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 | |
|---|---|---|---|---|---|---|
1501
ProShares UltraPro Short S&P 500
SPXU
$428M
| $1.5M | 0.01% |
162
+108
| +200% | +$1.02M |
|
1502
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$17.5M
| $1.5M | 0.01% |
+32,999
| New | +$1.56M |
|
1503
Vanguard Total International Bond ETF
BNDX
$82B
| $1.5M | 0.01% |
+26,764
| New | +$1.5M |
|
1504
Albemarle
ALB
$13.4B
| $1.5M | 0.01% |
17,537
-12,601
| -42% | -$1.04M |
|
1505
Equinor
EQNR
$96.9B
| $1.5M | 0.01% |
89,250
-54,522
| -38% | -$886K |
|
1506
iShares US Energy ETF
IYE
$1.72B
| $1.5M | 0.01% |
38,361
+30,389
| +381% | +$1.16M |
|
|
DXJF
1507
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
| $1.5M | 0.01% |
78,588
+37,972
| +93% | +$705K |
|
1508
US Commodity Index
USCI
$369M
| $1.49M | 0.01% |
+35,928
| New | +$1.51M |
|
1509
Veeva Systems
VEEV
$33.9B
| $1.49M | 0.01% |
35,994
+12,709
| +55% | +$493K |
|
1510
CALL
Delta Air Lines
DAL
$57.2B
| $1.48M | 0.01% |
37,700
-219,500
| -85% | -$8.31M |
|
1511
Invesco Total Return Bond ETF
GTO
$2.42B
| $1.48M | 0.01% |
28,270
+2,289
| +9% | +$120K |
|
|
NFO
1512
DELISTED
Invesco Insider Sentiment ETF
NFO
| $1.48M | 0.01% |
29,625
+13,624
| +85% | +$680K |
|
1513
Johnson Controls International
JCI
$84.1B
| $1.48M | 0.01% |
31,832
+20,760
| +188% | +$962K |
|
|
EXK
1514
Endeavour Silver
EXK
$2.2B
| $1.48M | 0.01% |
288,419
-158,374
| -35% | -$791K |
|
1515
PUT
American International
AIG
$42.7B
| $1.48M | 0.01% |
24,900
-15,600
| -39% | -$891K |
|
1516
PUT
Kroger
KR
$36.9B
| $1.48M | 0.01% |
49,800
+36,400
| +272% | +$1.21M |
|
1517
PUT
Teva Pharmaceuticals
TEVA
$39.1B
| $1.48M | 0.01% |
32,100
+15,900
| +98% | +$830K |
|
1518
InterDigital
IDCC
$6.8B
| $1.48M | 0.01% |
+18,622
| New | +$1.24M |
|
|
MASI
1519
DELISTED
Masimo
MASI
| $1.48M | 0.01% |
+24,800
| New | +$1.4M |
|
1520
PUT
Diageo
DEO
$49.6B
| $1.47M | 0.01% |
12,700
-80,100
| -86% | -$9.16M |
|
1521
PUT
Phillips 66
PSX
$83.5B
| $1.47M | 0.01% |
18,300
-20,400
| -53% | -$1.59M |
|
1522
FlexShares Quality Dividend Defensive Index Fund
QDEF
$547M
| $1.47M | 0.01% |
39,120
+26,092
| +200% | +$985K |
|
1523
Ultrapar
UGP
$6.72B
| $1.47M | 0.01% |
134,446
-91,720
| -41% | -$1.03M |
|
1524
PUT
Five Below
FIVE
$11.7B
| $1.47M | 0.01% |
+36,500
| New | +$1.69M |
|
1525
Pembina Pipeline
PBA
$29.3B
| $1.47M | 0.01% |
48,259
+37,651
| +355% | +$1.13M |
|
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.