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 | |
|---|---|---|---|---|---|---|
|
NUVA
1526
DELISTED
NuVasive, Inc.
NUVA
| $1.47M | 0.01% |
+22,034
| New | +$1.4M |
|
1527
Xylem
XYL
$28.5B
| $1.47M | 0.01% |
27,951
-27,097
| -49% | -$1.33M |
|
|
FLAT
1528
DELISTED
iPath US Treasury Flattener ETN
FLAT
| $1.47M | 0.01% |
23,332
+1,812
| +8% | +$116K |
|
1529
PUT
Blackstone
BX
$104B
| $1.47M | 0.01% |
57,400
-11,900
| -17% | -$314K |
|
1530
First Trust Alerian US NextGen Infrastructure ETF
RBLD
$55.7M
| $1.47M | 0.01% |
30,226
+6,443
| +27% | +$304K |
|
|
JWN
1531
PUT
DELISTED
Nordstrom
JWN
| $1.46M | 0.01% |
28,200
-3,800
| -12% | -$179K |
|
1532
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$347M
| $1.46M | 0.01% |
52,401
-22,703
| -30% | -$615K |
|
1533
Thor Industries
THO
$4.06B
| $1.46M | 0.01% |
+17,239
| New | +$1.34M |
|
1534
ProShares UltraShort Silver
ZSL
$67M
| $1.46M | 0.01% |
+321
| New | +$1.44M |
|
1535
LyondellBasell Industries
LYB
$19.5B
| $1.46M | 0.01% |
18,086
-6,902
| -28% | -$533K |
|
1536
Cirrus Logic
CRUS
$6.76B
| $1.46M | 0.01% |
27,369
+21,136
| +339% | +$1.02M |
|
1537
CenterPoint Energy
CNP
$28.3B
| $1.45M | 0.01% |
62,419
-15,598
| -20% | -$364K |
|
1538
Starwood Property Trust
STWD
$6.12B
| $1.45M | 0.01% |
+64,407
| New | +$1.42M |
|
1539
Honeywell
HON
$76.4B
| $1.45M | 0.01% |
13,828
-3,124
| -18% | -$326K |
|
1540
Invesco Aerospace & Defense ETF
PPA
$8.07B
| $1.45M | 0.01% |
37,320
+30,601
| +455% | +$1.18M |
|
|
TUP
1541
DELISTED
Tupperware Brands Corporation
TUP
| $1.44M | 0.01% |
22,053
+17,579
| +393% | +$1.11M |
|
|
SPIL
1542
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $1.44M | 0.01% |
194,910
+164,238
| +535% | +$1.22M |
|
1543
PUT
Macy's
M
$6.51B
| $1.44M | 0.01% |
38,900
-3,800
| -9% | -$138K |
|
1544
PUT
United Airlines
UAL
$38.8B
| $1.44M | 0.01% |
27,400
-13,000
| -32% | -$625K |
|
|
STPP
1545
DELISTED
iPath US Treasury Steepener ETN
STPP
| $1.44M | 0.01% |
+47,129
| New | +$1.44M |
|
|
WBIB
1546
DELISTED
WBI BullBear Value 2000 ETF
WBIB
| $1.44M | 0.01% |
64,810
-1,553
| -2% | -$34.2K |
|
1547
ProShares Ultra MidCap400
MVV
$150M
| $1.43M | 0.01% |
+52,089
| New | +$1.42M |
|
1548
PUT
Palo Alto Networks
PANW
$256B
| $1.43M | 0.01% |
54,000
-169,200
| -76% | -$3.86M |
|
1549
PUT
AB InBev
BUD
$164B
| $1.43M | 0.01% |
10,900
-1,300
| -11% | -$164K |
|
1550
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.63B
| $1.43M | 0.01% |
45,495
+28,008
| +160% | +$885K |
|
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.