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 | |
|---|---|---|---|---|---|---|
1301
PayPal
PYPL
$50.3B
| $1.81M | 0.01% |
44,221
-20,877
| -32% | -$802K |
|
|
AERI
1302
DELISTED
Aerie Pharmaceuticals
AERI
| $1.81M | 0.01% |
+48,018
| New | +$1.06M |
|
|
RDUS
1303
DELISTED
Radius Health, Inc.
RDUS
| $1.81M | 0.01% |
+33,498
| New | +$1.7M |
|
1304
Seagate
STX
$169B
| $1.81M | 0.01% |
46,965
-46,203
| -50% | -$1.5M |
|
1305
SK Telecom
SKM
$11.8B
| $1.81M | 0.01% |
48,616
+31,216
| +179% | +$1.13M |
|
1306
State Street Ultra Short Term Bond ETF
ULST
$527M
| $1.81M | 0.01% |
45,041
+25,985
| +136% | +$1.04M |
|
1307
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
| $1.81M | 0.01% |
13,936
-56,240
| -80% | -$6.91M |
|
1308
Sibanye-Stillwater
SBSW
$5.93B
| $1.81M | 0.01% |
135,652
-671,957
| -83% | -$10.7M |
|
1309
PUT
Vanguard Information Technology ETF
VGT
$136B
| $1.81M | 0.01% |
120,000
-221,600
| -65% | -$3.21M |
|
1310
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$259M
| $1.8M | 0.01% |
76,314
-74,693
| -49% | -$1.73M |
|
1311
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$339M
| $1.8M | 0.01% |
72,240
-144,870
| -67% | -$3.65M |
|
1312
PUT
Expedia Group
EXPE
$35.5B
| $1.8M | 0.01% |
15,400
-5,200
| -25% | -$588K |
|
1313
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.9M
| $1.8M | 0.01% |
+30,281
| New | +$1.79M |
|
1314
Liberty Broadband Class C
LBRDK
$4.72B
| $1.79M | 0.01% |
+25,090
| New | +$1.68M |
|
|
1315
PUT
PayPal
PYPL
$50.3B
| $1.79M | 0.01% |
43,800
+17,000
| +63% | +$653K |
|
1316
iShares MSCI UAE ETF
UAE
$309M
| $1.79M | 0.01% |
+105,163
| New | +$1.8M |
|
|
CMDT
1317
DELISTED
iShares Commodity Optimized Trust
CMDT
| $1.79M | 0.01% |
50,948
+4,947
| +11% | +$175K |
|
1318
ING
ING
$95.1B
| $1.79M | 0.01% |
144,864
-243,326
| -63% | -$2.83M |
|
1319
PUT
Herbalife
HLF
$1.3B
| $1.78M | 0.01% |
57,600
-47,200
| -45% | -$1.49M |
|
1320
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $1.78M | 0.01% |
15,933
+3,090
| +24% | +$346K |
|
1321
H&R Block
HRB
$5.7B
| $1.78M | 0.01% |
76,963
+41,800
| +119% | +$978K |
|
|
INC
1322
DELISTED
ISHARES U S ETF TRFXD INCOME BALANCED RISK ETF (DE)
INC
| $1.78M | 0.01% |
17,588
-30,554
| -63% | -$3.1M |
|
1323
Incyte
INCY
$26B
| $1.78M | 0.01% |
18,892
+10,063
| +114% | +$848K |
|
1324
CALL
Fortinet
FTNT
$110B
| $1.78M | 0.01% |
241,000
+200,500
| +495% | +$1.4M |
|
|
SMEZ
1325
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $1.78M | 0.01% |
37,513
+3,476
| +10% | +$160K |
|
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.