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 | |
|---|---|---|---|---|---|---|
1976
CALL
Pfizer
PFE
$142B
| $1.07M | ﹤0.01% |
34,887
+19,920
| +133% | +$608K |
|
|
DMC
1977
Del Monte Corp
DMC
$1.41B
| $1.07M | ﹤0.01% |
17,714
+698
| +4% | +$42.9K |
|
1978
JD.com
JD
$43.6B
| $1.07M | ﹤0.01% |
42,216
-187,511
| -82% | -$4.89M |
|
1979
PUT
Pultegroup
PHM
$24.5B
| $1.07M | ﹤0.01% |
+58,400
| New | +$1.11M |
|
|
OEFA
1980
ALPS O'Shares International Developed Quality Dividend ETF
OEFA
$36.7M
| $1.07M | ﹤0.01% |
49,556
+22,700
| +85% | +$488K |
|
1981
PUT
Ulta Beauty
ULTA
$22.2B
| $1.07M | ﹤0.01% |
4,200
-2,900
| -41% | -$724K |
|
1982
Fortinet
FTNT
$113B
| $1.07M | ﹤0.01% |
177,690
+87,095
| +96% | +$544K |
|
1983
Invesco CurrencyShares Canadian Dollar Trust
FXC
$73.2M
| $1.07M | ﹤0.01% |
14,525
-6,938
| -32% | -$514K |
|
1984
Jack Henry & Associates
JKHY
$11B
| $1.07M | ﹤0.01% |
12,045
-3,928
| -25% | -$335K |
|
|
DBKO
1985
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $1.07M | ﹤0.01% |
43,548
-201,970
| -82% | -$4.87M |
|
|
FHK
1986
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
| $1.07M | ﹤0.01% |
33,097
+20,953
| +173% | +$710K |
|
1987
PUT
Texas Instruments
TXN
$255B
| $1.06M | ﹤0.01% |
+14,600
| New | +$1.04M |
|
1988
CALL
Southern Copper
SCCO
$145B
| $1.06M | ﹤0.01% |
+35,921
| New | +$1.01M |
|
1989
Cintas
CTAS
$82.7B
| $1.06M | ﹤0.01% |
36,808
-5,528
| -13% | -$155K |
|
1990
ProShares UltraShort S&P500
SDS
$420M
| $1.06M | ﹤0.01% |
703
+519
| +282% | +$833K |
|
1991
Teledyne Technologies
TDY
$30.1B
| $1.06M | ﹤0.01% |
+8,644
| New | +$1,000K |
|
|
ATHN
1992
CALL
DELISTED
Athenahealth, Inc.
ATHN
| $1.06M | ﹤0.01% |
+10,100
| New | +$1.09M |
|
1993
Pacer Trendpilot US Mid Cap ETF
PTMC
$392M
| $1.06M | ﹤0.01% |
39,890
-33,808
| -46% | -$873K |
|
1994
Toro Company
TTC
$8.72B
| $1.06M | ﹤0.01% |
18,968
-7,590
| -29% | -$387K |
|
|
CEL
1995
DELISTED
Cellcom Israel, Ltd.
CEL
| $1.06M | ﹤0.01% |
133,553
+101,834
| +321% | +$792K |
|
|
VALX
1996
DELISTED
Validea Market Legends ETF
VALX
| $1.06M | ﹤0.01% |
40,245
+11,352
| +39% | +$287K |
|
1997
CALL
Hain Celestial
HAIN
$44.4M
| $1.06M | ﹤0.01% |
27,100
-7,300
| -21% | -$273K |
|
|
EMCG
1998
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
| $1.06M | ﹤0.01% |
52,476
-16,736
| -24% | -$356K |
|
1999
Bio-Rad Laboratories Class A
BIO
$8.74B
| $1.06M | ﹤0.01% |
+5,792
| New | +$987K |
|
|
LLL
2000
DELISTED
L3 Technologies, Inc.
LLL
| $1.05M | ﹤0.01% |
6,938
-8,900
| -56% | -$1.34M |
|
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.