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 | |
|---|---|---|---|---|---|---|
526
iShares MSCI Japan Small-Cap ETF
SCJ
$255M
| $5.84M | 0.03% |
90,454
+12,415
| +16% | +$768K |
|
527
Novartis
NVS
$297B
| $5.83M | 0.03% |
82,361
+77,755
| +1,688% | +$5.67M |
|
528
Infosys
INFY
$47.4B
| $5.82M | 0.03% |
737,442
+12,738
| +2% | +$105K |
|
|
JO
529
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $5.81M | 0.03% |
261,031
+173,231
| +197% | +$3.78M |
|
530
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $5.81M | 0.03% |
154,400
+139,500
| +936% | +$5.19M |
|
531
iShares US Technology ETF
IYW
$23.3B
| $5.8M | 0.03% |
195,032
-15,524
| -7% | -$445K |
|
532
CALL
GoPro
GPRO
$119M
| $5.79M | 0.03% |
347,300
+240,300
| +225% | +$3.3M |
|
533
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $5.76M | 0.03% |
182,166
+34,925
| +24% | +$1.09M |
|
534
CALL
Halliburton
HAL
$26.8B
| $5.74M | 0.03% |
127,900
+89,300
| +231% | +$3.9M |
|
535
CALL
Nike
NKE
$62.5B
| $5.73M | 0.03% |
108,900
-298,800
| -73% | -$16.9M |
|
536
PUT
Harley-Davidson
HOG
$2.61B
| $5.72M | 0.03% |
108,700
+102,300
| +1,598% | +$5.29M |
|
537
Vanguard World Funds Extended Duration ETF
EDV
$3.33B
| $5.7M | 0.03% |
41,784
+20,854
| +100% | +$2.9M |
|
538
Bristol-Myers Squibb
BMY
$128B
| $5.7M | 0.03% |
105,643
+78,501
| +289% | +$5.04M |
|
|
539
Halliburton
HAL
$26.8B
| $5.66M | 0.03% |
125,994
+30,929
| +33% | +$1.35M |
|
540
PUT
iShares MSCI Japan ETF
EWJ
$21.7B
| $5.64M | 0.03% |
112,500
+20,700
| +23% | +$1.01M |
|
541
CALL
ProShares Ultra Russell2000
UWM
$248M
| $5.64M | 0.03% |
238,000
-688,000
| -74% | -$15.6M |
|
|
BSJK
542
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $5.62M | 0.03% |
231,436
+105,270
| +83% | +$2.53M |
|
543
CVS Health
CVS
$137B
| $5.62M | 0.03% |
63,170
+41,142
| +187% | +$3.88M |
|
544
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $5.61M | 0.03% |
+47,881
| New | +$5.58M |
|
545
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $5.59M | 0.03% |
50,000
+44,600
| +826% | +$5M |
|
|
RSX
546
PUT
DELISTED
VanEck Russia ETF
RSX
| $5.53M | 0.03% |
294,900
+270,500
| +1,109% | +$4.95M |
|
547
WisdomTree International AI Enhanced Value Fund
AIVI
$60.5M
| $5.53M | 0.03% |
+141,870
| New | +$5.48M |
|
548
Edwards Lifesciences
EW
$47.8B
| $5.52M | 0.03% |
137,418
+81,000
| +144% | +$3.05M |
|
549
CALL
Analog Devices
ADI
$181B
| $5.52M | 0.03% |
85,600
+82,000
| +2,278% | +$5.09M |
|
550
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
| $5.52M | 0.03% |
110,733
+44,001
| +66% | +$2.24M |
|
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.