| -38% | -$4.74M |
|
491
CALL
Union Pacific
UNP
$174B
| $7.28M | 0.03% |
70,200
+18,500
| +36% | +$1.82M |
|
492
Cardinal Health
CAH
$53.7B
| $7.27M | 0.03% |
+101,026
| New | +$7.3M |
|
493
Bunge Global
BG
$20.9B
| $7.26M | 0.03% |
+100,560
| New | +$6.7M |
|
|
494
Wynn Resorts
WYNN
$10.3B
| $7.25M | 0.03% |
83,801
+39,615
| +90% | +$3.71M |
|
495
CALL
Chevron
CVX
$382B
| $7.2M | 0.03% |
61,200
-99,300
| -62% | -$10.8M |
|
496
PUT
Estee Lauder
EL
$30.4B
| $7.17M | 0.03% |
+93,800
| New | +$7.63M |
|
|
FBR
497
DELISTED
Fibria Celulose Sa
FBR
| $7.17M | 0.03% |
745,797
+676,590
| +978% | +$5.69M |
|
|
TWX
498
CALL
DELISTED
Time Warner Inc
TWX
| $7.16M | 0.03% |
+74,200
| New | +$6.61M |
|
499
CALL
ExxonMobil
XOM
$650B
| $7.12M | 0.03% |
78,900
-1,200
| -1% | -$105K |
|
500
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $7.11M | 0.03% |
131,456
-66,510
| -34% | -$3.64M |
|
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.