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 | |
|---|---|---|---|---|---|---|
|
ISZE
726
DELISTED
iShares MSCI Intl Size Factor ETF
ISZE
| $4.63M | 0.02% |
197,636
-639
| -0.3% | -$15.1K |
|
727
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $4.62M | 0.02% |
67,000
-111,500
| -62% | -$7.74M |
|
728
Vanguard S&P 500 Value ETF
VOOV
$6.67B
| $4.61M | 0.02% |
47,258
+20,190
| +75% | +$1.9M |
|
729
PUT
Rio Tinto
RIO
$149B
| $4.61M | 0.02% |
119,800
+106,400
| +794% | +$3.9M |
|
730
CALL
Baidu
BIDU
$35.7B
| $4.6M | 0.02% |
28,000
-108,700
| -80% | -$18.5M |
|
|
B
731
PUT
Barrick Mining
B
$61.5B
| $4.6M | 0.02% |
287,800
+190,300
| +195% | +$3.02M |
|
732
Blackstone
BX
$107B
| $4.6M | 0.02% |
170,019
+110,633
| +186% | +$2.87M |
|
733
PUT
Expedia Group
EXPE
$35.5B
| $4.59M | 0.02% |
40,500
+25,100
| +163% | +$3.06M |
|
734
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$76.7M
| $4.58M | 0.02% |
38,100
+8,500
| +29% | +$1.03M |
|
735
First Trust Dorsey Wright International Focus 5 ETF
IFV
$222M
| $4.57M | 0.02% |
268,559
+256,574
| +2,141% | +$4.42M |
|
736
Starbucks
SBUX
$118B
| $4.57M | 0.02% |
82,214
+60,097
| +272% | +$3.33M |
|
|
IBDD
737
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
| $4.55M | 0.02% |
173,509
+6,999
| +4% | +$186K |
|
738
CALL
Applied Materials
AMAT
$378B
| $4.53M | 0.02% |
140,500
+101,500
| +260% | +$3.09M |
|
739
PUT
Sony
SONY
$133B
| $4.52M | 0.02% |
+806,500
| New | +$4.9M |
|
740
PUT
United Parcel Service
UPS
$89.7B
| $4.49M | 0.02% |
+39,200
| New | +$4.42M |
|
741
Cheniere Energy
CQP
$31B
| $4.48M | 0.02% |
155,547
-156,298
| -50% | -$4.43M |
|
742
PUT
General Dynamics
GD
$106B
| $4.47M | 0.02% |
25,900
+24,600
| +1,892% | +$4.02M |
|
743
State Street SPDR S&P International Small Cap ETF
GWX
$851M
| $4.47M | 0.02% |
+154,087
| New | +$4.64M |
|
744
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
| $4.47M | 0.02% |
133,500
-163,700
| -55% | -$5.3M |
|
745
CALL
Texas Instruments
TXN
$253B
| $4.46M | 0.02% |
61,100
+44,200
| +262% | +$3.15M |
|
746
Dollar General
DG
$27.8B
| $4.45M | 0.02% |
60,127
+51,601
| +605% | +$3.77M |
|
747
PUT
Northern Trust
NTRS
$22.2B
| $4.45M | 0.02% |
+50,000
| New | +$3.97M |
|
748
CALL
Restaurant Brands International
QSR
$26B
| $4.43M | 0.02% |
+93,200
| New | +$4.3M |
|
749
Coty
COTY
$2.45B
| $4.43M | 0.02% |
241,990
+214,293
| +774% | +$4.43M |
|
750
CALL
Bristol-Myers Squibb
BMY
$130B
| $4.43M | 0.02% |
75,800
-16,900
| -18% | -$924K |
|
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.