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 | |
|---|---|---|---|---|---|---|
|
CBPO
851
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $3.08M | 0.01% |
+24,746
| New | +$2.92M |
|
852
Vanguard S&P 500 Growth ETF
VOOG
$25.3B
| $3.08M | 0.01% |
169,092
-9,420
| -5% | -$171K |
|
853
PUT
TJX Companies
TJX
$177B
| $3.07M | 0.01% |
+82,200
| New | +$3.22M |
|
854
Best Buy
BBY
$18.8B
| $3.07M | 0.01% |
80,397
-29,846
| -27% | -$1.05M |
|
|
HEWY
855
DELISTED
iShares Currency Hedged MSCI South Korea ETF
HEWY
| $3.07M | 0.01% |
122,075
-10,809
| -8% | -$265K |
|
856
First Trust Global Tactical Commodity Strategy Fund
FTGC
$2.94B
| $3.06M | 0.01% |
+148,916
| New | +$3.14M |
|
857
CALL
Cheniere Energy
LNG
$52.7B
| $3.06M | 0.01% |
70,200
+43,800
| +166% | +$1.85M |
|
|
RAD
858
DELISTED
Rite Aid Corporation
RAD
| $3.05M | 0.01% |
19,835
+19,216
| +3,104% | +$2.87M |
|
859
Vanguard Financials ETF
VFH
$13.6B
| $3.05M | 0.01% |
61,754
+42,954
| +228% | +$2.12M |
|
860
Eaton
ETN
$150B
| $3.05M | 0.01% |
46,369
+26,928
| +139% | +$1.74M |
|
861
APA Corp
APA
$12.2B
| $3.04M | 0.01% |
47,653
+21,000
| +79% | +$1.15M |
|
862
Invesco FTSE RAFI US 1000 ETF
PRF
$9.83B
| $3.04M | 0.01% |
162,310
-264,685
| -62% | -$4.93M |
|
863
CALL
Vornado Realty Trust
VNO
$7.54B
| $3.04M | 0.01% |
+37,110
| New | +$3.08M |
|
864
CALL
Autodesk
ADSK
$50.4B
| $3.03M | 0.01% |
41,900
+37,900
| +948% | +$2.39M |
|
865
PUT
iShares Russell 1000 Growth ETF
IWF
$119B
| $3.03M | 0.01% |
116,400
-151,600
| -57% | -$3.94M |
|
866
iShares Global Consumer Staples ETF
KXI
$1.08B
| $3.03M | 0.01% |
60,984
-57,714
| -49% | -$2.88M |
|
867
Alcoa
AA
$11.7B
| $3.03M | 0.01% |
124,237
+87,372
| +237% | +$2.13M |
|
868
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $3.03M | 0.01% |
59,914
-94,649
| -61% | -$4.74M |
|
869
Macy's
M
$6.62B
| $3.03M | 0.01% |
81,697
-101,043
| -55% | -$3.66M |
|
870
ProShares UltraShort Materials
SMN
$3.85M
| $3.02M | 0.01% |
+7,819
| New | +$3.06M |
|
871
Invesco S&P 500 High Beta ETF
SPHB
$960M
| $3.02M | 0.01% |
91,721
-125,260
| -58% | -$3.95M |
|
872
WisdomTree International MidCap Dividend Fund
DIM
$165M
| $3.01M | 0.01% |
53,745
+15,981
| +42% | +$882K |
|
|
DSLV
873
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
| $3.01M | 0.01% |
+146,451
| New | +$2.92M |
|
874
CALL
Norfolk Southern
NSC
$76.9B
| $3.01M | 0.01% |
31,000
+24,000
| +343% | +$2.18M |
|
|
875
PUT
APA Corp
APA
$12.2B
| $3.01M | 0.01% |
47,100
+29,300
| +165% | +$1.6M |
|
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.