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 | |
|---|---|---|---|---|---|---|
951
CALL
Kroger
KR
$36.3B
| $2.72M | 0.01% |
91,500
+69,600
| +318% | +$2.31M |
|
952
iShares Convertible Bond ETF
ICVT
$7.11B
| $2.71M | 0.01% |
+57,188
| New | +$2.67M |
|
|
WFM
953
DELISTED
Whole Foods Market Inc
WFM
| $2.71M | 0.01% |
95,677
+61,442
| +179% | +$1.89M |
|
954
Xtrackers MSCI All World ex US Hedged Equity ETF
DBAW
$285M
| $2.71M | 0.01% |
117,326
+79,965
| +214% | +$1.82M |
|
955
CALL
Macy's
M
$6.62B
| $2.71M | 0.01% |
73,000
-5,400
| -7% | -$196K |
|
956
Flowers Foods
FLO
$1.6B
| $2.7M | 0.01% |
178,764
+166,254
| +1,329% | +$2.76M |
|
|
EDBI
957
DELISTED
Legg Mason ETF Investment Trust Legg Mason Emerging Markets Diversified Core ETF
EDBI
| $2.7M | 0.01% |
94,712
-15,052
| -14% | -$426K |
|
958
PUT
AerCap
AER
$24.3B
| $2.69M | 0.01% |
+70,000
| New | +$2.64M |
|
|
WPZ
959
DELISTED
Williams Partners L.P.
WPZ
| $2.69M | 0.01% |
72,449
+56,572
| +356% | +$2.08M |
|
|
VSPY
960
DELISTED
DIREXIONS&P 500 VOLATILITY RESPONSE SHARES
VSPY
| $2.69M | 0.01% |
48,654
+14,046
| +41% | +$774K |
|
961
PUT
iShares Russell 1000 ETF
IWB
$47.9B
| $2.69M | 0.01% |
22,300
-2,100
| -9% | -$252K |
|
962
PUT
iShares Russell Mid-Cap ETF
IWR
$56.5B
| $2.69M | 0.01% |
61,600
-100,400
| -62% | -$4.35M |
|
|
PARA
963
DELISTED
Paramount Global Class B
PARA
| $2.68M | 0.01% |
48,990
-29,401
| -38% | -$1.56M |
|
964
Invesco Dorsey Wright Momentum ETF
PDP
$1.42B
| $2.68M | 0.01% |
63,250
-196,722
| -76% | -$8.4M |
|
965
PUT
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.9M
| $2.68M | 0.01% |
32
+21
| +191% | +$1.62M |
|
966
CALL
Vanguard FTSE Europe ETF
VGK
$30.2B
| $2.67M | 0.01% |
54,700
-21,900
| -29% | -$1.05M |
|
967
NovaGold Resources
NG
$2.55B
| $2.67M | 0.01% |
475,883
-517,384
| -52% | -$3.22M |
|
|
HES
968
DELISTED
Hess
HES
| $2.66M | 0.01% |
49,689
+40,076
| +417% | +$2.15M |
|
969
Qualcomm
QCOM
$172B
| $2.66M | 0.01% |
38,776
-18,347
| -32% | -$1.12M |
|
970
iShares MSCI Brazil ETF
EWZ
$9.13B
| $2.65M | 0.01% |
78,689
+14,483
| +23% | +$479K |
|
971
iShares MSCI KLD 400 Social ETF
DSI
$5.17B
| $2.65M | 0.01% |
+65,742
| New | +$2.64M |
|
972
Invesco Variable Rate Preferred ETF
VRP
$2.99B
| $2.64M | 0.01% |
103,599
+7,635
| +8% | +$194K |
|
973
Adobe
ADBE
$99B
| $2.63M | 0.01% |
24,262
+12,457
| +106% | +$1.25M |
|
974
Mettler-Toledo International
MTD
$28.1B
| $2.63M | 0.01% |
6,266
-667
| -10% | -$265K |
|
975
PBF Energy
PBF
$7.22B
| $2.62M | 0.01% |
115,786
+98,181
| +558% | +$2.21M |
|
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.