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 | |
|---|---|---|---|---|---|---|
126
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $30.7M | 0.15% |
870,400
+521,400
| +149% | +$17.9M |
|
127
CALL
iShares US Real Estate ETF
IYR
$4.59B
| $30.4M | 0.15% |
376,900
-599,900
| -61% | -$49.7M |
|
128
Apple
AAPL
$4.89T
| $30.2M | 0.14% |
1,066,900
-589,304
| -36% | -$15.6M |
|
129
ProShares UltraShort Bloomberg Crude Oil
SCO
$632M
| $29.6M | 0.14% |
9,133
+6,245
| +216% | +$23.5M |
|
130
CALL
iShares MSCI ACWI ETF
ACWI
$32.6B
| $29.6M | 0.14% |
+500,000
| New | +$29.2M |
|
|
131
PUT
iShares MSCI ACWI ETF
ACWI
$32.6B
| $29.6M | 0.14% |
+500,000
| New | +$29.2M |
|
132
iShares MSCI Taiwan ETF
EWT
$10B
| $29.5M | 0.14% |
939,231
+152,161
| +19% | +$4.6M |
|
|
ZIV
133
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
| $29.3M | 0.14% |
672,369
-76,521
| -10% | -$3.21M |
|
134
CALL
ProShares UltraShort S&P500
SDS
$424M
| $29.3M | 0.14% |
17,888
+6,096
| +52% | +$10.1M |
|
135
Freeport-McMoran
FCX
$90B
| $29.3M | 0.14% |
2,693,356
+2,473,314
| +1,124% | +$28.4M |
|
136
Prudential
PUK
$36.5B
| $29M | 0.14% |
838,187
-33,148
| -4% | -$1.14M |
|
|
DTO
137
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $29M | 0.14% |
235,113
+6,839
| +3% | +$933K |
|
138
Vanguard Total World Stock ETF
VT
$76.3B
| $28.5M | 0.14% |
468,107
+438,834
| +1,499% | +$26.5M |
|
139
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.22B
| $28.1M | 0.13% |
414,992
+319,952
| +337% | +$21.5M |
|
140
CALL
Wells Fargo
WFC
$261B
| $28M | 0.13% |
633,400
+290,900
| +85% | +$13.9M |
|
141
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $28M | 0.13% |
479,100
+306,500
| +178% | +$17.8M |
|
142
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $27.9M | 0.13% |
698,400
+364,600
| +109% | +$14.7M |
|
143
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $27.8M | 0.13% |
3,285,000
-2,970,000
| -47% | -$24.4M |
|
144
CALL
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.4M
| $27.6M | 0.13% |
1,141,900
-764,500
| -40% | -$20.1M |
|
145
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.6B
| $27.2M | 0.13% |
197,900
-1,148,000
| -85% | -$159M |
|
146
PUT
CVS Health
CVS
$137B
| $27M | 0.13% |
302,900
+108,000
| +55% | +$10.2M |
|
147
PUT
Signet Jewelers
SIG
$3.55B
| $26.9M | 0.13% |
360,600
+323,900
| +883% | +$27.4M |
|
148
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.44B
| $26.8M | 0.13% |
+1,081,552
| New | +$26.4M |
|
149
PUT
CarMax
KMX
$8.27B
| $26.6M | 0.13% |
498,700
+462,100
| +1,263% | +$26.2M |
|
|
CAB
150
CALL
DELISTED
Cabela's Inc
CAB
| $26.1M | 0.13% |
475,300
+407,800
| +604% | +$20.9M |
|
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.