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 |
iShares MSCI EAFE ETF
EFA
|
+$500M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$122M |
| 3 |
SPDR Gold Trust
GLD
|
+$98.5M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$90.7M |
| 5 |
ProShares Short VIX Short-Term Futures ETF
SVXY
|
+$79.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$566M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$307M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$144M |
| 4 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$135M |
| 5 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$101M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.27% |
| 2 | Consumer Discretionary | 2.96% |
| 3 | Financials | 2.01% |
| 4 | Technology | 1.92% |
| 5 | Consumer Staples | 1.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $17.4M | 0.08% |
+510,584
| New | +$17.4M |
|
227
Constellation Brands
STZ
$22.2B
| $17.2M | 0.08% |
106,350
+22,770
| +27% | +$3.55M |
|
228
PUT
Baidu
BIDU
$35.8B
| $17.2M | 0.08% |
99,900
-107,900
| -52% | -$19M |
|
229
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $17.2M | 0.08% |
218,900
-676,500
| -76% | -$52.8M |
|
230
Banco Santander
SAN
$194B
| $17.1M | 0.08% |
2,931,304
-361,595
| -11% | -$1.94M |
|
231
Nike
NKE
$61.9B
| $16.9M | 0.08% |
304,078
+7,038
| +2% | +$389K |
|
232
ProShares Short High Yield
SJB
$52.1M
| $16.9M | 0.08% |
703,387
+631,655
| +881% | +$15.4M |
|
233
PUT
Walt Disney
DIS
$165B
| $16.9M | 0.08% |
148,900
+122,700
| +468% | +$13.5M |
|
234
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.2B
| $16.8M | 0.07% |
+718,290
| New | +$16.2M |
|
235
Boeing
BA
$165B
| $16.6M | 0.07% |
93,802
+67,819
| +261% | +$11.6M |
|
236
iShares 20+ Year Treasury Bond ETF
TLT
$42.6B
| $16.6M | 0.07% |
137,401
-527,228
| -79% | -$63.3M |
|
237
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42B
| $16.4M | 0.07% |
220,900
+153,900
| +230% | +$11.2M |
|
238
PUT
Lincoln National
LNC
$7.91B
| $16.4M | 0.07% |
+250,100
| New | +$17.1M |
|
239
CALL
Williams-Sonoma
WSM
$26.7B
| $16.2M | 0.07% |
605,400
+554,000
| +1,078% | +$13.5M |
|
240
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
| $16.1M | 0.07% |
+401,322
| New | +$15.7M |
|
241
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $16.1M | 0.07% |
+158,007
| New | +$16M |
|
242
PUT
iShares Select Dividend ETF
DVY
$24B
| $16M | 0.07% |
175,600
+80,700
| +85% | +$7.31M |
|
|
FIGY
243
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
| $15.9M | 0.07% |
110,168
+90,645
| +464% | +$12.5M |
|
244
Vulcan Materials
VMC
$36.3B
| $15.8M | 0.07% |
+131,301
| New | +$16.1M |
|
|
COL
245
CALL
DELISTED
Rockwell Collins
COL
| $15.5M | 0.07% |
159,500
+95,700
| +150% | +$9M |
|
|
INP
246
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
| $15.5M | 0.07% |
206,716
+103,674
| +101% | +$7.15M |
|
247
PUT
United Parcel Service
UPS
$97.6B
| $15.4M | 0.07% |
143,600
+104,400
| +266% | +$11.4M |
|
248
CALL
Chevron
CVX
$388B
| $15.4M | 0.07% |
143,000
+81,800
| +134% | +$9.18M |
|
249
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.57B
| $15.3M | 0.07% |
+320,946
| New | +$15.3M |
|
|
NVO
250
Novo Nordisk
NVO
$216B
| $15.2M | 0.07% |
888,026
-93,542
| -10% | -$1.63M |
|
Similar funds
Jane Street's Q1 2017 Portfolio in Review
As of Q1 2017, Jane Street held 5,154 positions worth $22.5B, down 2% from $22.9B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Jane Street withdrew a net $1.95B in Q1 2017, closing 1,108 positions and reducing 1,514 holdings. Its most notable exit was Unilever NV New York Registry Shares, an estimated $23.4M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 3.3% of assets, up from 2.3% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Jane Street opened a new position in iShares MSCI EAFE Value ETF worth $48.6M.
- Jane Street's largest Q1 2017 buy was iShares MSCI EAFE Value ETF: 966,611 shares worth $48.6M.
- Jane Street added most to iShares MSCI EAFE ETF in Q1 2017, an estimated $500M increase.
- Jane Street's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $566M.
- Jane Street fully exited Unilever NV New York Registry Shares in Q1 2017, selling an estimated $23.4M.
- Jane Street's ten largest holdings make up 15% of its $22.5B portfolio in Q1 2017.
- Jane Street opened 1,188 new positions and closed 1,108 in Q1 2017.
- Jane Street's portfolio value fell 2% quarter-over-quarter to $22.5B.
Based on Jane Street's 13F filing for Q1 2017, filed 15 May 2017.