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 | |
|---|---|---|---|---|---|---|
726
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.53B
| $4.79M | 0.02% |
87,700
-319,000
| -78% | -$17.9M |
|
727
CALL
Constellation Brands
STZ
$22.6B
| $4.78M | 0.02% |
29,500
-43,500
| -60% | -$6.78M |
|
728
CALL
SLB Ltd
SLB
$74.6B
| $4.78M | 0.02% |
61,200
-68,500
| -53% | -$5.6M |
|
|
REN
729
CALL
DELISTED
Resolute Energy Corporaton
REN
| $4.78M | 0.02% |
+118,300
| New | +$5.1M |
|
730
American Tower
AMT
$80.2B
| $4.78M | 0.02% |
39,313
+33,848
| +619% | +$3.72M |
|
731
CALL
American Airlines Group
AAL
$10B
| $4.78M | 0.02% |
112,900
-401,500
| -78% | -$18.2M |
|
732
Colgate-Palmolive
CL
$74.7B
| $4.77M | 0.02% |
65,217
+43,044
| +194% | +$3.01M |
|
|
733
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $4.76M | 0.02% |
151,676
-3,405,614
| -96% | -$101M |
|
734
CALL
abrdn Physical Gold Shares ETF
SGOL
$6.87B
| $4.75M | 0.02% |
392,000
-108,000
| -22% | -$1.28M |
|
|
GG
735
PUT
DELISTED
Goldcorp Inc
GG
| $4.74M | 0.02% |
324,900
+237,100
| +270% | +$3.71M |
|
736
First Trust Energy AlphaDEX Fund
FXN
$373M
| $4.72M | 0.02% |
+313,282
| New | +$4.95M |
|
737
Invesco FTSE RAFI US 1000 ETF
PRF
$9.83B
| $4.72M | 0.02% |
230,280
+172,055
| +296% | +$3.51M |
|
|
EUHY
738
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$240M
| $4.68M | 0.02% |
99,904
+27,280
| +38% | +$1.27M |
|
739
CALL
NRG Energy
NRG
$26.9B
| $4.67M | 0.02% |
250,000
+223,500
| +843% | +$3.71M |
|
740
CALL
Oracle
ORCL
$352B
| $4.67M | 0.02% |
104,700
+69,800
| +200% | +$2.91M |
|
741
Cisco
CSCO
$456B
| $4.67M | 0.02% |
138,039
+122,984
| +817% | +$3.99M |
|
742
iShares Currency Hedged MSCI ACWI ex US ETF
HAWX
$343M
| $4.66M | 0.02% |
190,164
+174,289
| +1,098% | +$4.17M |
|
743
Williams-Sonoma
WSM
$27.7B
| $4.65M | 0.02% |
173,428
+150,338
| +651% | +$3.66M |
|
744
iShares MSCI Intl Quality Factor ETF
IQLT
$13.7B
| $4.65M | 0.02% |
175,931
+70,829
| +67% | +$1.81M |
|
745
Schwab US REIT ETF
SCHH
$11.8B
| $4.65M | 0.02% |
+227,848
| New | +$4.67M |
|
746
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.07B
| $4.63M | 0.02% |
69,354
+39,566
| +133% | +$2.63M |
|
|
WPZ
747
DELISTED
Williams Partners L.P.
WPZ
| $4.63M | 0.02% |
+113,527
| New | +$4.56M |
|
748
PUT
Essex Property Trust
ESS
$19B
| $4.63M | 0.02% |
+20,000
| New | +$4.59M |
|
749
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.15B
| $4.63M | 0.02% |
50
+27
| +117% | +$2.82M |
|
750
CALL
Home Depot
HD
$343B
| $4.63M | 0.02% |
31,500
-35,600
| -53% | -$5.05M |
|
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.