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 | |
|---|---|---|---|---|---|---|
701
CALL
Adobe
ADBE
$101B
| $5.04M | 0.02% |
38,700
-56,100
| -59% | -$6.58M |
|
702
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $5.03M | 0.02% |
72,602
+44,083
| +155% | +$2.96M |
|
|
ISZE
703
DELISTED
iShares MSCI Intl Size Factor ETF
ISZE
| $5.03M | 0.02% |
197,713
+77
| +0% | +$1.92K |
|
704
Chipotle Mexican Grill
CMG
$43B
| $5.03M | 0.02% |
564,000
-728,650
| -56% | -$6.01M |
|
|
TUZ
705
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
| $5.02M | 0.02% |
98,988
+37,355
| +61% | +$1.89M |
|
706
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17B
| $5.01M | 0.02% |
+156,218
| New | +$4.85M |
|
707
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $4.99M | 0.02% |
+82,159
| New | +$4.99M |
|
708
Snap
SNAP
$7.99B
| $4.99M | 0.02% |
+221,257
| New | +$4.9M |
|
709
PUT
Goodyear
GT
$2.11B
| $4.97M | 0.02% |
138,000
+108,100
| +362% | +$3.67M |
|
710
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$531M
| $4.96M | 0.02% |
5,195
-3,190
| -38% | -$2.84M |
|
711
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $4.94M | 0.02% |
48,714
+26,599
| +120% | +$2.69M |
|
712
Amgen
AMGN
$211B
| $4.93M | 0.02% |
30,058
-19,974
| -40% | -$3.32M |
|
713
Newmont
NEM
$97B
| $4.93M | 0.02% |
149,508
-168,192
| -53% | -$5.87M |
|
|
BPL
714
DELISTED
Buckeye Partners, L.P.
BPL
| $4.9M | 0.02% |
71,509
+68,480
| +2,261% | +$4.67M |
|
715
iShares Global Energy ETF
IXC
$2.68B
| $4.9M | 0.02% |
+147,461
| New | +$4.97M |
|
716
Ormat Technologies
ORA
$6.02B
| $4.89M | 0.02% |
85,752
-161,539
| -65% | -$8.95M |
|
717
PUT
CF Industries
CF
$18.8B
| $4.86M | 0.02% |
165,700
+132,400
| +398% | +$4.32M |
|
718
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $4.85M | 0.02% |
+46,900
| New | +$4.85M |
|
719
iShares Gold Trust
IAU
$62.6B
| $4.84M | 0.02% |
201,713
+194,263
| +2,608% | +$4.56M |
|
720
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.91B
| $4.84M | 0.02% |
+53,866
| New | +$4.82M |
|
721
First Trust Value Line Dividend Fund
FVD
$8.47B
| $4.84M | 0.02% |
166,793
+102,291
| +159% | +$2.93M |
|
722
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
| $4.83M | 0.02% |
46,859
-9,513
| -17% | -$977K |
|
|
MON
723
DELISTED
Monsanto Co
MON
| $4.83M | 0.02% |
42,638
+34,446
| +420% | +$3.81M |
|
|
FIEE
724
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $4.79M | 0.02% |
35,078
-19,099
| -35% | -$2.43M |
|
725
Kinross Gold
KGC
$28.2B
| $4.79M | 0.02% |
1,364,239
+1,271,849
| +1,377% | +$4.57M |
|
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.