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 | |
|---|---|---|---|---|---|---|
1001
Companhia Siderúrgica Nacional
SID
$1.41B
| $2.95M | 0.01% |
914,246
+353,149
| +63% | +$1.15M |
|
1002
CALL
Viatris
VTRS
$20.9B
| $2.95M | 0.01% |
77,400
+16,100
| +26% | +$598K |
|
1003
Ferrari
RACE
$68.3B
| $2.94M | 0.01% |
50,614
+43,453
| +607% | +$2.37M |
|
1004
Invesco DB Agriculture Fund
DBA
$1.24B
| $2.94M | 0.01% |
147,140
+129,319
| +726% | +$2.61M |
|
1005
Realty Income
O
$61.5B
| $2.94M | 0.01% |
52,700
+33,374
| +173% | +$1.87M |
|
|
AMJ
1006
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $2.93M | 0.01% |
92,800
-245,900
| -73% | -$7.51M |
|
|
PXR
1007
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
| $2.93M | 0.01% |
95,537
-1,139
| -1% | -$35.4K |
|
1008
Fidelity National Information Services
FIS
$23.8B
| $2.93M | 0.01% |
+38,678
| New | +$2.95M |
|
1009
DexCom
DXCM
$28.9B
| $2.92M | 0.01% |
+195,920
| New | +$3.47M |
|
|
SRCL
1010
DELISTED
Stericycle Inc
SRCL
| $2.92M | 0.01% |
+37,960
| New | +$2.87M |
|
|
MXIM
1011
DELISTED
Maxim Integrated Products
MXIM
| $2.92M | 0.01% |
75,791
+59,697
| +371% | +$2.34M |
|
1012
PUT
Automatic Data Processing
ADP
$111B
| $2.92M | 0.01% |
+28,400
| New | +$2.65M |
|
|
TSRO
1013
DELISTED
TESARO, Inc.
TSRO
| $2.91M | 0.01% |
21,668
-2,208
| -9% | -$279K |
|
1014
Akamai
AKAM
$15.9B
| $2.91M | 0.01% |
43,636
+17,391
| +66% | +$1.11M |
|
1015
iShares MSCI Netherlands ETF
EWN
$553M
| $2.91M | 0.01% |
120,374
-97,587
| -45% | -$2.36M |
|
1016
BHP
BHP
$212B
| $2.9M | 0.01% |
90,941
+80,263
| +752% | +$2.6M |
|
1017
iShares Global Infrastructure ETF
IGF
$10.9B
| $2.9M | 0.01% |
+74,338
| New | +$2.93M |
|
1018
Morgan Stanley
MS
$323B
| $2.9M | 0.01% |
68,613
+18,603
| +37% | +$703K |
|
1019
Carnival Corporation Ltd
CCL
$38.4B
| $2.88M | 0.01% |
55,329
+37,598
| +212% | +$1.88M |
|
|
SYG
1020
DELISTED
SPDR MFS Systematic Growth Equity ETF of SSgA Active Trust
SYG
| $2.88M | 0.01% |
45,453
+11,548
| +34% | +$720K |
|
1021
Lockheed Martin
LMT
$134B
| $2.87M | 0.01% |
11,489
-140,973
| -92% | -$35.2M |
|
1022
Union Pacific
UNP
$174B
| $2.87M | 0.01% |
27,640
+4,292
| +18% | +$422K |
|
1023
Hormel Foods
HRL
$14.4B
| $2.85M | 0.01% |
81,883
+58,961
| +257% | +$2.13M |
|
1024
Fidelity Quality Factor ETF
FQAL
$1.41B
| $2.85M | 0.01% |
108,347
-31,975
| -23% | -$822K |
|
1025
CALL
Royal Gold
RGLD
$16.4B
| $2.83M | 0.01% |
44,600
+36,800
| +472% | +$2.51M |
|
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.