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 | |
|---|---|---|---|---|---|---|
51
CALL
Intel
INTC
$466B
| $76M | 0.34% |
2,106,800
+1,740,200
| +475% | +$63M |
|
52
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $72.6M | 0.32% |
826,900
+242,600
| +42% | +$21.2M |
|
53
Meta Platforms (Facebook)
META
$1.51T
| $71.2M | 0.32% |
501,386
+208
| +0% | +$27.8K |
|
54
CALL
United Parcel Service
UPS
$97.6B
| $70.8M | 0.32% |
660,000
+625,000
| +1,786% | +$68.3M |
|
55
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
| $70.8M | 0.32% |
1,968,100
+628,800
| +47% | +$23.6M |
|
56
Apple
AAPL
$4.89T
| $70.8M | 0.32% |
1,971,236
-238,904
| -11% | -$7.87M |
|
57
CALL
Goldman Sachs
GS
$313B
| $69.9M | 0.31% |
304,400
-437,700
| -59% | -$106M |
|
58
iShares China Large-Cap ETF
FXI
$4.14B
| $68.4M | 0.3% |
1,777,638
-870,282
| -33% | -$32.8M |
|
59
Barclays
BCS
$94.1B
| $67.8M | 0.3% |
6,345,440
-686,265
| -10% | -$7.38M |
|
60
PUT
Booking.com
BKNG
$138B
| $67.1M | 0.3% |
942,500
-897,500
| -49% | -$59.2M |
|
|
61
CALL
iShares China Large-Cap ETF
FXI
$4.14B
| $66.9M | 0.3% |
1,738,500
+880,800
| +103% | +$33.2M |
|
|
62
CALL
Alphabet (Google) Class C
GOOG
$3.9T
| $66.1M | 0.29% |
1,594,000
-1,632,000
| -51% | -$66.9M |
|
63
National Grid
NGG
$82.7B
| $64.9M | 0.29% |
1,059,814
+569,871
| +116% | +$32.9M |
|
64
CALL
iShares MSCI ACWI ETF
ACWI
$32.6B
| $63.3M | 0.28% |
1,000,000
+500,000
| +100% | +$31M |
|
|
65
PUT
iShares MSCI ACWI ETF
ACWI
$32.6B
| $63.3M | 0.28% |
1,000,000
+500,000
| +100% | +$31M |
|
66
Alibaba
BABA
$269B
| $62.2M | 0.28% |
576,420
+389,329
| +208% | +$39.6M |
|
67
Walmart Inc
WMT
$871B
| $61.6M | 0.27% |
2,561,943
+2,090,151
| +443% | +$48.1M |
|
|
68
CALL
Booking.com
BKNG
$138B
| $60.9M | 0.27% |
855,000
-45,000
| -5% | -$2.97M |
|
69
CALL
ProShares UltraPro QQQ
TQQQ
$31.7B
| $58.5M | 0.26% |
15,924,000
-18,991,200
| -54% | -$62.8M |
|
|
70
CALL
Alphabet (Google) Class A
GOOGL
$3.91T
| $57.6M | 0.26% |
1,358,000
-3,860,000
| -74% | -$162M |
|
71
CALL
Chipotle Mexican Grill
CMG
$40.8B
| $57.6M | 0.26% |
6,460,000
-225,000
| -3% | -$1.86M |
|
|
72
PUT
Chipotle Mexican Grill
CMG
$40.8B
| $56M | 0.25% |
6,280,000
+65,000
| +1% | +$537K |
|
73
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $55.2M | 0.25% |
1,011,700
+435,900
| +76% | +$24.4M |
|
74
PUT
NVIDIA
NVDA
$5.01T
| $54.8M | 0.24% |
20,112,000
+5,472,000
| +37% | +$14.6M |
|
75
Prudential
PUK
$36.5B
| $54.4M | 0.24% |
1,325,179
+23,878
| +2% | +$938K |
|
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.