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 | |
|---|---|---|---|---|---|---|
751
Harley-Davidson
HOG
$2.66B
| $4.43M | 0.02% |
75,909
+56,865
| +299% | +$3.24M |
|
752
iShares Europe ETF
IEV
$1.64B
| $4.4M | 0.02% |
113,408
-124,789
| -52% | -$4.76M |
|
753
ProShares Ultra 7-10 Year Treasury
UST
$15.9M
| $4.4M | 0.02% |
78,469
+13,044
| +20% | +$766K |
|
754
Toronto Dominion Bank
TD
$199B
| $4.39M | 0.02% |
89,029
+5,389
| +6% | +$252K |
|
755
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $4.38M | 0.02% |
99,700
+76,900
| +337% | +$3.61M |
|
|
DNKN
756
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.36M | 0.02% |
83,228
+79,174
| +1,953% | +$4.08M |
|
757
Qualcomm
QCOM
$172B
| $4.36M | 0.02% |
66,871
+28,095
| +72% | +$1.89M |
|
758
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15B
| $4.34M | 0.02% |
97,943
-45,682
| -32% | -$1.99M |
|
759
Williams Companies
WMB
$85.8B
| $4.33M | 0.02% |
138,954
+113,351
| +443% | +$3.42M |
|
|
RICE
760
PUT
DELISTED
Rice Energy Inc.
RICE
| $4.32M | 0.02% |
202,500
+178,300
| +737% | +$4.25M |
|
761
Macy's
M
$6.62B
| $4.32M | 0.02% |
120,503
+38,806
| +47% | +$1.51M |
|
|
RSX
762
CALL
DELISTED
VanEck Russia ETF
RSX
| $4.31M | 0.02% |
203,100
+91,800
| +82% | +$1.78M |
|
763
PUT
Signet Jewelers
SIG
$3.81B
| $4.31M | 0.02% |
45,700
-314,900
| -87% | -$27.6M |
|
|
HES
764
CALL
DELISTED
Hess
HES
| $4.29M | 0.02% |
68,900
+57,700
| +515% | +$3.15M |
|
765
CALL
PBF Energy
PBF
$7.22B
| $4.29M | 0.02% |
+153,900
| New | +$3.75M |
|
|
ALR
766
PUT
DELISTED
Alere Inc
ALR
| $4.29M | 0.02% |
+110,000
| New | +$4.45M |
|
|
FLGE
767
DELISTED
Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes
FLGE
| $4.29M | 0.02% |
30,869
+24,072
| +354% | +$3.27M |
|
768
DuPont de Nemours
DD
$19B
| $4.27M | 0.02% |
29,498
-16,392
| -36% | -$2.28M |
|
769
Delta Air Lines
DAL
$58.8B
| $4.27M | 0.02% |
86,744
+81,386
| +1,519% | +$3.71M |
|
770
CALL
Vanguard FTSE Europe ETF
VGK
$30.2B
| $4.27M | 0.02% |
89,000
+34,300
| +63% | +$1.61M |
|
771
iShares MSCI Canada ETF
EWC
$6.18B
| $4.26M | 0.02% |
+163,042
| New | +$4.21M |
|
772
Bausch Health
BHC
$1.69B
| $4.26M | 0.02% |
293,451
+90,461
| +45% | +$1.66M |
|
773
DaVita
DVA
$15.4B
| $4.26M | 0.02% |
66,371
+47,152
| +245% | +$2.94M |
|
|
TSRO
774
PUT
DELISTED
TESARO, Inc.
TSRO
| $4.25M | 0.02% |
31,600
+23,500
| +290% | +$2.96M |
|
775
Mondelez International
MDLZ
$80.2B
| $4.24M | 0.02% |
95,662
+55,385
| +138% | +$2.39M |
|
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.