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 | |
|---|---|---|---|---|---|---|
1101
Capital One
COF
$128B
| $2.56M | 0.01% |
29,393
+16,734
| +132% | +$1.35M |
|
1102
CALL
Duke Energy
DUK
$101B
| $2.56M | 0.01% |
33,000
+26,200
| +385% | +$2.01M |
|
1103
Tapestry
TPR
$30.3B
| $2.56M | 0.01% |
73,125
+49,280
| +207% | +$1.8M |
|
|
DFS
1104
CALL
DELISTED
Discover Financial Services
DFS
| $2.56M | 0.01% |
35,500
+29,100
| +455% | +$1.85M |
|
1105
Shopify
SHOP
$168B
| $2.56M | 0.01% |
596,970
+495,260
| +487% | +$2.08M |
|
1106
iShares MSCI China Small-Cap ETF
ECNS
$64.5M
| $2.56M | 0.01% |
62,357
+50,158
| +411% | +$2.18M |
|
1107
iShares MSCI Singapore ETF
EWS
$1.04B
| $2.56M | 0.01% |
128,255
+95,541
| +292% | +$2M |
|
1108
SiriusXM
SIRI
$11B
| $2.56M | 0.01% |
57,419
+47,333
| +469% | +$2.06M |
|
1109
Ford
F
$60.9B
| $2.55M | 0.01% |
210,453
+139,475
| +197% | +$1.69M |
|
1110
Twilio
TWLO
$28.6B
| $2.55M | 0.01% |
88,402
+22,882
| +35% | +$857K |
|
1111
Texas Instruments
TXN
$248B
| $2.54M | 0.01% |
34,825
+105
| +0.3% | +$7.49K |
|
1112
WisdomTree International Equity Fund
DWM
$667M
| $2.54M | 0.01% |
54,652
-80,804
| -60% | -$3.72M |
|
1113
iShares Global Financials ETF
IXG
$669M
| $2.54M | 0.01% |
43,890
-49,476
| -53% | -$2.72M |
|
1114
FlexShares Global Quality Real Estate Index Fund
GQRE
$432M
| $2.53M | 0.01% |
44,888
-41,382
| -48% | -$2.34M |
|
|
FIGY
1115
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
| $2.53M | 0.01% |
19,523
-15,604
| -44% | -$1.97M |
|
|
HEWG
1116
DELISTED
iShares Currency Hedged MSCI Germany ETF
HEWG
| $2.53M | 0.01% |
97,754
-104,821
| -52% | -$2.56M |
|
1117
EMQQ The Emerging Markets Internet & Ecommerce ETF
EMQQ
$269M
| $2.52M | 0.01% |
110,557
+97,616
| +754% | +$2.44M |
|
1118
CALL
VanEck Oil Services ETF
OIH
$1.97B
| $2.52M | 0.01% |
3,785
-19,930
| -84% | -$12.4M |
|
1119
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.68M
| $2.52M | 0.01% |
+15,361
| New | +$2.46M |
|
|
ASRT
1120
CALL
DELISTED
Assertio
ASRT
| $2.52M | 0.01% |
+2,332
| New | +$2.97M |
|
1121
PUT
iShares Core S&P Small-Cap ETF
IJR
$109B
| $2.52M | 0.01% |
36,600
-64,400
| -64% | -$4.15M |
|
1122
CALL
Eaton
ETN
$141B
| $2.52M | 0.01% |
37,500
+17,200
| +85% | +$1.13M |
|
|
BBG
1123
PUT
DELISTED
Bill Barrett Corp
BBG
| $2.52M | 0.01% |
360,000
+110,000
| +44% | +$703K |
|
1124
CALL
Enovis
ENOV
$1.74B
| $2.52M | 0.01% |
+40,670
| New | +$2.4M |
|
1125
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $2.51M | 0.01% |
61,574
-120,592
| -66% | -$4.55M |
|
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.