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 | |
|---|---|---|---|---|---|---|
801
Marathon Petroleum
MPC
$89.3B
| $4.23M | 0.02% |
83,682
+66,425
| +385% | +$3.31M |
|
802
CALL
iShares Global 100 ETF
IOO
$8.72B
| $4.23M | 0.02% |
103,400
| – | – |
|
803
Lam Research
LRCX
$337B
| $4.22M | 0.02% |
329,020
+91,840
| +39% | +$1.08M |
|
|
TWTR
804
DELISTED
Twitter, Inc.
TWTR
| $4.22M | 0.02% |
282,504
+111,231
| +65% | +$1.81M |
|
805
Adobe
ADBE
$99B
| $4.22M | 0.02% |
32,402
-5,304
| -14% | -$623K |
|
|
BSJN
806
DELISTED
Invesco BulletShares 2023 High Yield Corporate Bond ETF
BSJN
| $4.21M | 0.02% |
157,728
+137,836
| +693% | +$3.67M |
|
807
PUT
Ternium
TX
$9.68B
| $4.21M | 0.02% |
+161,000
| New | +$4M |
|
808
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
| $4.2M | 0.02% |
23,375
-124,955
| -84% | -$25.3M |
|
809
iShares Select U.S. REIT ETF
ICF
$2.13B
| $4.2M | 0.02% |
+84,136
| New | +$4.21M |
|
|
HCR
810
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $4.18M | 0.02% |
241,200
+226,300
| +1,519% | +$4.18M |
|
|
GRA
811
DELISTED
W.R. Grace & Co.
GRA
| $4.17M | 0.02% |
59,743
-85,766
| -59% | -$6.02M |
|
|
RENX
812
DELISTED
RELX N.V.
RENX
| $4.15M | 0.02% |
223,541
-13,876
| -6% | -$241K |
|
813
Vanguard High Dividend Yield ETF
VYM
$81.9B
| $4.15M | 0.02% |
53,422
-48,130
| -47% | -$3.71M |
|
|
QHY
814
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$237M
| $4.14M | 0.02% |
81,555
+1,166
| +1% | +$59.4K |
|
815
State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
EFAX
$495M
| $4.14M | 0.02% |
126,962
-34,528
| -21% | -$1.1M |
|
816
Vale
VALE
$62.6B
| $4.14M | 0.02% |
435,860
-372,306
| -46% | -$3.7M |
|
817
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
| $4.13M | 0.02% |
+86,759
| New | +$4.12M |
|
|
MOMO
818
Hello Group
MOMO
$869M
| $4.12M | 0.02% |
120,951
+110,136
| +1,018% | +$2.94M |
|
819
CALL
Seagate
STX
$169B
| $4.11M | 0.02% |
89,500
+56,000
| +167% | +$2.49M |
|
820
CALL
McDonald's
MCD
$194B
| $4.11M | 0.02% |
31,700
-75,800
| -71% | -$9.51M |
|
821
Williams Companies
WMB
$85.8B
| $4.11M | 0.02% |
138,861
-93
| -0.1% | -$2.69K |
|
822
State Street SPDR Portfolio Europe ETF
SPEU
$719M
| $4.11M | 0.02% |
127,848
-11,656
| -8% | -$362K |
|
|
TSRO
823
PUT
DELISTED
TESARO, Inc.
TSRO
| $4.11M | 0.02% |
26,700
-4,900
| -16% | -$798K |
|
824
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
BBHY
$615M
| $4.1M | 0.02% |
80,350
+74,761
| +1,338% | +$3.8M |
|
825
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $4.1M | 0.02% |
143,796
+67,840
| +89% | +$1.92M |
|
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.