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 | |
|---|---|---|---|---|---|---|
1651
Dell
DELL
$239B
| $1.28M | 0.01% |
+95,548
| New | +$1.3M |
|
1652
CALL
Comcast
CMCSA
$87.3B
| $1.28M | 0.01% |
38,600
+16,200
| +72% | +$539K |
|
|
MOMO
1653
CALL
Hello Group
MOMO
$867M
| $1.28M | 0.01% |
56,900
-18,800
| -25% | -$333K |
|
1654
iShares US Financials ETF
IYF
$4.65B
| $1.28M | 0.01% |
28,422
+14,704
| +107% | +$659K |
|
|
QEP
1655
DELISTED
QEP RESOURCES, INC.
QEP
| $1.28M | 0.01% |
65,460
+33,797
| +107% | +$623K |
|
1656
PUT
Prudential Financial
PRU
$42.6B
| $1.27M | 0.01% |
15,600
-3,700
| -19% | -$284K |
|
1657
Workday
WDAY
$41.5B
| $1.27M | 0.01% |
+13,863
| New | +$1.16M |
|
1658
DaVita
DVA
$15.5B
| $1.27M | 0.01% |
+19,219
| New | +$1.35M |
|
1659
PUT
ProShares UltraShort Gold
GLL
$127M
| $1.27M | 0.01% |
4,525
+3,450
| +321% | +$946K |
|
1660
CALL
Stryker
SYK
$135B
| $1.27M | 0.01% |
+10,900
| New | +$1.27M |
|
1661
Cracker Barrel
CBRL
$1.26B
| $1.27M | 0.01% |
+9,581
| New | +$1.47M |
|
1662
State Street SPDR S&P North American Natural Resources ETF
NANR
$746M
| $1.26M | 0.01% |
36,955
+24,482
| +196% | +$843K |
|
|
XLNX
1663
CALL
DELISTED
Xilinx Inc
XLNX
| $1.26M | 0.01% |
+23,200
| New | +$1.19M |
|
1664
PUT
Energy Transfer Partners
ET
$69.5B
| $1.26M | 0.01% |
75,000
-395,200
| -84% | -$6.67M |
|
1665
PUT
Royal Caribbean
RCL
$86.8B
| $1.26M | 0.01% |
16,800
+13,100
| +354% | +$923K |
|
1666
PUT
Halliburton
HAL
$26.1B
| $1.26M | 0.01% |
28,000
+11,400
| +69% | +$498K |
|
1667
CALL
Westlake Corp
WLK
$9.26B
| $1.26M | 0.01% |
+23,500
| New | +$1.13M |
|
1668
Martin Marietta Materials
MLM
$34.2B
| $1.25M | 0.01% |
7,007
-5,594
| -44% | -$1.07M |
|
1669
Papa John's
PZZA
$1.01B
| $1.25M | 0.01% |
+15,913
| New | +$1.19M |
|
1670
Realty Income
O
$61.1B
| $1.25M | 0.01% |
19,326
+4,867
| +34% | +$321K |
|
|
GLCN
1671
DELISTED
VanEck China Growth Leaders ETF
GLCN
| $1.25M | 0.01% |
32,611
+3,853
| +13% | +$149K |
|
|
HGI
1672
DELISTED
Invesco Zacks International Multi-Asset Income ETF
HGI
| $1.25M | 0.01% |
82,310
+13,523
| +20% | +$203K |
|
1673
First Trust Multi Cap Value AlphaDEX Fund
FAB
$165M
| $1.25M | 0.01% |
27,466
+20,180
| +277% | +$905K |
|
1674
Amplify BlueStar Israel Technology ETF
ITEQ
$109M
| $1.25M | 0.01% |
48,759
+29,473
| +153% | +$745K |
|
1675
PUT
Labcorp
LH
$25.2B
| $1.25M | 0.01% |
+10,592
| New | +$1.25M |
|
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.