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 | |
|---|---|---|---|---|---|---|
201
CALL
VanEck Semiconductor ETF
SMH
$67.6B
| $18.1M | 0.08% |
505,400
+248,400
| +97% | +$8.67M |
|
202
Vanguard Total International Stock ETF
VXUS
$153B
| $18.1M | 0.08% |
+394,535
| New | +$18.2M |
|
203
PUT
Newmont
NEM
$98.2B
| $17.9M | 0.08% |
524,500
+515,200
| +5,540% | +$17.6M |
|
204
Tesla
TSLA
$1.24T
| $17.8M | 0.08% |
1,250,355
+1,032,690
| +474% | +$13.6M |
|
|
GRUB
205
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $17.8M | 0.08% |
236,700
+202,500
| +592% | +$15.6M |
|
206
CALL
Walt Disney
DIS
$165B
| $17.8M | 0.08% |
170,500
+126,300
| +286% | +$12.3M |
|
|
NVO
207
Novo Nordisk
NVO
$216B
| $17.6M | 0.08% |
981,568
+575,372
| +142% | +$10.4M |
|
208
Schwab U.S Small- Cap ETF
SCHA
$22.5B
| $17.4M | 0.08% |
1,134,576
+266,576
| +31% | +$3.92M |
|
209
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $17.4M | 0.08% |
252,400
+78,800
| +45% | +$5.47M |
|
210
Gilead Sciences
GILD
$161B
| $17.2M | 0.08% |
240,440
+121,300
| +102% | +$9.02M |
|
211
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $17.2M | 0.08% |
332,969
+150,518
| +82% | +$7.8M |
|
212
Vanguard Small-Cap Growth ETF
VBK
$23.2B
| $17.1M | 0.07% |
+128,274
| New | +$16.8M |
|
|
213
ProShares Short VIX Short-Term Futures ETF
SVXY
$223M
| $17M | 0.07% |
187,026
-2,351,691
| -93% | -$191M |
|
214
CALL
3M
MMM
$89B
| $17M | 0.07% |
113,859
+88,863
| +356% | +$12.8M |
|
|
WLL
215
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $16.8M | 0.07% |
4,667
+4,616
| +9,051% | +$13.9M |
|
216
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$239M
| $16.8M | 0.07% |
42,070
-86,880
| -67% | -$30.9M |
|
217
PUT
iShares US Oil & Gas Exploration & Production ETF
IEO
$573M
| $16.7M | 0.07% |
254,900
+174,500
| +217% | +$10.9M |
|
218
iShares International Treasury Bond ETF
IGOV
$1.34B
| $16.6M | 0.07% |
+368,866
| New | +$17.3M |
|
219
Alibaba
BABA
$269B
| $16.4M | 0.07% |
187,091
-230,122
| -55% | -$22.2M |
|
220
Banco Santander
SAN
$194B
| $16.3M | 0.07% |
+3,292,899
| New | +$15M |
|
221
PUT
Lowe's Companies
LOW
$116B
| $16.3M | 0.07% |
228,800
+224,700
| +5,480% | +$15.9M |
|
222
PUT
ProShares UltraPro Russell2000
URTY
$323M
| $16.2M | 0.07% |
273,000
-53,000
| -16% | -$2.69M |
|
223
iShares Latin America 40 ETF
ILF
$3.77B
| $16M | 0.07% |
581,684
+538,260
| +1,240% | +$15.5M |
|
224
PUT
ManpowerGroup
MAN
$2.39B
| $16M | 0.07% |
+180,000
| New | +$14.8M |
|
225
McDonald's
MCD
$188B
| $15.9M | 0.07% |
130,274
+87,695
| +206% | +$10.3M |
|
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.