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 | |
|---|---|---|---|---|---|---|
551
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.2B
| $6.08M | 0.03% |
+122,086
| New | +$6.16M |
|
552
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $6.08M | 0.03% |
39,466
-26,762
| -40% | -$3.99M |
|
553
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
| $6.05M | 0.03% |
137,400
-72,100
| -34% | -$3.21M |
|
554
Estee Lauder
EL
$30.7B
| $6.05M | 0.03% |
+79,144
| New | +$6.43M |
|
555
CALL
Broadcom
AVGO
$1.81T
| $6.05M | 0.03% |
342,000
-32,000
| -9% | -$554K |
|
556
Vanguard Mid-Cap ETF
VO
$107B
| $6.02M | 0.03% |
182,944
+176,144
| +2,590% | +$5.7M |
|
|
JPGE
557
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
| $6.01M | 0.03% |
118,151
+63,077
| +115% | +$3.26M |
|
558
Vanguard Total Stock Market ETF
VTI
$656B
| $6M | 0.03% |
52,044
+42,387
| +439% | +$4.77M |
|
559
Franco-Nevada
FNV
$40.6B
| $6M | 0.03% |
100,392
+60,082
| +149% | +$3.67M |
|
560
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
| $5.98M | 0.03% |
165,852
+57,595
| +53% | +$2.2M |
|
561
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
| $5.97M | 0.03% |
+240,200
| New | +$5.83M |
|
562
CALL
Cleveland-Cliffs
CLF
$6.84B
| $5.96M | 0.03% |
709,300
+651,700
| +1,131% | +$4.91M |
|
563
PUT
Teva Pharmaceuticals
TEVA
$36.9B
| $5.96M | 0.03% |
164,300
+132,200
| +412% | +$5.28M |
|
564
PUT
State Street SPDR S&P Dividend ETF
SDY
$22.3B
| $5.96M | 0.03% |
69,600
-9,800
| -12% | -$823K |
|
565
ProShares UltraShort Bloomberg Crude Oil
SCO
$731M
| $5.94M | 0.03% |
2,346
-6,787
| -74% | -$20.7M |
|
566
CALL
Toyota
TM
$221B
| $5.93M | 0.03% |
50,600
+47,600
| +1,587% | +$5.55M |
|
|
COL
567
CALL
DELISTED
Rockwell Collins
COL
| $5.92M | 0.03% |
+63,800
| New | +$5.62M |
|
568
Lumen
LUMN
$6.38B
| $5.91M | 0.03% |
+248,630
| New | +$6.31M |
|
569
Vanguard Small-Cap ETF
VB
$80.2B
| $5.91M | 0.03% |
45,855
+32,124
| +234% | +$3.99M |
|
570
Albemarle
ALB
$13.3B
| $5.89M | 0.03% |
68,465
+50,928
| +290% | +$4.31M |
|
571
CALL
PVH
PVH
$4.01B
| $5.88M | 0.03% |
65,200
-237,000
| -78% | -$24.9M |
|
572
PUT
Mastercard
MA
$497B
| $5.88M | 0.03% |
56,900
+31,200
| +121% | +$3.23M |
|
573
PUT
CVS Health
CVS
$140B
| $5.86M | 0.03% |
74,200
-228,700
| -76% | -$18.5M |
|
574
PUT
Alerian MLP ETF
AMLP
$12.9B
| $5.85M | 0.03% |
92,900
+27,480
| +42% | +$1.7M |
|
|
LFC
575
DELISTED
China Life Insurance Company Ltd.
LFC
| $5.85M | 0.03% |
454,612
+400,562
| +741% | +$5.29M |
|
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.