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 | |
|---|---|---|---|---|---|---|
701
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.76B
| $4.12M | 0.02% |
107,849
+30,445
| +39% | +$1.15M |
|
702
CALL
Walt Disney
DIS
$168B
| $4.1M | 0.02% |
44,200
-40,600
| -48% | -$3.89M |
|
|
WCN
703
Waste Connections
WCN
$42.7B
| $4.08M | 0.02% |
+81,978
| New | +$4.13M |
|
704
Vanguard Small-Cap Value ETF
VBR
$37.3B
| $4.08M | 0.02% |
36,874
+29,663
| +411% | +$3.25M |
|
|
X
705
CALL
DELISTED
US Steel
X
| $4.06M | 0.02% |
215,500
+75,700
| +54% | +$1.56M |
|
706
Altria Group
MO
$122B
| $4.05M | 0.02% |
64,051
-38,121
| -37% | -$2.53M |
|
707
The Mosaic Company
MOS
$7.1B
| $4.05M | 0.02% |
165,479
+137,296
| +487% | +$3.74M |
|
708
CALL
ConocoPhillips
COP
$141B
| $4.04M | 0.02% |
92,900
-284,800
| -75% | -$11.8M |
|
709
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$40.6M
| $4.02M | 0.02% |
6,496
-7,584
| -54% | -$5.44M |
|
710
PUT
iShares MSCI Europe Financials ETF
EUFN
$4.07B
| $4.02M | 0.02% |
+234,300
| New | +$3.88M |
|
711
PUT
lululemon athletica
LULU
$13.4B
| $4.02M | 0.02% |
65,900
+42,800
| +185% | +$3.16M |
|
712
iShares Global Industrials ETF
EXI
$1.42B
| $4.02M | 0.02% |
54,455
+16,747
| +44% | +$1.22M |
|
713
State Street SPDR S&P Global Dividend ETF
WDIV
$277M
| $4.02M | 0.02% |
63,207
+37,398
| +145% | +$2.37M |
|
714
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.05B
| $4.01M | 0.02% |
827,000
-695,000
| -46% | -$3.1M |
|
715
CALL
ProShares Ultra NASDAQ Biotechnology
BIB
$82.8M
| $4.01M | 0.02% |
82,800
-396,100
| -83% | -$18.8M |
|
|
DXJR
716
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
| $4.01M | 0.02% |
167,535
+129,370
| +339% | +$3.13M |
|
717
Invesco DB Commodity Index Tracking Fund
DBC
$1.67B
| $4M | 0.02% |
266,808
-49,542
| -16% | -$726K |
|
|
QHY
718
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$238M
| $3.97M | 0.02% |
77,606
+6,280
| +9% | +$320K |
|
|
XLNX
719
DELISTED
Xilinx Inc
XLNX
| $3.95M | 0.02% |
+72,712
| New | +$3.74M |
|
720
Energy Transfer Partners
ET
$68.5B
| $3.95M | 0.02% |
235,168
-232,161
| -50% | -$3.92M |
|
721
CALL
Kohl's
KSS
$2.1B
| $3.95M | 0.02% |
90,200
+40,600
| +82% | +$1.7M |
|
722
iShares US Consumer Staples ETF
IYK
$1.41B
| $3.94M | 0.02% |
103,653
+8,115
| +8% | +$314K |
|
723
PUT
Bausch Health
BHC
$1.67B
| $3.9M | 0.02% |
158,900
-376,800
| -70% | -$9.75M |
|
724
CALL
Micron Technology
MU
$1.02T
| $3.9M | 0.02% |
219,400
-914,900
| -81% | -$14M |
|
|
QSIG
725
WisdomTree U.S. Short Term Corporate Bond Fund
QSIG
$53M
| $3.89M | 0.02% |
78,100
+25,569
| +49% | +$1.28M |
|
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.