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 | |
|---|---|---|---|---|---|---|
1601
ProShares Ultra 20+ Year Treasury
UBT
$57.5M
| $1.36M | 0.01% |
+27,960
| New | +$1.38M |
|
|
PAF
1602
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
| $1.35M | 0.01% |
27,776
-1,870
| -6% | -$88.9K |
|
|
PPL
1603
PPL Corp
PPL
$26.9B
| $1.35M | 0.01% |
39,111
-2,873
| -7% | -$103K |
|
|
VIAB
1604
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $1.35M | 0.01% |
35,400
+20,000
| +130% | +$829K |
|
1605
Oshkosh
OSK
$8.9B
| $1.35M | 0.01% |
+24,070
| New | +$1.27M |
|
1606
PUT
GoPro
GPRO
$120M
| $1.35M | 0.01% |
80,700
+55,900
| +225% | +$767K |
|
|
DBGR
1607
DELISTED
Xtrackers MSCI Germany Hedged Equity ETF
DBGR
| $1.35M | 0.01% |
57,530
-44,989
| -44% | -$1.03M |
|
1608
First Trust NASDAQ Cybersecurity ETF
CIBR
$13.9B
| $1.34M | 0.01% |
67,873
+55,358
| +442% | +$1.03M |
|
1609
CALL
ProShares UltraShort MidCap400
MZZ
$2.49M
| $1.34M | 0.01% |
11,275
-13,675
| -55% | -$1.67M |
|
1610
Dolby
DLB
$4.98B
| $1.34M | 0.01% |
24,737
+17,084
| +223% | +$855K |
|
1611
PUT
Vanguard Dividend Appreciation ETF
VIG
$111B
| $1.34M | 0.01% |
16,000
+10,100
| +171% | +$856K |
|
|
VER
1612
DELISTED
VEREIT, Inc.
VER
| $1.34M | 0.01% |
25,914
+19,842
| +327% | +$1.03M |
|
1613
OR Royalties Inc
OR
$5.53B
| $1.34M | 0.01% |
+122,565
| New | +$1.53M |
|
1614
Berkshire Hathaway Class B
BRK.B
$1.1T
| $1.34M | 0.01% |
9,247
-2,757
| -23% | -$403K |
|
|
EUMF
1615
DELISTED
WisdomTree Europe Multifactor Fund
EUMF
| $1.34M | 0.01% |
53,683
+3,746
| +8% | +$92K |
|
1616
A.O. Smith
AOS
$8.55B
| $1.33M | 0.01% |
+27,020
| New | +$1.26M |
|
1617
CALL
Eaton
ETN
$141B
| $1.33M | 0.01% |
+20,300
| New | +$1.31M |
|
|
AUSE
1618
DELISTED
WisdomTree Australia Dividend Fund
AUSE
| $1.33M | 0.01% |
25,158
+8,928
| +55% | +$461K |
|
1619
Barron's 400 ETF
BFOR
$229M
| $1.33M | 0.01% |
164,372
+95,628
| +139% | +$764K |
|
1620
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$736M
| $1.33M | 0.01% |
+28,933
| New | +$1.31M |
|
1621
Arista Networks
ANET
$199B
| $1.33M | 0.01% |
249,568
| – | – |
|
1622
Empire State Realty Trust
ESRT
$998M
| $1.33M | 0.01% |
+63,295
| New | +$1.31M |
|
1623
CALL
Microchip Technology
MCHP
$38.8B
| $1.32M | 0.01% |
42,600
+28,200
| +196% | +$820K |
|
|
JNPR
1624
CALL
DELISTED
Juniper Networks
JNPR
| $1.32M | 0.01% |
55,000
+21,300
| +63% | +$493K |
|
1625
BWX Technologies
BWXT
$14.4B
| $1.32M | 0.01% |
34,347
+3,345
| +11% | +$126K |
|
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.