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 | |
|---|---|---|---|---|---|---|
426
PUT
Vertex Pharmaceuticals
VRTX
$122B
| $8.87M | 0.04% |
81,100
+77,600
| +2,217% | +$6.83M |
|
|
AMTD
427
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $8.85M | 0.04% |
+227,600
| New | +$9.69M |
|
|
OPLN
428
Openlane
OPLN
$4.25B
| $8.83M | 0.04% |
534,400
+517,494
| +3,061% | +$8.83M |
|
429
PUT
Skyworks Solutions
SWKS
$9.54B
| $8.83M | 0.04% |
90,100
+64,900
| +258% | +$5.92M |
|
|
SCHV
430
Schwab US Large-Cap Value ETF
SCHV
$15.8B
| $8.76M | 0.04% |
+528,933
| New | +$8.69M |
|
431
PUT
Simon Property Group
SPG
$75.1B
| $8.72M | 0.04% |
50,700
-27,600
| -35% | -$4.93M |
|
432
State Street SPDR S&P International Dividend ETF
DWX
$523M
| $8.69M | 0.04% |
228,080
+172,678
| +312% | +$6.45M |
|
433
iShares MSCI Indonesia ETF
EIDO
$471M
| $8.68M | 0.04% |
+336,718
| New | +$8.37M |
|
434
iShares S&P Small-Cap 600 Value ETF
IJS
$8.14B
| $8.62M | 0.04% |
124,394
+106,004
| +576% | +$7.38M |
|
435
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$658M
| $8.62M | 0.04% |
+142,922
| New | +$8.43M |
|
436
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$887M
| $8.58M | 0.04% |
47,725
-202,465
| -81% | -$41M |
|
|
VALE.P
437
DELISTED
Vale S A
VALE.P
| $8.5M | 0.04% |
946,582
+337,498
| +55% | +$3.17M |
|
438
PUT
RTX Corp
RTX
$294B
| $8.49M | 0.04% |
120,287
+48,305
| +67% | +$3.39M |
|
439
iShares US Treasury Bond ETF
GOVT
$43.8B
| $8.48M | 0.04% |
+338,421
| New | +$8.45M |
|
440
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $8.48M | 0.04% |
169,756
+155,793
| +1,116% | +$7.73M |
|
441
KraneShares CSI China Internet ETF
KWEB
$5.34B
| $8.44M | 0.04% |
199,247
+79,281
| +66% | +$3.14M |
|
442
PUT
Las Vegas Sands
LVS
$31.6B
| $8.43M | 0.04% |
147,700
+25,300
| +21% | +$1.38M |
|
443
PUT
TechnipFMC
FTI
$29.9B
| $8.42M | 0.04% |
+348,230
| New | +$8.59M |
|
444
Ralph Lauren
RL
$22.6B
| $8.38M | 0.04% |
102,641
+73,647
| +254% | +$6.08M |
|
445
PUT
Wynn Resorts
WYNN
$10.3B
| $8.38M | 0.04% |
73,100
-12,500
| -15% | -$1.25M |
|
446
PUT
Humana
HUM
$45.8B
| $8.37M | 0.04% |
40,600
-26,800
| -40% | -$5.54M |
|
447
CALL
State Street SPDR S&P Dividend ETF
SDY
$22B
| $8.35M | 0.04% |
94,700
-17,300
| -15% | -$1.51M |
|
448
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$414M
| $8.35M | 0.04% |
70,216
+44,928
| +178% | +$5.82M |
|
449
BHP
BHP
$213B
| $8.31M | 0.04% |
256,383
+165,442
| +182% | +$5.72M |
|
450
PUT
H&R Block
HRB
$5.37B
| $8.29M | 0.04% |
+356,700
| New | +$7.98M |
|
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.