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 | |
|---|---|---|---|---|---|---|
776
CALL
Salesforce
CRM
$142B
| $3.57M | 0.02% |
50,100
-7,300
| -13% | -$569K |
|
777
Lam Research
LRCX
$365B
| $3.56M | 0.02% |
375,670
+93,230
| +33% | +$848K |
|
778
Medtronic
MDT
$108B
| $3.55M | 0.02% |
41,097
-38,697
| -48% | -$3.37M |
|
779
Trip.com Group
TCOM
$28.2B
| $3.55M | 0.02% |
76,184
-45,894
| -38% | -$2.04M |
|
|
PXD
780
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.55M | 0.02% |
19,100
+6,600
| +53% | +$1.12M |
|
781
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$558M
| $3.54M | 0.02% |
57,600
+33,700
| +141% | +$1.95M |
|
782
Gen Digital
GEN
$16.1B
| $3.54M | 0.02% |
141,113
+85,550
| +154% | +$1.95M |
|
783
iShares MSCI Denmark ETF
EDEN
$201M
| $3.54M | 0.02% |
63,708
-38,757
| -38% | -$2.17M |
|
784
Opko Health
OPK
$936M
| $3.53M | 0.02% |
333,634
+234,647
| +237% | +$2.34M |
|
785
iShares Morningstar Small-Cap Growth ETF
ISCG
$975M
| $3.53M | 0.02% |
146,904
+87,654
| +148% | +$2.08M |
|
|
KITE
786
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $3.52M | 0.02% |
63,100
+42,300
| +203% | +$2.36M |
|
787
CALL
iShares Global 100 ETF
IOO
$8.68B
| $3.52M | 0.02% |
94,000
+85,200
| +968% | +$3.16M |
|
|
788
PUT
SPDR Gold Trust
GLD
$132B
| $3.52M | 0.02% |
+28,000
| New | +$3.57M |
|
789
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
| $3.51M | 0.02% |
+70,940
| New | +$3.5M |
|
790
WisdomTree US SmallCap Earnings Fund
EES
$721M
| $3.51M | 0.02% |
123,924
+41,097
| +50% | +$1.14M |
|
791
CALL
Citigroup
C
$223B
| $3.49M | 0.02% |
73,800
-429,500
| -85% | -$19.5M |
|
792
iShares Global Healthcare ETF
IXJ
$4.08B
| $3.48M | 0.02% |
69,104
-77,192
| -53% | -$3.97M |
|
793
WisdomTree Dynamic International Equity Fund
DDWM
$1.48B
| $3.48M | 0.02% |
133,973
+54,455
| +68% | +$1.39M |
|
|
HES
794
PUT
DELISTED
Hess
HES
| $3.46M | 0.02% |
64,600
+51,300
| +386% | +$2.75M |
|
795
Invesco S&P 500 Top 50 ETF
XLG
$10.4B
| $3.46M | 0.02% |
226,610
+113,220
| +100% | +$1.73M |
|
|
RIC
796
DELISTED
Richmont Mines Inc.
RIC
| $3.46M | 0.02% |
343,926
+333,404
| +3,169% | +$3.33M |
|
797
PUT
General Mills
GIS
$19.5B
| $3.44M | 0.02% |
53,900
+47,100
| +693% | +$3.28M |
|
798
PUT
Yelp
YELP
$1.45B
| $3.44M | 0.02% |
82,400
+69,300
| +529% | +$2.43M |
|
799
J.M. Smucker
SJM
$12.9B
| $3.43M | 0.02% |
25,320
+4,911
| +24% | +$721K |
|
800
iShares Semiconductor ETF
SOXX
$42.7B
| $3.43M | 0.02% |
91,086
-2,874
| -3% | -$100K |
|
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.