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 | |
|---|---|---|---|---|---|---|
26
BP
BP
$113B
| $117M | 0.52% |
3,882,670
+1,593,302
| +70% | +$48.4M |
|
27
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $117M | 0.52% |
3,034,900
-2,335,400
| -43% | -$88M |
|
|
28
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $117M | 0.52% |
826,134
+639,108
| +342% | +$79.2M |
|
|
VXX
29
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $115M | 0.51% |
1,819,225
+1,485,369
| +445% | +$110M |
|
|
30
iShares MSCI Emerging Markets ETF
EEM
$28B
| $110M | 0.49% |
2,802,897
+2,387,406
| +575% | +$90.7M |
|
31
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
| $109M | 0.48% |
2,056,000
+238,000
| +13% | +$12.4M |
|
32
PUT
Tesla
TSLA
$1.24T
| $106M | 0.47% |
5,724,000
+2,879,565
| +101% | +$48.7M |
|
33
Unilever
UL
$131B
| $105M | 0.47% |
1,884,435
+1,542,902
| +452% | +$78.1M |
|
|
CELG
34
CALL
DELISTED
Celgene Corp
CELG
| $103M | 0.46% |
829,400
+531,800
| +179% | +$63.6M |
|
35
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $99M | 0.44% |
661,100
+205,350
| +45% | +$32M |
|
36
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $96.7M | 0.43% |
2,767,800
+1,928,800
| +230% | +$69.7M |
|
|
37
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $95.5M | 0.42% |
405,000
-3,946,400
| -91% | -$917M |
|
|
38
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $93.5M | 0.42% |
+680,100
| New | +$92.9M |
|
39
CALL
Costco
COST
$415B
| $91.5M | 0.41% |
545,400
+472,600
| +649% | +$79.2M |
|
|
40
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $90.6M | 0.4% |
1,454,200
-265,200
| -15% | -$16M |
|
41
CALL
Alibaba
BABA
$269B
| $87.4M | 0.39% |
810,600
+38,000
| +5% | +$3.87M |
|
42
PUT
O'Reilly Automotive
ORLY
$72.4B
| $86.7M | 0.39% |
+4,821,000
| New | +$87.1M |
|
43
PUT
iShares MSCI Brazil ETF
EWZ
$9.05B
| $85.8M | 0.38% |
2,291,300
+2,190,700
| +2,178% | +$81.8M |
|
44
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $83.4M | 0.37% |
2,318,200
+667,800
| +40% | +$25M |
|
45
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $82.8M | 0.37% |
2,278,200
+2,144,700
| +1,607% | +$74.4M |
|
46
PUT
iShares Biotechnology ETF
IBB
$9.31B
| $82.1M | 0.37% |
839,700
-730,500
| -47% | -$69.9M |
|
47
PUT
ProShares UltraPro QQQ
TQQQ
$31.1B
| $81.7M | 0.36% |
22,221,600
-1,159,200
| -5% | -$3.83M |
|
|
VXX
48
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $80.3M | 0.36% |
1,271,750
+626,362
| +97% | +$46.4M |
|
|
OIL
49
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $79M | 0.35% |
14,149,458
+1,066,398
| +8% | +$6.29M |
|
|
50
CALL
SPDR Gold Trust
GLD
$131B
| $77M | 0.34% |
648,400
-779,100
| -55% | -$90.6M |
|
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.