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 | |
|---|---|---|---|---|---|---|
201
CALL
Biogen
BIIB
$30.2B
| $17.7M | 0.08% |
56,400
+17,300
| +44% | +$5.12M |
|
202
Netflix
NFLX
$292B
| $17.5M | 0.08% |
1,777,970
+446,740
| +34% | +$4.26M |
|
203
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
| $17.5M | 0.08% |
590,170
-41,856
| -7% | -$1.24M |
|
204
CALL
iShares Select Dividend ETF
DVY
$23.8B
| $17.4M | 0.08% |
202,800
+161,000
| +385% | +$13.9M |
|
205
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $17.3M | 0.08% |
726,600
+504,000
| +226% | +$12.1M |
|
206
PUT
Intuitive Surgical
ISRG
$127B
| $16.9M | 0.08% |
209,700
+55,800
| +36% | +$4.27M |
|
207
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $16.7M | 0.08% |
864,928
+438,878
| +103% | +$9.05M |
|
208
Citigroup
C
$225B
| $16.7M | 0.08% |
353,053
+266,511
| +308% | +$12.1M |
|
209
CALL
Chevron
CVX
$382B
| $16.5M | 0.08% |
160,500
+70,800
| +79% | +$7.23M |
|
|
GWPH
210
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $16.4M | 0.08% |
123,200
+85,700
| +229% | +$8.19M |
|
|
211
Chevron
CVX
$382B
| $16.2M | 0.08% |
157,464
+54,957
| +54% | +$5.61M |
|
212
CALL
Lowe's Companies
LOW
$118B
| $16M | 0.08% |
221,700
+211,100
| +1,992% | +$16.4M |
|
213
Wells Fargo
WFC
$265B
| $15.9M | 0.08% |
358,608
+291,815
| +437% | +$14M |
|
214
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$241M
| $15.8M | 0.08% |
1,474
-296
| -17% | -$3.5M |
|
215
iShares MSCI China ETF
MCHI
$6.11B
| $15.8M | 0.08% |
325,236
-160,613
| -33% | -$7.39M |
|
216
Bank of America
BAC
$439B
| $15.7M | 0.08% |
1,002,459
+739,122
| +281% | +$11M |
|
217
PUT
iShares S&P 100 ETF
OEF
$19.9B
| $15.7M | 0.08% |
163,500
+84,900
| +108% | +$8.15M |
|
218
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
| $15.7M | 0.08% |
127,100
+124,000
| +4,000% | +$15.3M |
|
219
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.1B
| $15.4M | 0.07% |
518,184
+446,908
| +627% | +$13.3M |
|
220
PUT
ProShares UltraPro Russell2000
URTY
$335M
| $15.2M | 0.07% |
326,000
-246,200
| -43% | -$10.8M |
|
|
IOC
221
DELISTED
Interoil Corporation
IOC
| $15.2M | 0.07% |
298,860
+290,051
| +3,293% | +$14.2M |
|
222
CALL
Qualcomm
QCOM
$179B
| $15.1M | 0.07% |
220,700
+73,900
| +50% | +$4.49M |
|
223
ArcelorMittal
MT
$50.3B
| $15.1M | 0.07% |
+830,993
| New | +$14.7M |
|
224
Baidu
BIDU
$36.1B
| $14.9M | 0.07% |
81,744
-49,886
| -38% | -$8.63M |
|
225
CALL
ProShares Ultra Dow30
DDM
$540M
| $14.9M | 0.07% |
1,252,800
-1,192,200
| -49% | -$14.3M |
|
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.