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 | |
|---|---|---|---|---|---|---|
|
WFM
451
PUT
DELISTED
Whole Foods Market Inc
WFM
| $8.29M | 0.04% |
279,000
+214,800
| +335% | +$6.47M |
|
452
CALL
Ulta Beauty
ULTA
$20.7B
| $8.27M | 0.04% |
29,000
-53,800
| -65% | -$14.7M |
|
453
iShares MSCI Mexico ETF
EWW
$1.91B
| $8.27M | 0.04% |
161,593
-374,864
| -70% | -$17.4M |
|
454
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
| $8.24M | 0.04% |
229,131
-2,337,264
| -91% | -$87.6M |
|
455
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$294M
| $8.23M | 0.04% |
210,424
+148,850
| +242% | +$5.94M |
|
|
PXD
456
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $8.23M | 0.04% |
44,200
-26,300
| -37% | -$4.88M |
|
|
LNW
457
DELISTED
Light & Wonder
LNW
| $8.23M | 0.04% |
347,923
+279,869
| +411% | +$5.41M |
|
458
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $8.21M | 0.04% |
102,915
+92,514
| +889% | +$7.36M |
|
|
MXIM
459
DELISTED
Maxim Integrated Products
MXIM
| $8.2M | 0.04% |
182,310
+106,519
| +141% | +$4.67M |
|
460
FlexShares International Quality Dividend Index Fund
IQDF
$1.13B
| $8.2M | 0.04% |
337,159
+270,676
| +407% | +$6.38M |
|
461
iShares Russell 1000 Growth ETF
IWF
$120B
| $8.08M | 0.04% |
+284,004
| New | +$7.88M |
|
462
PUT
Marathon Petroleum
MPC
$91.2B
| $8.06M | 0.04% |
159,500
+27,400
| +21% | +$1.36M |
|
463
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$335M
| $8.06M | 0.04% |
156,083
+101,748
| +187% | +$5.06M |
|
464
PUT
ASML
ASML
$636B
| $8.02M | 0.04% |
60,400
+36,000
| +148% | +$4.43M |
|
465
PUT
Equinix
EQIX
$103B
| $8.01M | 0.04% |
20,000
-86,800
| -81% | -$33M |
|
466
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.43B
| $8.01M | 0.04% |
+662,750
| New | +$7.72M |
|
467
PUT
Carlisle Companies
CSL
$13.8B
| $7.98M | 0.04% |
+75,000
| New | +$8.04M |
|
468
PUT
ProShares UltraPro Dow 30
UDOW
$830M
| $7.97M | 0.04% |
586,400
+140,800
| +32% | +$1.84M |
|
469
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.25B
| $7.96M | 0.04% |
+103,972
| New | +$7.88M |
|
470
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$69.1M
| $7.94M | 0.04% |
+269,663
| New | +$7.66M |
|
471
PUT
Newmont
NEM
$98.5B
| $7.93M | 0.04% |
240,500
-284,000
| -54% | -$9.92M |
|
472
iShares MSCI Hong Kong ETF
EWH
$1.23B
| $7.92M | 0.04% |
355,739
-196,952
| -36% | -$4.21M |
|
473
PUT
Vanguard FTSE Europe ETF
VGK
$30.1B
| $7.91M | 0.04% |
153,400
+147,200
| +2,374% | +$7.34M |
|
474
Vanguard Large-Cap ETF
VV
$51.9B
| $7.91M | 0.04% |
73,188
+38,500
| +111% | +$4.1M |
|
475
PUT
Morgan Stanley
MS
$337B
| $7.89M | 0.04% |
184,300
+85,800
| +87% | +$3.81M |
|
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.