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 | |
|---|---|---|---|---|---|---|
3826
PUT
Crown Castle
CCI
$34.6B
| $208K | ﹤0.01% |
2,200
-9,600
| -81% | -$859K |
|
3827
CALL
McKesson
MCK
$104B
| $208K | ﹤0.01% |
1,400
-31,900
| -96% | -$4.67M |
|
3828
CALL
Novartis
NVS
$302B
| $208K | ﹤0.01% |
3,125
-3,125
| -50% | -$208K |
|
|
SAGE
3829
DELISTED
Sage Therapeutics
SAGE
| $208K | ﹤0.01% |
+2,921
| New | +$171K |
|
3830
ProShares UltraShort Russell2000
TWM
$45M
| $208K | ﹤0.01% |
+464
| New | +$213K |
|
|
SWN
3831
DELISTED
Southwestern Energy Company
SWN
| $208K | ﹤0.01% |
25,516
-282,187
| -92% | -$2.44M |
|
3832
CALL
SM Energy
SM
$7.6B
| $207K | ﹤0.01% |
+8,600
| New | +$238K |
|
3833
EPAM Systems
EPAM
$5.58B
| $206K | ﹤0.01% |
+2,731
| New | +$190K |
|
3834
CALL
Manitowoc
MTW
$491M
| $206K | ﹤0.01% |
+9,025
| New | +$223K |
|
|
VRAY
3835
DELISTED
ViewRay, Inc.
VRAY
| $206K | ﹤0.01% |
+24,169
| New | +$132K |
|
3836
Aflac
AFL
$65.5B
| $205K | ﹤0.01% |
5,670
-19,896
| -78% | -$705K |
|
3837
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$801M
| $205K | ﹤0.01% |
8,704
-21,008
| -71% | -$505K |
|
3838
Houlihan Lokey
HLI
$9.72B
| $205K | ﹤0.01% |
+5,963
| New | +$190K |
|
3839
Kemper
KMPR
$1.81B
| $205K | ﹤0.01% |
+5,150
| New | +$220K |
|
3840
STAG Industrial
STAG
$7.44B
| $205K | ﹤0.01% |
+8,204
| New | +$200K |
|
3841
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$675M
| $204K | ﹤0.01% |
5,451
-348,455
| -98% | -$13.2M |
|
|
HDV
3842
iShares Core High Dividend ETF
HDV
$14.7B
| $204K | ﹤0.01% |
12,170
| – | – |
|
3843
iShares Global Tech ETF
IXN
$7.87B
| $204K | ﹤0.01% |
9,870
-301,956
| -97% | -$5.97M |
|
3844
CALL
Ross Stores
ROST
$80.8B
| $204K | ﹤0.01% |
3,100
-23,100
| -88% | -$1.54M |
|
3845
CALL
Weyerhaeuser
WY
$17.6B
| $204K | ﹤0.01% |
6,000
-15,800
| -72% | -$514K |
|
|
ZBIO
3846
DELISTED
ProShares UltraPro Short NASDAQ Biotechnology
ZBIO
| $204K | ﹤0.01% |
6,076
-1,264
| -17% | -$46.6K |
|
3847
CALL
Cboe Global Markets
CBOE
$32.2B
| $203K | ﹤0.01% |
2,500
-86,400
| -97% | -$6.76M |
|
3848
CALL
Healthpeak Properties
DOC
$15.5B
| $203K | ﹤0.01% |
+6,500
| New | +$200K |
|
3849
Inogen
INGN
$174M
| $203K | ﹤0.01% |
+2,617
| New | +$181K |
|
3850
Urban Outfitters
URBN
$6.46B
| $203K | ﹤0.01% |
8,527
-5,363
| -39% | -$139K |
|
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.