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 | |
|---|---|---|---|---|---|---|
1751
Invesco Pharmaceuticals ETF
PJP
$445M
| $1.3M | 0.01% |
23,166
-72,064
| -76% | -$4.15M |
|
|
DXGE
1752
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $1.3M | 0.01% |
45,512
-163,903
| -78% | -$4.41M |
|
1753
Oracle
ORCL
$339B
| $1.3M | 0.01% |
33,703
-178,717
| -84% | -$6.99M |
|
1754
PACCAR
PCAR
$70.5B
| $1.29M | 0.01% |
+30,389
| New | +$1.23M |
|
1755
PUT
Agnico Eagle Mines
AEM
$72.2B
| $1.29M | 0.01% |
30,800
+25,500
| +481% | +$1.13M |
|
1756
Vodafone
VOD
$37.1B
| $1.29M | 0.01% |
52,940
+38,291
| +261% | +$1.01M |
|
1757
International Flavors & Fragrances
IFF
$20.3B
| $1.29M | 0.01% |
+10,963
| New | +$1.38M |
|
1758
Oshkosh
OSK
$8.82B
| $1.29M | 0.01% |
20,001
-4,069
| -17% | -$252K |
|
|
DBMX
1759
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
| $1.29M | 0.01% |
66,410
+29,880
| +82% | +$617K |
|
1760
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$471M
| $1.29M | 0.01% |
55,936
+45,948
| +460% | +$1.07M |
|
1761
Microchip Technology
MCHP
$38.8B
| $1.29M | 0.01% |
40,160
+24,976
| +164% | +$786K |
|
1762
Advance Auto Parts
AAP
$3.53B
| $1.29M | 0.01% |
7,608
+880
| +13% | +$138K |
|
1763
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
| $1.29M | 0.01% |
+18,390
| New | +$1.2M |
|
|
AXJV
1764
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
| $1.29M | 0.01% |
44,317
+2,777
| +7% | +$127K |
|
1765
MDU Resources
MDU
$4.18B
| $1.28M | 0.01% |
117,280
-23,548
| -17% | -$243K |
|
1766
PUT
MetLife
MET
$62.4B
| $1.28M | 0.01% |
26,704
+19,523
| +272% | +$895K |
|
1767
Patterson-UTI
PTEN
$3.54B
| $1.28M | 0.01% |
47,648
-3,591
| -7% | -$88.7K |
|
1768
Yelp
YELP
$1.54B
| $1.28M | 0.01% |
33,654
+26,750
| +387% | +$989K |
|
1769
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
| $1.28M | 0.01% |
10,588
-26,286
| -71% | -$3.01M |
|
|
DGL
1770
CALL
DELISTED
Invesco DB Gold Fund
DGL
| $1.28M | 0.01% |
+34,600
| New | +$1.36M |
|
|
BSCN
1771
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
| $1.28M | 0.01% |
62,585
-986,053
| -94% | -$20.5M |
|
|
EDOM
1772
DELISTED
WisdomTree Europe Domestic Economy Fund
EDOM
| $1.28M | 0.01% |
55,021
+2,400
| +5% | +$54.6K |
|
1773
ScottsMiracle-Gro
SMG
$4.09B
| $1.28M | 0.01% |
+13,390
| New | +$1.2M |
|
1774
CALL
Seagate
STX
$174B
| $1.28M | 0.01% |
33,500
+21,700
| +184% | +$810K |
|
|
TTM
1775
DELISTED
Tata Motors Limited
TTM
| $1.28M | 0.01% |
37,131
+28,005
| +307% | +$1.03M |
|
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.