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 | |
|---|---|---|---|---|---|---|
401
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $7.64M | 0.04% |
105,948
+66,536
| +169% | +$4.9M |
|
402
CALL
Caterpillar
CAT
$402B
| $7.59M | 0.04% |
85,500
-37,600
| -31% | -$3.08M |
|
403
Telefônica Brasil
VIV
$22.5B
| $7.58M | 0.04% |
523,667
+389,436
| +290% | +$5.67M |
|
404
CALL
Costco
COST
$422B
| $7.56M | 0.04% |
49,600
-6,600
| -12% | -$1.07M |
|
405
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$548M
| $7.52M | 0.04% |
7,710
-1,106
| -13% | -$912K |
|
406
CALL
ProShares UltraPro Dow 30
UDOW
$830M
| $7.49M | 0.04% |
802,400
-148,800
| -16% | -$1.4M |
|
|
B
407
Barrick Mining
B
$62.6B
| $7.49M | 0.04% |
422,464
-172,939
| -29% | -$3.45M |
|
408
Vanguard Dividend Appreciation ETF
VIG
$112B
| $7.47M | 0.04% |
89,006
+82,064
| +1,182% | +$6.96M |
|
409
Autodesk
ADSK
$47.7B
| $7.46M | 0.04% |
103,183
+93,581
| +975% | +$5.9M |
|
410
Accenture
ACN
$94.3B
| $7.42M | 0.04% |
60,719
+58,863
| +3,171% | +$6.7M |
|
|
SAND
411
DELISTED
Sandstorm Gold
SAND
| $7.41M | 0.04% |
1,473,556
+837,836
| +132% | +$4.7M |
|
412
Royal Bank of Canada
RY
$291B
| $7.41M | 0.04% |
119,554
+106,962
| +849% | +$6.58M |
|
413
Mastercard
MA
$487B
| $7.39M | 0.04% |
72,604
+31,473
| +77% | +$3.02M |
|
|
TEF
414
DELISTED
Telefonica
TEF
| $7.37M | 0.04% |
+941,468
| New | +$7.29M |
|
415
ResMed
RMD
$29.5B
| $7.37M | 0.04% |
113,738
+102,441
| +907% | +$6.82M |
|
416
CALL
NVIDIA
NVDA
$4.76T
| $7.31M | 0.04% |
4,268,000
-248,000
| -5% | -$366K |
|
417
PUT
Vanguard Total World Stock ETF
VT
$76.4B
| $7.26M | 0.03% |
119,400
+6,800
| +6% | +$410K |
|
418
PUT
ProShares UltraShort QQQ
QID
$288M
| $7.25M | 0.03% |
3,736
-1,348
| -27% | -$2.8M |
|
419
PUT
IBM
IBM
$204B
| $7.24M | 0.03% |
47,698
-106,482
| -69% | -$16.2M |
|
420
Schwab US Large-Cap Growth ETF
SCHG
$58.8B
| $7.24M | 0.03% |
1,043,912
-24,872
| -2% | -$171K |
|
421
iShares MSCI Belgium ETF
EWK
$162M
| $7.23M | 0.03% |
383,565
-189,967
| -33% | -$3.44M |
|
|
422
NVIDIA
NVDA
$4.76T
| $7.21M | 0.03% |
4,211,760
+934,240
| +29% | +$1.38M |
|
423
Vanguard FTSE Pacific ETF
VPL
$8.06B
| $7.18M | 0.03% |
118,591
+22,988
| +24% | +$1.35M |
|
|
424
PUT
VanEck Gold Miners ETF
GDX
$23.2B
| $7.18M | 0.03% |
271,500
+227,000
| +510% | +$6.51M |
|
425
CALL
ProShares Ultra QQQ
QLD
$12.5B
| $7.17M | 0.03% |
1,324,800
-2,337,600
| -64% | -$12M |
|
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.