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 | |
|---|---|---|---|---|---|---|
501
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $6.08M | 0.03% |
104,200
-13,200
| -11% | -$767K |
|
502
Cognizant
CTSH
$22.3B
| $6.07M | 0.03% |
127,206
+105,125
| +476% | +$5.98M |
|
|
ZJPN
503
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $6.06M | 0.03% |
89,031
+3,160
| +4% | +$209K |
|
504
PUT
iShares Global 100 ETF
IOO
$8.68B
| $6.04M | 0.03% |
+161,200
| New | +$5.99M |
|
505
Gerdau
GGB
$9.48B
| $6.03M | 0.03% |
2,792,762
+1,609,888
| +136% | +$3.23M |
|
506
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
| $6.03M | 0.03% |
154,833
+38,130
| +33% | +$1.49M |
|
507
DuPont de Nemours
DD
$18.9B
| $6.02M | 0.03% |
45,890
-61,983
| -57% | -$8.26M |
|
508
Home Depot
HD
$335B
| $6.01M | 0.03% |
46,689
-11,767
| -20% | -$1.57M |
|
509
CALL
Alerian MLP ETF
AMLP
$12.7B
| $6.01M | 0.03% |
94,660
+4,760
| +5% | +$301K |
|
510
JD.com
JD
$41.8B
| $5.99M | 0.03% |
229,727
-146,159
| -39% | -$3.52M |
|
511
CALL
Plains All American Pipeline
PAA
$17.1B
| $5.97M | 0.03% |
190,200
+160,000
| +530% | +$4.57M |
|
|
DBKO
512
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $5.97M | 0.03% |
245,518
+228,995
| +1,386% | +$5.45M |
|
513
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
| $5.96M | 0.03% |
+220,932
| New | +$5.92M |
|
514
PUT
Union Pacific
UNP
$178B
| $5.95M | 0.03% |
61,000
+11,100
| +22% | +$1.04M |
|
515
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$238M
| $5.94M | 0.03% |
1
| – | – |
|
|
BSJN
516
DELISTED
Invesco BulletShares 2023 High Yield Corporate Bond ETF
BSJN
| $5.94M | 0.03% |
223,508
+62,808
| +39% | +$1.65M |
|
517
PUT
iShares Russell 1000 Value ETF
IWD
$81.5B
| $5.92M | 0.03% |
56,000
-27,600
| -33% | -$2.91M |
|
518
SLB Ltd
SLB
$76.5B
| $5.89M | 0.03% |
74,958
+15,353
| +26% | +$1.22M |
|
519
Vanguard Russell 3000 ETF
VTHR
$4.63B
| $5.89M | 0.03% |
+59,234
| New | +$5.87M |
|
|
VXZ
520
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
| $5.88M | 0.03% |
155,525
-44,982
| -22% | -$1.78M |
|
521
Invesco Pharmaceuticals ETF
PJP
$439M
| $5.87M | 0.03% |
95,230
+53,625
| +129% | +$3.51M |
|
522
Cummins
CMI
$91.3B
| $5.86M | 0.03% |
45,756
+27,362
| +149% | +$3.32M |
|
|
AGN
523
DELISTED
Allergan plc
AGN
| $5.86M | 0.03% |
25,451
-1,922
| -7% | -$470K |
|
524
CALL
Monster Beverage
MNST
$93.2B
| $5.86M | 0.03% |
239,400
-71,400
| -23% | -$1.85M |
|
525
ProShares Ultra S&P500
SSO
$7.72B
| $5.86M | 0.03% |
660,080
+116,360
| +21% | +$1.03M |
|
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.