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 | |
|---|---|---|---|---|---|---|
876
PUT
Vanguard Mid-Cap ETF
VO
$107B
| $3.63M | 0.02% |
110,400
-9,600
| -8% | -$311K |
|
877
State Street SPDR S&P Global Infrastructure ETF
GII
$928M
| $3.61M | 0.02% |
+80,280
| New | +$3.64M |
|
878
Helmerich & Payne
HP
$3.31B
| $3.61M | 0.02% |
46,664
+37,831
| +428% | +$2.69M |
|
879
PUT
ProShares Ultra Russell2000
UWM
$249M
| $3.61M | 0.02% |
129,600
+32,000
| +33% | +$801K |
|
880
CALL
Equity Lifestyle Properties
ELS
$12.8B
| $3.6M | 0.02% |
+100,000
| New | +$3.57M |
|
|
881
PUT
Equity Lifestyle Properties
ELS
$12.8B
| $3.6M | 0.02% |
+100,000
| New | +$3.57M |
|
|
SMI
882
DELISTED
Semiconductor Manufacturing Intl
SMI
| $3.6M | 0.02% |
472,774
+259,893
| +122% | +$1.68M |
|
883
ConocoPhillips
COP
$139B
| $3.58M | 0.02% |
71,496
-44,923
| -39% | -$2.07M |
|
884
CALL
Dollar General
DG
$27.8B
| $3.58M | 0.02% |
48,400
+42,600
| +734% | +$3.11M |
|
|
WBA
885
DELISTED
Walgreens Boots Alliance
WBA
| $3.58M | 0.02% |
43,236
+11,318
| +35% | +$936K |
|
|
MBLY
886
CALL
DELISTED
Mobileye N.V.
MBLY
| $3.58M | 0.02% |
93,800
-5,500
| -6% | -$207K |
|
887
Vanguard Value ETF
VTV
$190B
| $3.56M | 0.02% |
+38,224
| New | +$3.42M |
|
888
Vanguard Large-Cap ETF
VV
$52B
| $3.55M | 0.02% |
34,688
+15,211
| +78% | +$1.52M |
|
889
iShares MSCI World ETF
URTH
$7.93B
| $3.55M | 0.02% |
48,534
-113,674
| -70% | -$8.21M |
|
890
Advanced Micro Devices
AMD
$741B
| $3.54M | 0.02% |
312,400
-295,548
| -49% | -$2.48M |
|
|
DBV
891
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
| $3.53M | 0.02% |
142,375
+103,432
| +266% | +$2.61M |
|
892
PUT
iShares MSCI South Korea ETF
EWY
$21.1B
| $3.53M | 0.02% |
66,300
-77,800
| -54% | -$4.25M |
|
|
GRA
893
PUT
DELISTED
W.R. Grace & Co.
GRA
| $3.52M | 0.02% |
52,100
+37,100
| +247% | +$2.53M |
|
894
Automatic Data Processing
ADP
$106B
| $3.52M | 0.02% |
+34,257
| New | +$3.2M |
|
|
FIT
895
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $3.52M | 0.02% |
480,983
+354,649
| +281% | +$3.63M |
|
|
HAR
896
CALL
DELISTED
Harman International Industries
HAR
| $3.51M | 0.02% |
31,600
+19,900
| +170% | +$1.92M |
|
897
iShares MSCI Israel ETF
EIS
$885M
| $3.51M | 0.02% |
75,691
+55,969
| +284% | +$2.61M |
|
898
iShares S&P 100 ETF
OEF
$19.8B
| $3.5M | 0.02% |
35,243
+10,757
| +44% | +$1.04M |
|
899
CALL
Under Armour
UAA
$3.04B
| $3.5M | 0.02% |
120,300
-5,900
| -5% | -$194K |
|
900
CALL
ProShares Ultra QQQ
QLD
$12.2B
| $3.49M | 0.02% |
648,000
-676,800
| -51% | -$3.61M |
|
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.