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 | |
|---|---|---|---|---|---|---|
|
ADRU
1851
DELISTED
Invesco BLDRS Europe Select ADR Index Fund
ADRU
| $1.08M | 0.01% |
55,538
+10,938
| +25% | +$215K |
|
1852
FirstEnergy
FE
$28.4B
| $1.08M | 0.01% |
32,603
-8,854
| -21% | -$301K |
|
1853
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.68B
| $1.08M | 0.01% |
20,638
+9,286
| +82% | +$484K |
|
1854
PUT
AbbVie
ABBV
$465B
| $1.08M | 0.01% |
17,100
-24,500
| -59% | -$1.59M |
|
1855
CALL
Agnico Eagle Mines
AEM
$72.2B
| $1.08M | 0.01% |
+19,900
| New | +$1.1M |
|
1856
Paycom
PAYC
$7.88B
| $1.08M | 0.01% |
+21,496
| New | +$1.05M |
|
1857
ARK Innovation ETF
ARKK
$5.59B
| $1.08M | 0.01% |
48,531
+14,292
| +42% | +$298K |
|
1858
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
| $1.07M | 0.01% |
40,000
-240,400
| -86% | -$6.35M |
|
1859
Vanguard Total Stock Market ETF
VTI
$646B
| $1.07M | 0.01% |
9,657
-39,527
| -80% | -$4.38M |
|
1860
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
| $1.07M | 0.01% |
13,163
-27,461
| -68% | -$2.14M |
|
1861
Nasdaq
NDAQ
$53.4B
| $1.07M | 0.01% |
47,721
+2,001
| +4% | +$46.2K |
|
|
PE
1862
DELISTED
PARSLEY ENERGY INC
PE
| $1.07M | 0.01% |
+32,047
| New | +$1M |
|
|
HAKK
1863
DELISTED
Direxion Daily Cyber Security & IT Bull 2X Shares
HAKK
| $1.07M | 0.01% |
28,486
+2,774
| +11% | +$96.8K |
|
|
FLG
1864
PUT
Flagstar Bank National Association
FLG
$5.87B
| $1.07M | 0.01% |
25,133
+17,833
| +244% | +$784K |
|
1865
PUT
Cisco
CSCO
$443B
| $1.07M | 0.01% |
33,800
-12,300
| -27% | -$378K |
|
|
MENV
1866
DELISTED
AdvisorShares North Square McKee ESG Core Bond ETF
MENV
| $1.07M | 0.01% |
41,175
+23,683
| +135% | +$614K |
|
1867
Mitsubishi UFJ Financial
MUFG
$247B
| $1.07M | 0.01% |
211,336
+118,245
| +127% | +$597K |
|
|
K
1868
DELISTED
Kellanova
K
| $1.06M | 0.01% |
14,644
-58,823
| -80% | -$4.5M |
|
1869
CALL
VF Corp
VFC
$5.92B
| $1.06M | 0.01% |
+20,178
| New | +$1.17M |
|
1870
iShares US Home Construction ETF
ITB
$2.32B
| $1.06M | 0.01% |
38,640
+20,438
| +112% | +$585K |
|
1871
CALL
ProShares UltraPro Short Dow 30
SDOW
$170M
| $1.06M | 0.01% |
313
-562
| -64% | -$1.92M |
|
1872
Waters Corp
WAT
$37.3B
| $1.06M | 0.01% |
6,713
+3,924
| +141% | +$607K |
|
|
BID
1873
DELISTED
Sotheby's
BID
| $1.06M | 0.01% |
+27,986
| New | +$990K |
|
1874
ProShares Ultra MSCI Emerging Markets
EET
$31.4M
| $1.06M | 0.01% |
18,015
-809
| -4% | -$45.6K |
|
1875
Prospect Capital
PSEC
$1.08B
| $1.06M | 0.01% |
+131,151
| New | +$1.08M |
|
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.