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 | |
|---|---|---|---|---|---|---|
1376
Kroger
KR
$36.3B
| $1.68M | 0.01% |
56,468
+12,880
| +30% | +$428K |
|
1377
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
| $1.68M | 0.01% |
20,047
-30,431
| -60% | -$2.53M |
|
1378
Post Holdings
POST
$4.27B
| $1.68M | 0.01% |
33,170
-8,364
| -20% | -$459K |
|
|
ICN
1379
DELISTED
WisdomTree Indian Rupee Strategy Fund
ICN
| $1.68M | 0.01% |
77,026
+13,644
| +22% | +$293K |
|
1380
Monster Beverage
MNST
$95.6B
| $1.67M | 0.01% |
68,418
-452,580
| -87% | -$11.7M |
|
|
AET
1381
PUT
DELISTED
Aetna Inc
AET
| $1.67M | 0.01% |
14,500
+600
| +4% | +$70.3K |
|
|
SHPG
1382
DELISTED
Shire pic
SHPG
| $1.67M | 0.01% |
8,636
-284,299
| -97% | -$55.5M |
|
1383
CALL
Vodafone
VOD
$37.7B
| $1.67M | 0.01% |
57,400
+46,200
| +413% | +$1.41M |
|
|
ATVI
1384
CALL
DELISTED
Activision Blizzard
ATVI
| $1.67M | 0.01% |
37,700
-16,700
| -31% | -$700K |
|
1385
iShares JPMorgan EM Corporate Bond ETF
CEMB
$399M
| $1.67M | 0.01% |
32,694
-5,671
| -15% | -$289K |
|
1386
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$699M
| $1.67M | 0.01% |
23,402
-53,555
| -70% | -$3.79M |
|
1387
CALL
ProShares Short Russell2000
RWM
$131M
| $1.67M | 0.01% |
31,000
+1,200
| +4% | +$66.4K |
|
1388
VanEck Uranium + Nuclear Energy ETF
NLR
$3.8B
| $1.67M | 0.01% |
34,272
+26,310
| +330% | +$1.3M |
|
1389
PUT
Micron Technology
MU
$927B
| $1.66M | 0.01% |
93,600
-365,700
| -80% | -$5.58M |
|
1390
PUT
Hershey
HSY
$37.2B
| $1.66M | 0.01% |
17,400
-1,300
| -7% | -$138K |
|
|
WUBA
1391
DELISTED
58.com Inc
WUBA
| $1.66M | 0.01% |
34,885
+18,693
| +115% | +$913K |
|
|
OCLR
1392
DELISTED
Oclaro Inc.
OCLR
| $1.66M | 0.01% |
193,954
+174,690
| +907% | +$1.21M |
|
|
IBDO
1393
DELISTED
iShares iBonds Dec 2023 Term Corporate ETF
IBDO
| $1.66M | 0.01% |
64,438
+52,936
| +460% | +$1.36M |
|
1394
PUT
Johnson & Johnson
JNJ
$643B
| $1.65M | 0.01% |
14,000
-8,700
| -38% | -$1.06M |
|
1395
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.7B
| $1.65M | 0.01% |
50,414
-113,812
| -69% | -$3.69M |
|
1396
Cooper Companies
COO
$14.1B
| $1.65M | 0.01% |
+36,816
| New | +$1.68M |
|
1397
CALL
Direxion Daily Real Estate Bear 3X ETF
DRV
$24.9M
| $1.65M | 0.01% |
2,702
-3,286
| -55% | -$1.92M |
|
1398
B2Gold
BTG
$5.12B
| $1.65M | 0.01% |
625,741
-630,429
| -50% | -$1.87M |
|
|
CLVS
1399
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.64M | 0.01% |
45,606
+25,844
| +131% | +$554K |
|
1400
Verizon
VZ
$201B
| $1.64M | 0.01% |
31,594
-140,532
| -82% | -$7.54M |
|
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.