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 | |
|---|---|---|---|---|---|---|
|
NRF
2876
DELISTED
NorthStar Realty Finance Corp.
NRF
| $449K | ﹤0.01% |
34,118
+22,238
| +187% | +$287K |
|
2877
CALL
Realty Income
O
$59.2B
| $448K | ﹤0.01% |
6,914
+2,167
| +46% | +$143K |
|
2878
PUT
Rio Tinto
RIO
$156B
| $448K | ﹤0.01% |
13,400
-19,100
| -59% | -$609K |
|
2879
Rexford Industrial Realty
REXR
$8.46B
| $447K | ﹤0.01% |
+19,517
| New | +$432K |
|
|
MLPY
2880
DELISTED
Morgan Stanley Cushing MLP High Income Index ETN
MLPY
| $447K | ﹤0.01% |
56,086
+43,970
| +363% | +$350K |
|
|
TFCFA
2881
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $446K | ﹤0.01% |
18,416
-29,045
| -61% | -$743K |
|
|
SPLX
2882
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
| $446K | ﹤0.01% |
12,652
+689
| +6% | +$23.7K |
|
2883
Enovis
ENOV
$1.64B
| $445K | ﹤0.01% |
8,220
+2,282
| +38% | +$115K |
|
|
VCO
2884
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
| $445K | ﹤0.01% |
12,739
-531
| -4% | -$17.9K |
|
2885
PUT
Consolidated Edison
ED
$40.2B
| $444K | ﹤0.01% |
5,900
-6,400
| -52% | -$497K |
|
2886
PUT
Smith & Wesson
SWBI
$653M
| $444K | ﹤0.01% |
+21,727
| New | +$475K |
|
2887
Tetra Tech
TTEK
$8.37B
| $444K | ﹤0.01% |
+62,590
| New | +$424K |
|
2888
Bread Financial
BFH
$4.39B
| $443K | ﹤0.01% |
2,585
+966
| +60% | +$164K |
|
2889
WEC Energy
WEC
$35.6B
| $443K | ﹤0.01% |
7,391
-38,750
| -84% | -$2.42M |
|
2890
iShares US Utilities ETF
IDU
$1.36B
| $442K | ﹤0.01% |
+7,208
| New | +$457K |
|
|
SBNY
2891
DELISTED
Signature Bank
SBNY
| $442K | ﹤0.01% |
+3,732
| New | +$449K |
|
2892
Owens Corning
OC
$11.1B
| $441K | ﹤0.01% |
8,264
+2,067
| +33% | +$111K |
|
2893
SAP
SAP
$209B
| $441K | ﹤0.01% |
4,824
-1,621
| -25% | -$139K |
|
|
HRC
2894
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $441K | ﹤0.01% |
+7,118
| New | +$401K |
|
2895
CALL
Newmont
NEM
$97.1B
| $440K | ﹤0.01% |
11,200
-404,100
| -97% | -$16.8M |
|
|
MTGE
2896
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $440K | ﹤0.01% |
+25,578
| New | +$431K |
|
2897
CALL
GameStop
GME
$9.74B
| $439K | ﹤0.01% |
63,600
-342,800
| -84% | -$2.5M |
|
2898
Stanley Black & Decker
SWK
$14.3B
| $439K | ﹤0.01% |
3,572
+1,494
| +72% | +$180K |
|
2899
Canadian Solar
CSIQ
$986M
| $438K | ﹤0.01% |
31,883
+1,565
| +5% | +$21.5K |
|
2900
Enel Chile
ENIC
$6.2B
| $438K | ﹤0.01% |
+94,813
| New | +$523K |
|
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.