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 | |
|---|---|---|---|---|---|---|
126
CALL
United States Oil Fund
USO
$2.27B
| $31.2M | 0.14% |
366,825
-108,400
| -23% | -$9.6M |
|
127
Netflix
NFLX
$292B
| $30.9M | 0.14% |
2,093,030
+604,500
| +41% | +$8.48M |
|
|
RTN
128
PUT
DELISTED
Raytheon Company
RTN
| $30.8M | 0.14% |
201,700
+183,600
| +1,014% | +$27.6M |
|
129
iShares MSCI Japan ETF
EWJ
$21.6B
| $30.7M | 0.14% |
+595,444
| New | +$30.4M |
|
130
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $30.7M | 0.14% |
442,200
-215,700
| -33% | -$14.5M |
|
131
CALL
Signet Jewelers
SIG
$3.55B
| $30.5M | 0.14% |
440,100
+417,900
| +1,882% | +$31.2M |
|
132
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.58B
| $30.2M | 0.13% |
201,650
-40,850
| -17% | -$6.36M |
|
133
PUT
Alibaba
BABA
$269B
| $30.1M | 0.13% |
279,500
-514,900
| -65% | -$52.4M |
|
|
PX
134
CALL
DELISTED
Praxair Inc
PX
| $29.7M | 0.13% |
250,600
+243,400
| +3,381% | +$28.6M |
|
135
CALL
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$368M
| $29.6M | 0.13% |
22,888
+14,343
| +168% | +$24.2M |
|
136
CALL
PVH
PVH
$3.71B
| $29.5M | 0.13% |
285,200
+220,000
| +337% | +$20.4M |
|
137
iShares Silver Trust
SLV
$28.1B
| $29.2M | 0.13% |
1,692,006
+1,490,201
| +738% | +$24.7M |
|
138
PUT
General Dynamics
GD
$105B
| $29M | 0.13% |
154,700
+128,800
| +497% | +$23.8M |
|
139
CALL
Dick's Sporting Goods
DKS
$18.4B
| $28.9M | 0.13% |
594,200
+572,900
| +2,690% | +$29M |
|
140
iShares MSCI Germany ETF
EWG
$1.53B
| $28.2M | 0.13% |
981,436
+520,726
| +113% | +$14.4M |
|
|
141
PUT
PVH
PVH
$3.71B
| $28M | 0.12% |
270,300
+261,100
| +2,838% | +$24.2M |
|
142
Rio Tinto
RIO
$148B
| $27.8M | 0.12% |
683,911
+73,359
| +12% | +$3.12M |
|
143
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $27.7M | 0.12% |
507,300
-978,200
| -66% | -$52.6M |
|
|
SGI
144
CALL
Somnigroup International
SGI
$15.1B
| $27.6M | 0.12% |
+2,376,800
| New | +$30.5M |
|
145
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.02B
| $27.2M | 0.12% |
1,127,500
+683,400
| +154% | +$15.2M |
|
146
JPMorgan Diversified Return International Equity ETF
JPIN
$361M
| $27.1M | 0.12% |
510,207
+368,463
| +260% | +$18.9M |
|
147
CALL
Vanguard Real Estate ETF
VNQ
$39.9B
| $27.1M | 0.12% |
327,700
+233,000
| +246% | +$19.3M |
|
148
PUT
ProShares UltraPro S&P 500
UPRO
$5.08B
| $26.7M | 0.12% |
1,665,600
-1,903,800
| -53% | -$29.1M |
|
149
PUT
Bath & Body Works
BBWI
$4.01B
| $26.6M | 0.12% |
699,152
+687,524
| +5,913% | +$31M |
|
150
PUT
Intuitive Surgical
ISRG
$121B
| $26.5M | 0.12% |
311,400
-53,100
| -15% | -$4.19M |
|
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.