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 | |
|---|---|---|---|---|---|---|
976
American Express
AXP
$227B
| $2.62M | 0.01% |
40,849
-377
| -0.9% | -$24.2K |
|
977
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
| $2.62M | 0.01% |
84,500
-9,500
| -10% | -$294K |
|
978
PUT
Mastercard
MA
$497B
| $2.62M | 0.01% |
25,700
+1,200
| +5% | +$115K |
|
979
Idexx Laboratories
IDXX
$44.9B
| $2.61M | 0.01% |
23,193
+16,569
| +250% | +$1.75M |
|
980
WisdomTree New Economy Real Estate Fund
WTRE
$15.5M
| $2.61M | 0.01% |
90,765
+51,106
| +129% | +$1.46M |
|
|
KBND
981
DELISTED
KraneShares Bloomberg China Bond Inclusion Index ETF
KBND
| $2.61M | 0.01% |
78,295
+38,641
| +97% | +$1.29M |
|
982
CALL
Herbalife
HLF
$1.3B
| $2.61M | 0.01% |
84,200
+46,600
| +124% | +$1.47M |
|
|
OIL
983
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $2.6M | 0.01% |
+446,800
| New | +$2.52M |
|
984
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.83B
| $2.6M | 0.01% |
61,170
+13,566
| +28% | +$579K |
|
985
Bank of Montreal
BMO
$127B
| $2.6M | 0.01% |
39,596
-24,531
| -38% | -$1.59M |
|
986
CALL
McDonald's
MCD
$194B
| $2.6M | 0.01% |
22,500
-29,100
| -56% | -$3.45M |
|
987
iShares International Select Dividend ETF
IDV
$8.28B
| $2.6M | 0.01% |
86,572
+13,459
| +18% | +$398K |
|
|
MAG
988
DELISTED
MAG Silver
MAG
| $2.59M | 0.01% |
171,879
+50,612
| +42% | +$797K |
|
989
VanEck Steel ETF
SLX
$167M
| $2.59M | 0.01% |
83,516
+55,432
| +197% | +$1.69M |
|
|
RENX
990
DELISTED
RELX N.V.
RENX
| $2.59M | 0.01% |
145,079
+130,967
| +928% | +$2.32M |
|
991
CALL
Kraft Heinz
KHC
$32.4B
| $2.58M | 0.01% |
+28,800
| New | +$2.55M |
|
992
BCE
BCE
$20.3B
| $2.58M | 0.01% |
55,766
-56,980
| -51% | -$2.7M |
|
993
VanEck Environmental Services ETF
EVX
$100M
| $2.58M | 0.01% |
184,650
-27,780
| -13% | -$386K |
|
|
WBA
994
DELISTED
Walgreens Boots Alliance
WBA
| $2.57M | 0.01% |
31,918
-58,643
| -65% | -$4.78M |
|
995
PUT
iShares MSCI United Kingdom ETF
EWU
$4.09B
| $2.57M | 0.01% |
81,100
-1,192,800
| -94% | -$37.3M |
|
996
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$361M
| $2.56M | 0.01% |
735
+406
| +123% | +$1.98M |
|
997
Fortuna Silver Mines
FSM
$2.55B
| $2.56M | 0.01% |
353,828
+142,811
| +68% | +$1.19M |
|
998
iShares Silver Trust
SLV
$27.6B
| $2.56M | 0.01% |
140,761
-110,287
| -44% | -$2.05M |
|
999
iShares S&P 500 Growth ETF
IVW
$71.9B
| $2.56M | 0.01% |
84,096
+46,388
| +123% | +$1.41M |
|
1000
CALL
Fastenal
FAST
$55.2B
| $2.55M | 0.01% |
244,400
+216,400
| +773% | +$2.3M |
|
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.