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 | |
|---|---|---|---|---|---|---|
826
CALL
Home Depot
HD
$345B
| $3.23M | 0.02% |
25,100
-31,100
| -55% | -$4.14M |
|
|
KNOW
827
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
| $3.23M | 0.02% |
86,752
+41,068
| +90% | +$1.54M |
|
828
WisdomTree US LargeCap Fund
EPS
$1.57B
| $3.22M | 0.02% |
132,660
-2,829
| -2% | -$68.3K |
|
|
K
829
PUT
DELISTED
Kellanova
K
| $3.21M | 0.02% |
44,198
-20,661
| -32% | -$1.58M |
|
830
CALL
Vanguard Mid-Cap ETF
VO
$107B
| $3.21M | 0.02% |
99,200
+13,600
| +16% | +$436K |
|
|
RESP
831
DELISTED
WisdomTree U.S. ESG Fund
RESP
| $3.2M | 0.02% |
128,199
+30,363
| +31% | +$753K |
|
832
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$233M
| $3.19M | 0.02% |
712
-1,326
| -65% | -$5.04M |
|
833
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$703M
| $3.18M | 0.02% |
983
-2,822
| -74% | -$10.6M |
|
834
PUT
First Trust Natural Gas ETF
FCG
$619M
| $3.18M | 0.02% |
120,300
+80,500
| +202% | +$2.03M |
|
|
SE
835
DELISTED
Spectra Energy Corp Wi
SE
| $3.17M | 0.02% |
74,228
+55,477
| +296% | +$2.11M |
|
|
836
First Trust Natural Gas ETF
FCG
$619M
| $3.17M | 0.02% |
119,914
+104,606
| +683% | +$2.63M |
|
837
AbbVie
ABBV
$469B
| $3.16M | 0.02% |
50,110
+29,080
| +138% | +$1.88M |
|
|
SSRI
838
DELISTED
Silver Standard Resources
SSRI
| $3.16M | 0.02% |
261,743
+50,857
| +24% | +$686K |
|
839
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.84B
| $3.14M | 0.02% |
83,629
-358,702
| -81% | -$13.5M |
|
840
Magna International
MGA
$18.5B
| $3.14M | 0.02% |
73,162
+39,452
| +117% | +$1.55M |
|
841
Southern Company
SO
$111B
| $3.14M | 0.02% |
61,122
-149,870
| -71% | -$7.89M |
|
842
PUT
Vanguard Growth ETF
VUG
$214B
| $3.13M | 0.02% |
167,400
+132,000
| +373% | +$2.46M |
|
|
JO
843
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $3.13M | 0.02% |
+140,700
| New | +$3.07M |
|
844
Invesco S&P International Developed Low Volatility ETF
IDLV
$343M
| $3.13M | 0.02% |
102,086
+40,834
| +67% | +$1.25M |
|
845
Synchrony
SYF
$24.8B
| $3.12M | 0.02% |
+111,533
| New | +$3.06M |
|
846
VanEck Vietnam ETF
VNM
$477M
| $3.12M | 0.01% |
206,472
-3,692
| -2% | -$55.1K |
|
847
PUT
Twilio
TWLO
$29.3B
| $3.11M | 0.01% |
+48,300
| New | +$2.41M |
|
|
TIF
848
PUT
DELISTED
Tiffany & Co.
TIF
| $3.1M | 0.01% |
42,700
+22,500
| +111% | +$1.5M |
|
849
iShares Morningstar Growth ETF
ILCG
$3.04B
| $3.08M | 0.01% |
126,520
+49,410
| +64% | +$1.2M |
|
850
CALL
Deutsche Bank
DB
$67.2B
| $3.08M | 0.01% |
263,536
+200,592
| +319% | +$2.46M |
|
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.