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 | |
|---|---|---|---|---|---|---|
3526
Diamondback Energy
FANG
$56B
| $238K | ﹤0.01% |
2,467
-25,555
| -91% | -$2.35M |
|
3527
Huazhu Hotels Group
HTHT
$13.3B
| $238K | ﹤0.01% |
+21,104
| New | +$221K |
|
3528
Innospec
IOSP
$2.09B
| $238K | ﹤0.01% |
+3,916
| New | +$218K |
|
|
KRA
3529
DELISTED
Kraton Corporation
KRA
| $238K | ﹤0.01% |
+6,802
| New | +$218K |
|
|
DFVS
3530
DELISTED
iPath US Treasury 5-year Bear ETN
DFVS
| $238K | ﹤0.01% |
9,807
-105
| -1% | -$2.5K |
|
|
CEL
3531
DELISTED
Cellcom Israel, Ltd.
CEL
| $238K | ﹤0.01% |
31,719
+20,626
| +186% | +$150K |
|
|
GRN
3532
DELISTED
iPath Global Carbon ETN
GRN
| $238K | ﹤0.01% |
41,259
+7,722
| +23% | +$40.2K |
|
|
XLKS
3533
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
| $238K | ﹤0.01% |
3,755
-334
| -8% | -$21.2K |
|
|
STI
3534
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $237K | ﹤0.01% |
5,400
-17,600
| -77% | -$754K |
|
|
EFFE
3535
DELISTED
Global X JPMorgan Efficiente Index ETF
EFFE
| $237K | ﹤0.01% |
+9,613
| New | +$236K |
|
3536
Century Aluminum
CENX
$4.22B
| $236K | ﹤0.01% |
+33,995
| New | +$232K |
|
|
AGU
3537
CALL
DELISTED
Agrium
AGU
| $236K | ﹤0.01% |
2,600
-2,400
| -48% | -$221K |
|
|
WES
3538
DELISTED
Western Gas Partners Lp
WES
| $236K | ﹤0.01% |
4,281
-474
| -10% | -$23.7K |
|
3539
Snap-on
SNA
$21.5B
| $235K | ﹤0.01% |
1,548
-841
| -35% | -$130K |
|
3540
United Natural Foods
UNFI
$3.04B
| $234K | ﹤0.01% |
+5,835
| New | +$268K |
|
|
MDCO
3541
DELISTED
Medicines Co
MDCO
| $234K | ﹤0.01% |
6,193
-48,713
| -89% | -$1.84M |
|
|
DHVW
3542
DELISTED
Diamond Hill Valuation-Weighted 500 ETF
DHVW
| $234K | ﹤0.01% |
9,370
-33,252
| -78% | -$821K |
|
3543
Ares Capital
ARCC
$13.4B
| $233K | ﹤0.01% |
15,038
-43
| -0.3% | -$659 |
|
3544
Aramark
ARMK
$15B
| $233K | ﹤0.01% |
8,490
+104
| +1% | +$2.75K |
|
3545
Autohome
ATHM
$2.62B
| $233K | ﹤0.01% |
+9,588
| New | +$223K |
|
3546
East-West Bancorp
EWBC
$17.8B
| $233K | ﹤0.01% |
+6,338
| New | +$223K |
|
3547
PhenixFIN
PFX
$83.1M
| $233K | ﹤0.01% |
+1,525
| New | +$226K |
|
3548
Semtech
SMTC
$9.65B
| $233K | ﹤0.01% |
+8,416
| New | +$217K |
|
|
AUY
3549
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $233K | ﹤0.01% |
54,100
+22,400
| +71% | +$115K |
|
3550
Assured Guaranty
AGO
$3.73B
| $232K | ﹤0.01% |
+8,373
| New | +$226K |
|
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.