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 | |
|---|---|---|---|---|---|---|
|
CEO
226
DELISTED
CNOOC Limited
CEO
| $14.9M | 0.07% |
117,457
+115,823
| +7,088% | +$14.2M |
|
227
CALL
Wynn Resorts
WYNN
$10.4B
| $14.6M | 0.07% |
150,100
+56,100
| +60% | +$5.47M |
|
228
PUT
Goldman Sachs
GS
$310B
| $14.5M | 0.07% |
90,100
-239,500
| -73% | -$38.9M |
|
|
AGN
229
CALL
DELISTED
Allergan plc
AGN
| $14.5M | 0.07% |
62,900
-30,400
| -33% | -$7.43M |
|
230
Amgen
AMGN
$206B
| $14.3M | 0.07% |
85,883
+60,131
| +234% | +$10.2M |
|
231
iShares Currency Hedged MSCI Japan ETF
HEWJ
$730M
| $14.3M | 0.07% |
576,083
+541,401
| +1,561% | +$13.1M |
|
232
CALL
Adobe
ADBE
$94.6B
| $14.3M | 0.07% |
131,300
+64,800
| +97% | +$6.5M |
|
233
CRH
CRH
$68B
| $14.2M | 0.07% |
+427,019
| New | +$13.5M |
|
234
Stellantis
STLA
$16.4B
| $14.2M | 0.07% |
2,226,003
+2,200,897
| +8,766% | +$14.5M |
|
235
CALL
CarMax
KMX
$8.33B
| $14.1M | 0.07% |
264,500
+199,800
| +309% | +$11.3M |
|
236
Invesco Senior Loan ETF
BKLN
$6.97B
| $14.1M | 0.07% |
+606,853
| New | +$14.1M |
|
237
PUT
Direxion Daily Real Estate Bull 3X ETF
DRN
$48.5M
| $14M | 0.07% |
580,300
-246,500
| -30% | -$6.49M |
|
238
PUT
Vanguard Total Stock Market ETF
VTI
$655B
| $14M | 0.07% |
125,600
+91,300
| +266% | +$10.1M |
|
239
CALL
VanEck Oil Services ETF
OIH
$2.08B
| $13.9M | 0.07% |
23,715
+10,340
| +77% | +$5.84M |
|
240
PUT
Walmart Inc
WMT
$890B
| $13.9M | 0.07% |
576,600
+474,000
| +462% | +$11.5M |
|
241
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.7M
| $13.7M | 0.07% |
193,044
+43,150
| +29% | +$3.06M |
|
242
PUT
iShares MSCI Brazil ETF
EWZ
$9.08B
| $13.6M | 0.06% |
+402,000
| New | +$13.3M |
|
243
CALL
ProShares Ultra S&P500
SSO
$7.73B
| $13.5M | 0.06% |
1,521,600
-1,305,600
| -46% | -$11.5M |
|
244
Coca-Cola
KO
$359B
| $13.4M | 0.06% |
316,039
+297,574
| +1,612% | +$13M |
|
245
PUT
Biogen
BIIB
$30B
| $13.3M | 0.06% |
42,500
-50,500
| -54% | -$15M |
|
246
CALL
Sarepta Therapeutics
SRPT
$1.72B
| $13.3M | 0.06% |
216,400
-88,700
| -29% | -$2.68M |
|
247
Boeing
BA
$168B
| $13.1M | 0.06% |
99,774
+86,263
| +638% | +$11.4M |
|
|
CELG
248
PUT
DELISTED
Celgene Corp
CELG
| $13.1M | 0.06% |
125,300
-11,300
| -8% | -$1.22M |
|
249
PUT
State Street Technology Select Sector SPDR ETF
XLK
$113B
| $13.1M | 0.06% |
548,000
+248,000
| +83% | +$5.76M |
|
|
GWPH
250
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $13M | 0.06% |
+97,700
| New | +$9.34M |
|
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.