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 | |
|---|---|---|---|---|---|---|
651
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$83.3M
| $5.53M | 0.02% |
114,500
+91,200
| +391% | +$4.24M |
|
652
Visa
V
$700B
| $5.51M | 0.02% |
62,029
-36,927
| -37% | -$3.18M |
|
653
Las Vegas Sands
LVS
$32B
| $5.51M | 0.02% |
96,516
-86,347
| -47% | -$4.7M |
|
654
Vanguard Small-Cap Value ETF
VBR
$37.6B
| $5.5M | 0.02% |
44,765
+34,177
| +323% | +$4.2M |
|
655
CALL
Charter Communications
CHTR
$16.6B
| $5.5M | 0.02% |
16,800
+300
| +2% | +$95.6K |
|
656
UnitedHealth
UNH
$387B
| $5.5M | 0.02% |
33,531
-17,969
| -35% | -$2.94M |
|
657
iShares MSCI USA Momentum Factor ETF
MTUM
$24.5B
| $5.49M | 0.02% |
+66,419
| New | +$5.32M |
|
658
Vanguard Russell 1000 Value ETF
VONV
$20.7B
| $5.48M | 0.02% |
109,106
-46,272
| -30% | -$2.32M |
|
|
SCHR
659
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $5.47M | 0.02% |
+204,116
| New | +$5.46M |
|
660
Western Midstream Partners
WES
$19.4B
| $5.47M | 0.02% |
118,588
-54,139
| -31% | -$2.45M |
|
|
HRG
661
CALL
DELISTED
HRG Group, Inc.
HRG
| $5.46M | 0.02% |
+282,500
| New | +$4.96M |
|
662
Eagle Materials
EXP
$6.85B
| $5.45M | 0.02% |
56,090
+39,037
| +229% | +$3.98M |
|
663
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.2B
| $5.43M | 0.02% |
228,900
-613,500
| -73% | -$14.7M |
|
|
AGGE
664
DELISTED
IQ Enhanced Core Bond U.S. ETF
AGGE
| $5.42M | 0.02% |
278,908
+261,008
| +1,458% | +$5.08M |
|
|
BRFS
665
DELISTED
BRF SA
BRFS
| $5.41M | 0.02% |
441,702
+255,023
| +137% | +$3.43M |
|
666
Palo Alto Networks
PANW
$261B
| $5.4M | 0.02% |
287,484
-294,732
| -51% | -$6.59M |
|
667
CALL
Targa Resources
TRGP
$56B
| $5.4M | 0.02% |
+90,100
| New | +$5.23M |
|
668
Vanguard Mid-Cap Value ETF
VOE
$24.1B
| $5.39M | 0.02% |
52,895
+39,423
| +293% | +$3.97M |
|
669
CALL
Baidu
BIDU
$35.7B
| $5.38M | 0.02% |
31,200
+3,200
| +11% | +$563K |
|
670
CALL
Plains All American Pipeline
PAA
$17.1B
| $5.38M | 0.02% |
170,200
+132,300
| +349% | +$4.18M |
|
671
PUT
State Street SPDR S&P Dividend ETF
SDY
$22.4B
| $5.38M | 0.02% |
61,000
-8,600
| -12% | -$752K |
|
|
AMJ
672
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $5.37M | 0.02% |
166,300
+122,100
| +276% | +$3.99M |
|
673
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $5.36M | 0.02% |
98,200
+89,500
| +1,029% | +$4.81M |
|
674
Johnson & Johnson
JNJ
$649B
| $5.35M | 0.02% |
42,961
+40,093
| +1,398% | +$4.79M |
|
675
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
| $5.34M | 0.02% |
152,896
-425,702
| -74% | -$15.4M |
|
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.