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 | |
|---|---|---|---|---|---|---|
251
Chipotle Mexican Grill
CMG
$42.4B
| $12.9M | 0.06% |
1,527,700
+1,225,800
| +406% | +$10.1M |
|
252
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $12.9M | 0.06% |
178,500
-92,800
| -34% | -$6.83M |
|
253
CALL
Palo Alto Networks
PANW
$265B
| $12.8M | 0.06% |
482,400
+346,800
| +256% | +$7.9M |
|
254
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.68B
| $12.7M | 0.06% |
375,500
-6,500
| -2% | -$229K |
|
255
CALL
Vanguard Real Estate ETF
VNQ
$39.9B
| $12.7M | 0.06% |
146,000
+69,700
| +91% | +$6.22M |
|
256
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$146M
| $12.6M | 0.06% |
194,875
+69,200
| +55% | +$4.24M |
|
257
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
| $12.6M | 0.06% |
102,500
+22,400
| +28% | +$2.76M |
|
|
258
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $12.5M | 0.06% |
173,600
+71,300
| +70% | +$5.25M |
|
259
Schwab U.S Small- Cap ETF
SCHA
$22.4B
| $12.5M | 0.06% |
868,000
+482,644
| +125% | +$6.85M |
|
260
PUT
Gilead Sciences
GILD
$164B
| $12.5M | 0.06% |
157,800
-67,100
| -30% | -$5.45M |
|
261
Philips
PHG
$26B
| $12.4M | 0.06% |
+568,135
| New | +$11.6M |
|
262
Signet Jewelers
SIG
$3.76B
| $12.3M | 0.06% |
165,601
+100,354
| +154% | +$8.49M |
|
263
Targa Resources
TRGP
$58.1B
| $12.2M | 0.06% |
248,473
+230,707
| +1,299% | +$10M |
|
264
Microsoft
MSFT
$2.9T
| $12.2M | 0.06% |
211,310
+46,159
| +28% | +$2.61M |
|
|
CS
265
DELISTED
Credit Suisse Group
CS
| $12.2M | 0.06% |
925,296
+902,540
| +3,966% | +$10.9M |
|
|
FL
266
DELISTED
Foot Locker
FL
| $12.1M | 0.06% |
179,203
+129,994
| +264% | +$8.11M |
|
267
CALL
State Street SPDR S&P Retail ETF
XRT
$446M
| $12.1M | 0.06% |
278,500
-260,700
| -48% | -$11.5M |
|
268
ExxonMobil
XOM
$640B
| $12M | 0.06% |
137,498
+26,790
| +24% | +$2.38M |
|
|
ACAS
269
DELISTED
American Capital Ltd
ACAS
| $11.9M | 0.06% |
704,502
+4,986
| +0.7% | +$82.6K |
|
270
GE Aerospace
GE
$374B
| $11.8M | 0.06% |
83,446
+57,798
| +225% | +$8.62M |
|
271
PUT
Citigroup
C
$222B
| $11.8M | 0.06% |
250,800
+52,900
| +27% | +$2.41M |
|
272
PUT
Wells Fargo
WFC
$265B
| $11.8M | 0.06% |
267,400
+174,300
| +187% | +$8.34M |
|
273
Philip Morris
PM
$304B
| $11.8M | 0.06% |
121,435
+86,979
| +252% | +$8.71M |
|
274
iShares MSCI World ETF
URTH
$7.91B
| $11.8M | 0.06% |
162,208
+94,331
| +139% | +$6.78M |
|
|
BBBY
275
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $11.7M | 0.06% |
270,300
+103,800
| +62% | +$4.61M |
|
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.