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 | |
|---|---|---|---|---|---|---|
551
PUT
iShares Silver Trust
SLV
$28.3B
| $5.5M | 0.03% |
302,000
-118,100
| -28% | -$2.2M |
|
552
PUT
ProShares Ultra QQQ
QLD
$12.5B
| $5.5M | 0.03% |
1,016,000
+38,400
| +4% | +$196K |
|
553
iShares MSCI Turkey ETF
TUR
$203M
| $5.49M | 0.03% |
145,072
-161,924
| -53% | -$6.26M |
|
554
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$82.8M
| $5.49M | 0.03% |
113,300
-217,200
| -66% | -$10.3M |
|
|
DXGE
555
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $5.49M | 0.03% |
209,415
-29,509
| -12% | -$760K |
|
|
556
CALL
iShares Silver Trust
SLV
$28.3B
| $5.47M | 0.03% |
300,700
-1,542,800
| -84% | -$28.7M |
|
557
iShares MSCI Netherlands ETF
EWN
$563M
| $5.46M | 0.03% |
217,961
-125,747
| -37% | -$3.05M |
|
558
Tyson Foods
TSN
$21.4B
| $5.44M | 0.03% |
72,886
+68,526
| +1,572% | +$5.02M |
|
559
CALL
ProShares UltraPro Russell2000
URTY
$329M
| $5.44M | 0.03% |
116,400
-420,000
| -78% | -$18.5M |
|
560
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.75B
| $5.44M | 0.03% |
251,127
+70,614
| +39% | +$1.5M |
|
561
PUT
JPMorgan Chase
JPM
$947B
| $5.43M | 0.03% |
81,600
-17,800
| -18% | -$1.16M |
|
562
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $5.42M | 0.03% |
196,800
+87,700
| +80% | +$2.51M |
|
|
APC
563
CALL
DELISTED
Anadarko Petroleum
APC
| $5.4M | 0.03% |
85,200
+46,900
| +122% | +$2.61M |
|
564
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $5.4M | 0.03% |
226,000
-220,600
| -49% | -$5.31M |
|
565
PUT
Viatris
VTRS
$20.5B
| $5.39M | 0.03% |
141,400
+111,000
| +365% | +$4.93M |
|
|
LUX
566
DELISTED
Luxottica Group
LUX
| $5.37M | 0.03% |
112,219
+95,235
| +561% | +$4.62M |
|
|
MEG
567
DELISTED
Media General, Inc
MEG
| $5.34M | 0.03% |
289,801
+8,986
| +3% | +$159K |
|
|
OPPE
568
WisdomTree European Opportunities Fund
OPPE
$285M
| $5.34M | 0.03% |
218,662
-110,158
| -34% | -$2.65M |
|
569
PUT
Accenture
ACN
$94.3B
| $5.34M | 0.03% |
43,700
+29,000
| +197% | +$3.3M |
|
570
WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund
AGZD
$131M
| $5.31M | 0.03% |
222,376
+44,536
| +25% | +$1.06M |
|
|
GRFS
571
Grifois
GRFS
$5.27B
| $5.3M | 0.03% |
331,965
-11,129
| -3% | -$183K |
|
572
Vanguard High Dividend Yield ETF
VYM
$81.3B
| $5.26M | 0.03% |
72,903
+10,977
| +18% | +$797K |
|
573
WPP
WPP
$4.21B
| $5.25M | 0.03% |
+44,625
| New | +$5.09M |
|
574
Rogers Communications
RCI
$17.7B
| $5.23M | 0.03% |
123,216
+115,674
| +1,534% | +$4.96M |
|
|
MPT
575
Medical Properties Trust
MPT
$2.86B
| $5.23M | 0.03% |
353,860
+343,353
| +3,268% | +$5.2M |
|
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.