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 | |
|---|---|---|---|---|---|---|
1551
Energous
WATT
$73.7M
| $1.43M | 0.01% |
122
+85
| +230% | +$758K |
|
1552
CALL
PayPal
PYPL
$51.2B
| $1.43M | 0.01% |
34,900
-262,700
| -88% | -$10.1M |
|
1553
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.86B
| $1.43M | 0.01% |
+38,859
| New | +$1.4M |
|
1554
3D Systems Corp
DDD
$413M
| $1.43M | 0.01% |
79,410
+61,344
| +340% | +$920K |
|
1555
CALL
D.R. Horton
DHI
$41.7B
| $1.43M | 0.01% |
47,200
+37,700
| +397% | +$1.21M |
|
1556
ProShares Trust UltraShort MSCI EAFE
EFU
$1.23M
| $1.42M | 0.01% |
+20,240
| New | +$1.5M |
|
1557
PUT
Avis
CAR
$5.3B
| $1.42M | 0.01% |
41,600
+31,900
| +329% | +$1.16M |
|
1558
Wheaton Precious Metals
WPM
$50.3B
| $1.42M | 0.01% |
52,419
-92,010
| -64% | -$2.53M |
|
|
PTM
1559
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
| $1.42M | 0.01% |
128,857
+25,425
| +25% | +$299K |
|
1560
PUT
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
| $1.42M | 0.01% |
32,400
+4,000
| +14% | +$176K |
|
|
WFM
1561
PUT
DELISTED
Whole Foods Market Inc
WFM
| $1.42M | 0.01% |
49,900
-23,500
| -32% | -$723K |
|
1562
Oceaneering
OII
$4.75B
| $1.41M | 0.01% |
51,374
+3,876
| +8% | +$107K |
|
|
DVYL
1563
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
| $1.41M | 0.01% |
24,830
+18,566
| +296% | +$1.06M |
|
|
CN
1564
DELISTED
Xtrackers MSCI All China Equity ETF
CN
| $1.41M | 0.01% |
45,303
+23,663
| +109% | +$716K |
|
|
SRC
1565
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.41M | 0.01% |
23,618
+18,788
| +389% | +$1.12M |
|
1566
Shake Shack
SHAK
$2.58B
| $1.41M | 0.01% |
+40,620
| New | +$1.5M |
|
|
XLFS
1567
DELISTED
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO
XLFS
| $1.41M | 0.01% |
31,213
+21,054
| +207% | +$948K |
|
1568
Vale
VALE
$62.9B
| $1.4M | 0.01% |
253,645
-487,664
| -66% | -$2.68M |
|
1569
Republic Services
RSG
$67.5B
| $1.4M | 0.01% |
+27,802
| New | +$1.42M |
|
1570
Duke Energy
DUK
$101B
| $1.4M | 0.01% |
17,480
-5,810
| -25% | -$481K |
|
1571
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $1.4M | 0.01% |
55,082
-5,954
| -10% | -$151K |
|
1572
Kinross Gold
KGC
$28.1B
| $1.4M | 0.01% |
332,130
+130,219
| +64% | +$628K |
|
1573
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$390M
| $1.4M | 0.01% |
28,731
+16,371
| +132% | +$801K |
|
|
YHOO
1574
CALL
DELISTED
Yahoo Inc
YHOO
| $1.39M | 0.01% |
32,300
-277,800
| -90% | -$11.4M |
|
1575
Akamai
AKAM
$16B
| $1.39M | 0.01% |
26,245
+19,800
| +307% | +$1.06M |
|
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.