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 | |
|---|---|---|---|---|---|---|
901
ALPS REIT Dividend Dogs ETF
RDOG
$11.6M
| $3.69M | 0.02% |
85,777
+32,076
| +60% | +$1.37M |
|
902
State Street Technology Select Sector SPDR ETF
XLK
$112B
| $3.69M | 0.02% |
138,460
-339,090
| -71% | -$8.74M |
|
903
CALL
Ralph Lauren
RL
$22.5B
| $3.69M | 0.02% |
+45,200
| New | +$3.73M |
|
904
Compass Minerals
CMP
$1.25B
| $3.69M | 0.02% |
54,305
+20,777
| +62% | +$1.58M |
|
905
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $3.69M | 0.02% |
35,637
-182,700
| -84% | -$18.9M |
|
906
PUT
Coca-Cola
KO
$380B
| $3.68M | 0.02% |
86,800
+67,600
| +352% | +$2.82M |
|
|
TGP
907
DELISTED
Teekay LNG Partners L.P.
TGP
| $3.68M | 0.02% |
209,829
+101,428
| +94% | +$1.78M |
|
|
IDLB
908
DELISTED
Invesco FTSE International Low Beta Equal Weight ETF
IDLB
| $3.68M | 0.02% |
140,168
+124,702
| +806% | +$3.18M |
|
909
Yelp
YELP
$1.51B
| $3.67M | 0.02% |
112,055
+78,401
| +233% | +$2.91M |
|
|
YHOO
910
CALL
DELISTED
Yahoo Inc
YHOO
| $3.67M | 0.02% |
79,000
-88,400
| -53% | -$3.95M |
|
911
iShares MSCI USA Quality Factor ETF
QUAL
$46.2B
| $3.66M | 0.02% |
+50,270
| New | +$3.61M |
|
912
APA Corp
APA
$12.3B
| $3.66M | 0.02% |
71,163
+17,767
| +33% | +$999K |
|
913
CALL
Elevance Health
ELV
$83.7B
| $3.65M | 0.02% |
22,100
+6,900
| +45% | +$1.1M |
|
914
PUT
ProShares UltraPro Short S&P 500
SPXU
$416M
| $3.65M | 0.02% |
533
-144
| -21% | -$1.05M |
|
|
ATH
915
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $3.65M | 0.02% |
+73,014
| New | +$3.62M |
|
916
General Dynamics
GD
$106B
| $3.65M | 0.02% |
19,488
+9,080
| +87% | +$1.68M |
|
|
917
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $3.62M | 0.02% |
115,400
-182,000
| -61% | -$5.42M |
|
918
CRH
CRH
$69.1B
| $3.62M | 0.02% |
102,833
-158,352
| -61% | -$5.51M |
|
919
PUT
Cencora
COR
$62.2B
| $3.61M | 0.02% |
40,800
+29,800
| +271% | +$2.62M |
|
920
First Trust Preferred Securities and Income ETF
FPE
$6.33B
| $3.61M | 0.02% |
184,777
+69,718
| +61% | +$1.35M |
|
921
Valero Energy
VLO
$88.7B
| $3.59M | 0.02% |
54,220
+39,374
| +265% | +$2.64M |
|
922
iShares New York Muni Bond ETF
NYF
$1.38B
| $3.59M | 0.02% |
65,128
-105,910
| -62% | -$5.81M |
|
|
AGN
923
DELISTED
Allergan plc
AGN
| $3.58M | 0.02% |
14,971
-53,331
| -78% | -$12.4M |
|
924
PUT
Align Technology
ALGN
$12.6B
| $3.57M | 0.02% |
+31,100
| New | +$3.14M |
|
925
Sony
SONY
$133B
| $3.57M | 0.02% |
528,735
-72,420
| -12% | -$451K |
|
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.