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 | |
|---|---|---|---|---|---|---|
1726
PUT
RH
RH
$3.33B
| $1.36M | 0.01% |
29,500
-19,100
| -39% | -$591K |
|
1727
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.68B
| $1.36M | 0.01% |
23,574
-34,580
| -59% | -$1.98M |
|
1728
Toyota
TM
$228B
| $1.36M | 0.01% |
12,560
+10,019
| +394% | +$1.15M |
|
1729
America Movil
AMX
$74.6B
| $1.36M | 0.01% |
+96,174
| New | +$1.25M |
|
1730
CALL
AT&T
T
$164B
| $1.36M | 0.01% |
43,427
-30,982
| -42% | -$975K |
|
|
FCAN
1731
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
| $1.36M | 0.01% |
57,827
+34,173
| +144% | +$820K |
|
|
DIVC
1732
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
| $1.36M | 0.01% |
43,620
-264
| -0.6% | -$8.12K |
|
1733
LyondellBasell Industries
LYB
$19.5B
| $1.36M | 0.01% |
14,916
+12,089
| +428% | +$1.1M |
|
1734
CALL
EPAM Systems
EPAM
$5.58B
| $1.36M | 0.01% |
+18,000
| New | +$1.25M |
|
1735
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.68M
| $1.36M | 0.01% |
10,569
-4,792
| -31% | -$666K |
|
1736
CALL
ProShares UltraShort Silver
ZSL
$67M
| $1.35M | 0.01% |
293
-89
| -23% | -$454K |
|
1737
CALL
Zillow
Z
$7.78B
| $1.35M | 0.01% |
40,200
+11,300
| +39% | +$402K |
|
|
MNDT
1738
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.35M | 0.01% |
107,367
-49,999
| -32% | -$596K |
|
1739
Cencora
COR
$62B
| $1.35M | 0.01% |
15,274
-5,411
| -26% | -$476K |
|
|
ESV
1740
CALL
DELISTED
Ensco Rowan plc
ESV
| $1.35M | 0.01% |
+37,775
| New | +$1.53M |
|
|
HOLD
1741
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $1.35M | 0.01% |
13,591
-13,595
| -50% | -$1.35M |
|
1742
Boston Scientific
BSX
$68.4B
| $1.35M | 0.01% |
54,213
+38,814
| +252% | +$944K |
|
1743
CALL
ProShares UltraPro Short Russell2000
SRTY
$82.1M
| $1.35M | 0.01% |
283
-37
| -12% | -$184K |
|
1744
CALL
Teva Pharmaceuticals
TEVA
$40.4B
| $1.35M | 0.01% |
42,000
+800
| +2% | +$27.3K |
|
1745
CALL
Merck
MRK
$322B
| $1.35M | 0.01% |
22,218
-25,047
| -53% | -$1.52M |
|
1746
Veeva Systems
VEEV
$33.8B
| $1.35M | 0.01% |
26,280
+21,353
| +433% | +$959K |
|
1747
EOG Resources
EOG
$77.7B
| $1.34M | 0.01% |
13,770
-12,926
| -48% | -$1.29M |
|
1748
PUT
United States Gasoline Fund
UGA
$146M
| $1.34M | 0.01% |
49,200
+28,400
| +137% | +$795K |
|
|
FRC
1749
DELISTED
First Republic Bank
FRC
| $1.34M | 0.01% |
14,297
+7,729
| +118% | +$728K |
|
1750
Invesco China Technology ETF
CQQQ
$3.01B
| $1.34M | 0.01% |
+31,791
| New | +$1.27M |
|
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.