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 | |
|---|---|---|---|---|---|---|
76
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
| $51.6M | 0.23% |
1,967,800
+1,023,800
| +108% | +$26.6M |
|
77
CALL
NVIDIA
NVDA
$5.01T
| $51.4M | 0.23% |
18,884,000
+4,084,000
| +28% | +$10.9M |
|
|
CHAD
78
DELISTED
Direxion Daily CSI 300 China A Share Bear 1X Shares
CHAD
| $50.2M | 0.22% |
1,268,243
+646,322
| +104% | +$25.9M |
|
79
Micron Technology
MU
$1.04T
| $50.2M | 0.22% |
1,736,657
+1,026,347
| +144% | +$25.1M |
|
80
iShares Core US Aggregate Bond ETF
AGG
$138B
| $50.2M | 0.22% |
462,465
+450,110
| +3,643% | +$48.7M |
|
81
CALL
Kimberly-Clark
KMB
$36.4B
| $50.2M | 0.22% |
381,100
+358,600
| +1,594% | +$45.2M |
|
82
iShares MSCI EAFE Value ETF
EFV
$27.6B
| $48.6M | 0.22% |
+966,611
| New | +$47.5M |
|
83
PUT
Caterpillar
CAT
$409B
| $47.4M | 0.21% |
510,800
+17,100
| +3% | +$1.62M |
|
84
PUT
ProShares Short S&P500
SH
$887M
| $46.7M | 0.21% |
338,600
-1,025
| -0.3% | -$144K |
|
85
PUT
Meta Platforms (Facebook)
META
$1.51T
| $46.7M | 0.21% |
328,700
-324,300
| -50% | -$43.3M |
|
86
PUT
Halliburton
HAL
$27.9B
| $45.6M | 0.2% |
926,300
+891,300
| +2,547% | +$47.9M |
|
87
iShares MSCI ACWI ETF
ACWI
$32.6B
| $45.2M | 0.2% |
713,836
+705,322
| +8,284% | +$43.7M |
|
88
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.3M
| $44.3M | 0.2% |
570
-618
| -52% | -$49.9M |
|
|
89
PUT
Alphabet (Google) Class C
GOOG
$3.9T
| $44.1M | 0.2% |
1,064,000
-1,686,000
| -61% | -$69.2M |
|
|
90
Kimberly-Clark
KMB
$36.4B
| $43.9M | 0.2% |
333,757
+321,728
| +2,675% | +$40.6M |
|
|
PAY
91
PUT
DELISTED
Verifone Systems Inc
PAY
| $43.1M | 0.19% |
+2,303,600
| New | +$43.9M |
|
92
Procter & Gamble
PG
$343B
| $42.4M | 0.19% |
472,039
+308,555
| +189% | +$27.4M |
|
|
93
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $42.4M | 0.19% |
1,075,900
-526,700
| -33% | -$20M |
|
94
Tesla
TSLA
$1.24T
| $42.3M | 0.19% |
2,280,285
+1,029,930
| +82% | +$17.4M |
|
|
NTT
95
DELISTED
Nippon Telegraph & Telephone
NTT
| $42.2M | 0.19% |
985,588
+624,505
| +173% | +$27M |
|
|
PAY
96
CALL
DELISTED
Verifone Systems Inc
PAY
| $41.9M | 0.19% |
2,239,400
+2,124,800
| +1,854% | +$40.5M |
|
97
PUT
Bank of America
BAC
$435B
| $41.5M | 0.18% |
1,759,600
+1,328,900
| +309% | +$31.5M |
|
98
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $41.4M | 0.18% |
1,612,600
-1,210,800
| -43% | -$30.2M |
|
99
PUT
Kohl's
KSS
$2.03B
| $40.9M | 0.18% |
+1,028,000
| New | +$42M |
|
100
CALL
Expedia Group
EXPE
$31.2B
| $40.8M | 0.18% |
323,500
+231,900
| +253% | +$28.3M |
|
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.