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 |
VanEck Gold Miners ETF
GDX
|
+$199M |
| 2 |
SPDR Gold Trust
GLD
|
+$196M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$183M |
| 4 |
Procter & Gamble
PG
|
+$153M |
| 5 |
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
|
+$147M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShare MSCI Eurozone ETF
EZU
|
+$156M |
| 2 |
ARMH
ARM HOLDINGS PLC ADS
ARMH
|
+$115M |
| 3 |
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
|
+$61.7M |
| 4 |
SHPG
Shire pic
SHPG
|
+$55.5M |
| 5 |
iShares National Muni Bond ETF
MUB
|
+$55.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.41% |
| 2 | Consumer Staples | 2.27% |
| 3 | Communication Services | 1.57% |
| 4 | Energy | 1.37% |
| 5 | Technology | 1.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $9.56M | 0.05% |
180,772
-231,488
| -56% | -$12.3M |
|
327
PUT
Lam Research
LRCX
$365B
| $9.55M | 0.05% |
1,008,000
+981,000
| +3,633% | +$8.93M |
|
328
CALL
NXP Semiconductors
NXPI
$67.6B
| $9.48M | 0.05% |
92,900
+26,800
| +41% | +$2.27M |
|
329
First Majestic Silver
AG
$8.01B
| $9.47M | 0.05% |
917,824
+198,315
| +28% | +$2.9M |
|
330
Gilead Sciences
GILD
$162B
| $9.43M | 0.05% |
119,140
+39,681
| +50% | +$3.22M |
|
331
iShares Europe ETF
IEV
$1.64B
| $9.38M | 0.04% |
238,197
+35,878
| +18% | +$1.39M |
|
332
CALL
Lockheed Martin
LMT
$134B
| $9.35M | 0.04% |
39,000
+25,100
| +181% | +$6.28M |
|
333
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
| $9.3M | 0.04% |
379,802
+330,974
| +678% | +$8.4M |
|
334
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
| $9.28M | 0.04% |
109,913
+92,873
| +545% | +$7.91M |
|
|
VMW
335
CALL
DELISTED
VMware, Inc
VMW
| $9.25M | 0.04% |
126,100
+40,900
| +48% | +$2.88M |
|
336
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$348M
| $9.22M | 0.04% |
1,501
-1,275
| -46% | -$8.02M |
|
337
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.4B
| $9.14M | 0.04% |
+84,685
| New | +$9.11M |
|
338
Cheniere Energy
CQP
$30.5B
| $9.13M | 0.04% |
+311,845
| New | +$8.66M |
|
339
PUT
State Street SPDR S&P Retail ETF
XRT
$448M
| $9.12M | 0.04% |
209,500
+171,100
| +446% | +$7.58M |
|
|
340
PUT
NXP Semiconductors
NXPI
$67.6B
| $9.11M | 0.04% |
89,300
+57,300
| +179% | +$4.86M |
|
|
341
CALL
VanEck Gold Miners ETF
GDX
$23.2B
| $9.03M | 0.04% |
341,700
-115,300
| -25% | -$3.31M |
|
342
PepsiCo
PEP
$191B
| $8.98M | 0.04% |
82,603
+56,348
| +215% | +$6.07M |
|
343
PUT
Western Digital
WDC
$172B
| $8.98M | 0.04% |
203,213
+155,982
| +330% | +$5.88M |
|
344
CALL
VanEck Semiconductor ETF
SMH
$66.1B
| $8.93M | 0.04% |
+257,000
| New | +$8.23M |
|
345
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
| $8.92M | 0.04% |
+196,363
| New | +$9.09M |
|
346
PUT
Vanguard Real Estate ETF
VNQ
$39.8B
| $8.92M | 0.04% |
102,800
-115,500
| -53% | -$10.3M |
|
347
Schwab International Small-Cap Equity ETF
SCHC
$5.38B
| $8.9M | 0.04% |
288,383
-197,389
| -41% | -$5.95M |
|
348
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$691M
| $8.89M | 0.04% |
270,320
-63,418
| -19% | -$2.04M |
|
349
Vanguard S&P 500 ETF
VOO
$968B
| $8.89M | 0.04% |
44,758
+41,580
| +1,308% | +$8.25M |
|
|
GG
350
DELISTED
Goldcorp Inc
GG
| $8.84M | 0.04% |
535,281
+346,327
| +183% | +$6.11M |
|
Similar funds
Jane Street's Q3 2016 Portfolio in Review
As of Q3 2016, Jane Street held 5,031 positions worth $20.9B, up 3.4% from $20.2B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Jane Street's Q3 2016 filing shows 1,039 new, 1,381 increased, 1,472 reduced and 1,109 closed positions. Its largest new stake was Autoliv: 497,291 shares worth $38.3M. The largest sale was iShare MSCI Eurozone ETF, an estimated $156M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.4% of assets, up from 1.2% a quarter earlier, followed by Consumer Staples and Communication Services.
- Jane Street's largest Q3 2016 buy was Autoliv: 497,291 shares worth $38.3M.
- Jane Street added most to VanEck Gold Miners ETF in Q3 2016, an estimated $199M increase.
- Jane Street's biggest Q3 2016 reduction was iShare MSCI Eurozone ETF, cutting an estimated $156M.
- Jane Street fully exited ARM HOLDINGS PLC ADS in Q3 2016, selling an estimated $115M.
- Jane Street's ten largest holdings make up 16% of its $20.9B portfolio in Q3 2016.
- Jane Street opened 1,039 new positions and closed 1,109 in Q3 2016.
- Jane Street's portfolio value rose 3.4% quarter-over-quarter to $20.9B.
Based on Jane Street's 13F filing for Q3 2016, filed 15 Nov 2016.