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 | |
|---|---|---|---|---|---|---|
76
CALL
Chipotle Mexican Grill
CMG
$40.8B
| $50.4M | 0.22% |
6,685,000
+4,430,000
| +196% | +$35M |
|
77
Prudential
PUK
$36.5B
| $50.2M | 0.22% |
1,301,301
+463,114
| +55% | +$16.6M |
|
78
PUT
ProShares Short S&P500
SH
$887M
| $49.6M | 0.22% |
+339,625
| New | +$51.1M |
|
79
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $49.2M | 0.21% |
568,084
+557,310
| +5,173% | +$48M |
|
80
CALL
iShares US Real Estate ETF
IYR
$4.59B
| $49.1M | 0.21% |
637,900
+261,000
| +69% | +$19.8M |
|
81
PUT
ProShares UltraPro S&P 500
UPRO
$5.1B
| $48.7M | 0.21% |
3,569,400
-942,600
| -21% | -$11.9M |
|
82
PUT
Regeneron Pharmaceuticals
REGN
$68.8B
| $48M | 0.21% |
130,700
+106,500
| +440% | +$40.5M |
|
83
iShares Biotechnology ETF
IBB
$9.31B
| $47.9M | 0.21% |
541,623
+512,448
| +1,756% | +$46.6M |
|
|
84
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $46.9M | 0.2% |
6,215,000
+2,930,000
| +89% | +$23.1M |
|
85
PUT
Caterpillar
CAT
$409B
| $45.8M | 0.2% |
493,700
+274,400
| +125% | +$24.9M |
|
86
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$249M
| $45.7M | 0.2% |
114,450
-46,140
| -29% | -$16.4M |
|
87
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $45M | 0.2% |
429,164
+413,231
| +2,594% | +$44.4M |
|
88
CALL
United States Oil Fund
USO
$2.45B
| $44.6M | 0.19% |
475,225
-99,713
| -17% | -$8.8M |
|
89
CALL
Energy Transfer Partners
ET
$70.1B
| $43M | 0.19% |
2,225,600
+4,200
| +0.2% | +$70.1K |
|
90
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.58B
| $42.5M | 0.19% |
1,576,400
-795,600
| -34% | -$19.9M |
|
91
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $42.3M | 0.18% |
1,339,300
+264,900
| +25% | +$9.63M |
|
92
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $42.2M | 0.18% |
713,400
-815,000
| -53% | -$50.3M |
|
93
CALL
Wells Fargo
WFC
$261B
| $42.1M | 0.18% |
764,300
+130,900
| +21% | +$6.58M |
|
|
94
CALL
Regeneron Pharmaceuticals
REGN
$68.8B
| $41M | 0.18% |
111,600
+94,500
| +553% | +$35.9M |
|
95
PUT
Tesla
TSLA
$1.24T
| $40.5M | 0.18% |
2,844,435
-356,565
| -11% | -$4.69M |
|
96
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $40.2M | 0.18% |
242,500
-51,750
| -18% | -$8.12M |
|
97
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$293M
| $39.6M | 0.17% |
971,000
+183,700
| +23% | +$6.94M |
|
98
CALL
NVIDIA
NVDA
$5.01T
| $39.5M | 0.17% |
14,800,000
+10,532,000
| +247% | +$22M |
|
99
SPDR Gold Trust
GLD
$131B
| $39.1M | 0.17% |
356,677
-1,230,680
| -78% | -$143M |
|
|
100
PUT
NVIDIA
NVDA
$5.01T
| $39.1M | 0.17% |
14,640,000
+13,244,000
| +949% | +$27.7M |
|
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.