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 | |
|---|---|---|---|---|---|---|
76
iShares China Large-Cap ETF
FXI
$4.14B
| $49.4M | 0.24% |
1,300,878
+442,856
| +52% | +$16.2M |
|
77
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $48.9M | 0.23% |
918,800
+494,700
| +117% | +$26.9M |
|
|
78
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.5B
| $47.8M | 0.23% |
1,275,300
+883,700
| +226% | +$32.3M |
|
79
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $47.6M | 0.23% |
1,074,400
+757,700
| +239% | +$35.9M |
|
80
CALL
iShares Biotechnology ETF
IBB
$9.31B
| $46.8M | 0.22% |
485,100
-459,900
| -49% | -$43.8M |
|
|
YHOO
81
PUT
DELISTED
Yahoo Inc
YHOO
| $45.8M | 0.22% |
1,063,500
+416,700
| +64% | +$17.1M |
|
82
PUT
Chevron
CVX
$388B
| $45.5M | 0.22% |
442,300
+218,100
| +97% | +$22.3M |
|
|
JPUS
83
JPMorgan Diversified Return US Equity ETF
JPUS
$455M
| $45.5M | 0.22% |
776,645
+772,587
| +19,039% | +$45.2M |
|
84
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.58B
| $45.3M | 0.22% |
294,250
-25,875
| -8% | -$3.71M |
|
85
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $44.6M | 0.21% |
754,400
-1,787,700
| -70% | -$104M |
|
86
PUT
ProShares Ultra S&P500
SSO
$7.71B
| $44.5M | 0.21% |
5,020,800
+2,058,400
| +69% | +$18.2M |
|
87
PUT
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $44.5M | 0.21% |
298,700
+42,800
| +17% | +$6.24M |
|
88
Alibaba
BABA
$269B
| $44.1M | 0.21% |
417,213
-99,853
| -19% | -$9.25M |
|
89
CALL
American International
AIG
$41.9B
| $43.7M | 0.21% |
736,000
+292,000
| +66% | +$16.7M |
|
90
PUT
Tesla
TSLA
$1.24T
| $43.5M | 0.21% |
3,201,000
-3,276,000
| -51% | -$47.3M |
|
91
PUT
Meta Platforms (Facebook)
META
$1.51T
| $43.1M | 0.21% |
335,900
-566,900
| -63% | -$70.4M |
|
92
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$239M
| $43M | 0.21% |
128,950
-75,370
| -37% | -$23.1M |
|
93
PUT
iShares Select Dividend ETF
DVY
$24B
| $42.9M | 0.21% |
501,000
+357,200
| +248% | +$30.8M |
|
94
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.6B
| $42.5M | 0.2% |
309,300
+127,600
| +70% | +$17.7M |
|
|
CHAD
95
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $42.2M | 0.2% |
1,016,282
+103,667
| +11% | +$4.32M |
|
|
FL
96
CALL
DELISTED
Foot Locker
FL
| $42.2M | 0.2% |
622,900
+603,500
| +3,111% | +$37.6M |
|
97
CALL
Netflix
NFLX
$292B
| $42M | 0.2% |
4,265,000
+422,000
| +11% | +$4.03M |
|
|
AGN
98
PUT
DELISTED
Allergan plc
AGN
| $41.8M | 0.2% |
181,500
+103,800
| +134% | +$25.4M |
|
|
99
CALL
Tesla
TSLA
$1.24T
| $40.3M | 0.19% |
2,965,500
-2,707,500
| -48% | -$39.1M |
|
100
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.3M
| $40.3M | 0.19% |
479
+458
| +2,181% | +$35.3M |
|
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.