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 | |
|---|---|---|---|---|---|---|
776
Royal Bank of Canada
RY
$295B
| $4.24M | 0.02% |
62,607
-56,947
| -48% | -$3.69M |
|
777
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $4.23M | 0.02% |
97,383
-101,422
| -51% | -$3.92M |
|
778
PUT
ProShares UltraShort QQQ
QID
$293M
| $4.22M | 0.02% |
2,205
-1,531
| -41% | -$2.99M |
|
|
VALE.P
779
DELISTED
Vale S A
VALE.P
| $4.2M | 0.02% |
609,084
+483,447
| +385% | +$3.2M |
|
780
CALL
Cummins
CMI
$88.5B
| $4.2M | 0.02% |
30,700
+21,900
| +249% | +$2.93M |
|
781
CALL
XPO
XPO
$24B
| $4.19M | 0.02% |
280,465
+200,373
| +250% | +$2.79M |
|
782
Schwab US Mid-Cap ETF
SCHM
$14.5B
| $4.18M | 0.02% |
+277,992
| New | +$4.07M |
|
783
Deutsche Bank
DB
$67.6B
| $4.18M | 0.02% |
258,853
+57,793
| +29% | +$814K |
|
784
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$591M
| $4.18M | 0.02% |
46,680
-42,844
| -48% | -$3.79M |
|
|
SEMG
785
PUT
DELISTED
SEMGROUP CORPORATION
SEMG
| $4.17M | 0.02% |
+100,000
| New | +$3.58M |
|
786
State Street SPDR Portfolio Europe ETF
SPEU
$719M
| $4.17M | 0.02% |
139,504
+98,275
| +238% | +$2.88M |
|
787
KraneShares CSI China Internet ETF
KWEB
$5.41B
| $4.17M | 0.02% |
119,966
+77,748
| +184% | +$2.99M |
|
|
MJN
788
DELISTED
Mead Johnson Nutrition Company
MJN
| $4.17M | 0.02% |
58,873
+55,178
| +1,493% | +$4.11M |
|
|
COL
789
PUT
DELISTED
Rockwell Collins
COL
| $4.17M | 0.02% |
+44,900
| New | +$3.96M |
|
790
PUT
Morgan Stanley
MS
$333B
| $4.16M | 0.02% |
98,500
+81,100
| +466% | +$3.07M |
|
791
Hull Tactical US ETF
HTUS
$155M
| $4.16M | 0.02% |
161,353
+141,972
| +733% | +$3.76M |
|
|
MNK
792
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $4.15M | 0.02% |
+83,365
| New | +$4.91M |
|
793
CALL
Becton Dickinson
BDX
$45.8B
| $4.14M | 0.02% |
+25,625
| New | +$4.25M |
|
|
JPXN
794
iShares JPX-Nikkei 400 ETF
JPXN
$130M
| $4.14M | 0.02% |
78,013
-17,838
| -19% | -$965K |
|
795
CALL
Blackstone
BX
$107B
| $4.13M | 0.02% |
+152,600
| New | +$3.96M |
|
796
CALL
PepsiCo
PEP
$195B
| $4.12M | 0.02% |
39,400
+19,900
| +102% | +$2.08M |
|
797
CALL
Advanced Micro Devices
AMD
$741B
| $4.11M | 0.02% |
362,200
+216,400
| +148% | +$1.81M |
|
798
CALL
Yelp
YELP
$1.51B
| $4.1M | 0.02% |
107,600
+50,500
| +88% | +$1.87M |
|
799
VanEck Morningstar Wide Moat ETF
MOAT
$11.9B
| $4.1M | 0.02% |
+117,692
| New | +$4.05M |
|
800
Darden Restaurants
DRI
$23.7B
| $4.09M | 0.02% |
+56,272
| New | +$3.91M |
|
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.