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 | |
|---|---|---|---|---|---|---|
|
ZDEU
376
DELISTED
SPDR Solactive Germany ETF
ZDEU
| $8.27M | 0.04% |
158,238
+45,125
| +40% | +$2.3M |
|
|
FISV
377
CALL
Fiserv Inc
FISV
$27.9B
| $8.26M | 0.04% |
166,000
-98,400
| -37% | -$5.16M |
|
378
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $8.18M | 0.04% |
153,700
+60,400
| +65% | +$3.29M |
|
|
TWTR
379
DELISTED
Twitter, Inc.
TWTR
| $8.17M | 0.04% |
354,282
+141,984
| +67% | +$2.67M |
|
380
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $8.15M | 0.04% |
376,940
-165,051
| -30% | -$3.53M |
|
381
General Motors
GM
$78.7B
| $8.15M | 0.04% |
256,529
+148,222
| +137% | +$4.63M |
|
382
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $8.09M | 0.04% |
13,810
-19,370
| -58% | -$10.9M |
|
383
CALL
Western Digital
WDC
$172B
| $8.09M | 0.04% |
182,971
-14,818
| -7% | -$558K |
|
384
PUT
FedEx
FDX
$73.5B
| $8.02M | 0.04% |
45,900
+1,100
| +2% | +$180K |
|
385
WisdomTree US High Dividend Fund
DHS
$1.57B
| $8M | 0.04% |
120,309
+68,218
| +131% | +$4.57M |
|
386
CALL
ProShares Short S&P500
SH
$916M
| $8M | 0.04% |
52,500
+38,987
| +289% | +$5.98M |
|
387
TSMC
TSM
$2.07T
| $7.95M | 0.04% |
259,768
+203,066
| +358% | +$5.81M |
|
388
Ormat Technologies
ORA
$6.28B
| $7.87M | 0.04% |
162,658
+109,270
| +205% | +$5.16M |
|
389
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$591M
| $7.87M | 0.04% |
89,524
+811
| +0.9% | +$70.4K |
|
390
CALL
Extra Space Storage
EXR
$31.3B
| $7.85M | 0.04% |
+98,900
| New | +$8.35M |
|
391
3M
MMM
$91.9B
| $7.83M | 0.04% |
53,099
+24,803
| +88% | +$3.7M |
|
392
DB Gold Double Long ETN due February 15, 2038
DGP
$221M
| $7.8M | 0.04% |
290,373
-33,611
| -10% | -$954K |
|
|
UN
393
DELISTED
Unilever NV New York Registry Shares
UN
| $7.75M | 0.04% |
+168,094
| New | +$7.75M |
|
394
Visa
V
$689B
| $7.74M | 0.04% |
93,641
+35,941
| +62% | +$2.88M |
|
395
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $7.7M | 0.04% |
70,400
-68,300
| -49% | -$7.43M |
|
|
RICE
396
DELISTED
Rice Energy Inc.
RICE
| $7.7M | 0.04% |
294,746
+283,499
| +2,521% | +$7.04M |
|
|
QVCGA
397
DELISTED
QVC Group Inc Series A
QVCGA
| $7.69M | 0.04% |
7,918
+7,716
| +3,820% | +$8.5M |
|
398
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $7.68M | 0.04% |
80,100
+55,200
| +222% | +$5.3M |
|
399
Gold Fields
GFI
$29.4B
| $7.66M | 0.04% |
1,579,203
+1,249,883
| +380% | +$7.07M |
|
|
GXP
400
DELISTED
Great Plains Energy Incorporated
GXP
| $7.65M | 0.04% |
280,187
+257,042
| +1,111% | +$7.36M |
|
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.