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 | |
|---|---|---|---|---|---|---|
251
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
| $15.2M | 0.07% |
+532,288
| New | +$15.2M |
|
252
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
| $15.2M | 0.07% |
233,500
-692,200
| -75% | -$44.7M |
|
|
PNRA
253
CALL
DELISTED
Panera Bread Co
PNRA
| $15.2M | 0.07% |
58,000
+55,700
| +2,422% | +$12.6M |
|
254
CALL
Amgen
AMGN
$205B
| $15.2M | 0.07% |
92,400
+8,800
| +11% | +$1.46M |
|
|
TSRO
255
DELISTED
TESARO, Inc.
TSRO
| $15.1M | 0.07% |
98,443
+76,775
| +354% | +$12.5M |
|
256
Gilead Sciences
GILD
$163B
| $15.1M | 0.07% |
222,803
-17,637
| -7% | -$1.24M |
|
257
CALL
Vornado Realty Trust
VNO
$7.52B
| $15M | 0.07% |
+185,550
| New | +$15.9M |
|
258
PUT
Microsoft
MSFT
$2.91T
| $14.8M | 0.07% |
225,000
-227,100
| -50% | -$14.6M |
|
259
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$243M
| $14.8M | 0.07% |
2,048
-732
| -26% | -$5.51M |
|
260
PUT
Regeneron Pharmaceuticals
REGN
$70.4B
| $14.8M | 0.07% |
38,100
-92,600
| -71% | -$34.3M |
|
261
Baidu
BIDU
$35.9B
| $14.8M | 0.07% |
85,557
+14,450
| +20% | +$2.54M |
|
262
ALPS Sector Dividend Dogs ETF
SDOG
$1.42B
| $14.7M | 0.07% |
+341,156
| New | +$14.7M |
|
263
CALL
iShares Silver Trust
SLV
$28.3B
| $14.6M | 0.07% |
847,700
+492,000
| +138% | +$8.14M |
|
264
FMC
FMC
$1.4B
| $14.6M | 0.06% |
+241,467
| New | +$12.5M |
|
265
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
| $14.6M | 0.06% |
1,292,532
+1,219,230
| +1,663% | +$13.6M |
|
266
CALL
Netflix
NFLX
$292B
| $14.5M | 0.06% |
980,000
-3,315,000
| -77% | -$46.5M |
|
267
CALL
Marathon Petroleum
MPC
$90.4B
| $14.5M | 0.06% |
286,000
-77,600
| -21% | -$3.86M |
|
268
CALL
JPMorgan Chase
JPM
$951B
| $14.4M | 0.06% |
163,600
-1,018,000
| -86% | -$89.8M |
|
|
269
Microsoft
MSFT
$2.91T
| $14.4M | 0.06% |
217,923
+176,368
| +424% | +$11.3M |
|
270
PUT
Vanguard Real Estate ETF
VNQ
$39.9B
| $14.3M | 0.06% |
173,500
+12,900
| +8% | +$1.07M |
|
271
CALL
Walmart Inc
WMT
$880B
| $14.3M | 0.06% |
595,500
+97,800
| +20% | +$2.25M |
|
272
CALL
Coca-Cola
KO
$357B
| $14.2M | 0.06% |
334,200
+280,600
| +524% | +$11.7M |
|
273
CALL
Enterprise Products Partners
EPD
$82.9B
| $14.2M | 0.06% |
513,100
+472,800
| +1,173% | +$13.2M |
|
274
CALL
iShares Russell 2000 Growth ETF
IWO
$14.5B
| $14.1M | 0.06% |
87,500
+84,900
| +3,265% | +$13.5M |
|
|
275
CALL
VanEck Gold Miners ETF
GDX
$23.1B
| $14.1M | 0.06% |
618,000
+143,600
| +30% | +$3.34M |
|
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.