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 | |
|---|---|---|---|---|---|---|
|
CHK
1126
DELISTED
Chesapeake Energy Corporation
CHK
| $2.2M | 0.01% |
1,752
-15
| -0.8% | -$17.3K |
|
1127
CALL
Johnson & Johnson
JNJ
$643B
| $2.2M | 0.01% |
18,600
-42,100
| -69% | -$5.11M |
|
|
WR
1128
DELISTED
Westar Energy Inc
WR
| $2.19M | 0.01% |
38,667
-953
| -2% | -$52.7K |
|
1129
Ambarella
AMBA
$3.03B
| $2.19M | 0.01% |
29,793
+1,924
| +7% | +$121K |
|
|
OPLN
1130
Openlane
OPLN
$4.27B
| $2.19M | 0.01% |
+134,251
| New | +$2.14M |
|
1131
Transocean
RIG
$5.52B
| $2.19M | 0.01% |
205,379
+124,163
| +153% | +$1.31M |
|
1132
CALL
Weibo
WB
$1.95B
| $2.19M | 0.01% |
43,630
+36,430
| +506% | +$1.51M |
|
|
DNO
1133
PUT
DELISTED
United States Short Oil Fund
DNO
| $2.19M | 0.01% |
32,000
+16,600
| +108% | +$1.21M |
|
1134
Ventas
VTR
$47.7B
| $2.19M | 0.01% |
30,955
-8,182
| -21% | -$594K |
|
1135
ProShares Ultra Energy
DIG
$77.4M
| $2.19M | 0.01% |
45,454
+13,752
| +43% | +$631K |
|
1136
PUT
Starbucks
SBUX
$118B
| $2.18M | 0.01% |
40,300
-79,800
| -66% | -$4.46M |
|
|
GSC
1137
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
| $2.18M | 0.01% |
101,534
+11,789
| +13% | +$250K |
|
1138
CALL
Mastercard
MA
$497B
| $2.18M | 0.01% |
21,400
-25,200
| -54% | -$2.42M |
|
1139
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.87B
| $2.18M | 0.01% |
+40,370
| New | +$2.13M |
|
1140
iShares Russell 2000 Value ETF
IWN
$14.5B
| $2.17M | 0.01% |
20,722
+3,211
| +18% | +$329K |
|
1141
PUT
Direxion Daily FTSE China Bear 3X ETF
YANG
$89M
| $2.17M | 0.01% |
757
-1,162
| -61% | -$3.86M |
|
1142
CALL
Goodyear
GT
$2.12B
| $2.17M | 0.01% |
67,100
+43,900
| +189% | +$1.28M |
|
1143
Nu Skin
NUS
$255M
| $2.16M | 0.01% |
33,394
+16,418
| +97% | +$923K |
|
1144
eBay
EBAY
$52.1B
| $2.16M | 0.01% |
65,580
-6,146
| -9% | -$186K |
|
|
CYBR
1145
PUT
DELISTED
CyberArk
CYBR
| $2.16M | 0.01% |
43,500
+30,100
| +225% | +$1.6M |
|
|
DRR
1146
DELISTED
Market Vectors Double Short Euro ETN
DRR
| $2.16M | 0.01% |
38,721
+15,951
| +70% | +$897K |
|
1147
PUT
T. Rowe Price
TROW
$26.1B
| $2.15M | 0.01% |
+32,400
| New | +$2.26M |
|
1148
PUT
Cummins
CMI
$88.5B
| $2.15M | 0.01% |
16,800
+500
| +3% | +$60.7K |
|
|
DRE
1149
DELISTED
Duke Realty Corp.
DRE
| $2.15M | 0.01% |
78,703
+67,671
| +613% | +$1.87M |
|
|
EMSD
1150
DELISTED
WisdomTree Strong Dollar Emerging Markets Equity Fund
EMSD
| $2.15M | 0.01% |
82,665
+66,244
| +403% | +$1.69M |
|
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.