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 | |
|---|---|---|---|---|---|---|
|
APC
1001
CALL
DELISTED
Anadarko Petroleum
APC
| $3.12M | 0.01% |
50,300
-77,800
| -61% | -$5.18M |
|
1002
VanEck Intermediate Muni ETF
ITM
$2.15B
| $3.12M | 0.01% |
66,449
+50,663
| +321% | +$2.37M |
|
1003
CALL
United Rentals
URI
$67.9B
| $3.11M | 0.01% |
24,900
-91,800
| -79% | -$11.2M |
|
1004
iShares Future Exponential Technologies ETF
XT
$3.77B
| $3.11M | 0.01% |
+104,631
| New | +$2.99M |
|
1005
CALL
iShares Russell 1000 Growth ETF
IWF
$119B
| $3.11M | 0.01% |
109,200
+16,000
| +17% | +$444K |
|
1006
CALL
HF Sinclair
DINO
$16.1B
| $3.11M | 0.01% |
109,600
+59,000
| +117% | +$1.72M |
|
1007
DB Gold Short ETN due Feb 15 2038
DGZ
$1.78M
| $3.1M | 0.01% |
220,924
+26,228
| +13% | +$378K |
|
1008
First Trust Europe AlphaDEX Fund
FEP
$515M
| $3.09M | 0.01% |
96,833
-5,458
| -5% | -$168K |
|
1009
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$771M
| $3.09M | 0.01% |
114,318
-279,751
| -71% | -$7.31M |
|
1010
iShares Global 100 ETF
IOO
$8.72B
| $3.09M | 0.01% |
75,684
-21,054
| -22% | -$839K |
|
1011
Ultrapar
UGP
$6.74B
| $3.09M | 0.01% |
271,586
-677,748
| -71% | -$7.28M |
|
1012
Global X SuperDividend US ETF
DIV
$796M
| $3.07M | 0.01% |
121,928
+100,184
| +461% | +$2.52M |
|
1013
ProShares Ultra Silver
AGQ
$1.12B
| $3.06M | 0.01% |
+74,280
| New | +$2.85M |
|
1014
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.8B
| $3.06M | 0.01% |
50,949
+12,356
| +32% | +$720K |
|
1015
PUT
ProShares Ultra Gold
UGL
$643M
| $3.06M | 0.01% |
318,000
+117,600
| +59% | +$1.09M |
|
|
CMA
1016
CALL
DELISTED
Comerica
CMA
| $3.05M | 0.01% |
44,500
+26,800
| +151% | +$1.87M |
|
1017
iShares MSCI Kokusai Fund
TOK
$247M
| $3.05M | 0.01% |
52,326
+8,078
| +18% | +$459K |
|
1018
Vanguard Mega Cap Growth ETF
MGK
$31.8B
| $3.04M | 0.01% |
+158,620
| New | +$2.94M |
|
1019
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
| $3.03M | 0.01% |
96,000
+89,155
| +1,302% | +$2.78M |
|
|
SNV
1020
PUT
DELISTED
Synovus
SNV
| $3.03M | 0.01% |
+73,900
| New | +$3.08M |
|
1021
iShares Dow Jones US ETF
IYY
$2.94B
| $3.03M | 0.01% |
+51,226
| New | +$2.99M |
|
|
IBDC
1022
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
| $3.03M | 0.01% |
115,668
-9,725
| -8% | -$254K |
|
1023
CALL
Snap
SNAP
$8.02B
| $3.03M | 0.01% |
+134,300
| New | +$2.98M |
|
1024
PUT
Vanguard Total World Stock ETF
VT
$76.3B
| $3.03M | 0.01% |
46,400
-18,800
| -29% | -$1.2M |
|
1025
PUT
Herbalife
HLF
$1.3B
| $3.02M | 0.01% |
104,000
-23,600
| -18% | -$657K |
|
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.