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 | |
|---|---|---|---|---|---|---|
|
SFHY
1026
DELISTED
WisdomTree U.S. Short Term High Yield Corporate Bond Fund
SFHY
| $3.02M | 0.01% |
60,074
-1,765
| -3% | -$88.8K |
|
1027
CALL
G-III Apparel Group
GIII
$1.55B
| $3.01M | 0.01% |
+137,700
| New | +$3.51M |
|
1028
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
| $3.01M | 0.01% |
80,900
-601,000
| -88% | -$21.4M |
|
1029
First Trust Germany AlphaDEX Fund
FGM
$97M
| $3.01M | 0.01% |
+76,150
| New | +$2.91M |
|
1030
PUT
Conagra Brands
CAG
$7.38B
| $3M | 0.01% |
74,500
+67,800
| +1,012% | +$2.71M |
|
|
JCP
1031
DELISTED
J.C. Penney Company, Inc.
JCP
| $3M | 0.01% |
487,600
+426,157
| +694% | +$2.82M |
|
|
XLIS
1032
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
| $2.98M | 0.01% |
53,481
+35,280
| +194% | +$1.97M |
|
1033
InfraCap MLP ETF
AMZA
$467M
| $2.98M | 0.01% |
+26,668
| New | +$2.96M |
|
1034
Vanguard Long-Term Bond ETF
BLV
$5.81B
| $2.98M | 0.01% |
+33,037
| New | +$2.96M |
|
1035
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
| $2.97M | 0.01% |
118,010
+63,582
| +117% | +$1.58M |
|
1036
CALL
iShares Semiconductor ETF
SOXX
$40.6B
| $2.97M | 0.01% |
65,100
+26,700
| +70% | +$1.16M |
|
1037
CALL
O'Reilly Automotive
ORLY
$75.6B
| $2.97M | 0.01% |
165,000
+57,000
| +53% | +$1.03M |
|
|
PF
1038
DELISTED
Pinnacle Foods, Inc.
PF
| $2.97M | 0.01% |
51,248
+31,949
| +166% | +$1.77M |
|
1039
iShares ESG Aware MSCI EM ETF
ESGE
$6.41B
| $2.96M | 0.01% |
96,712
+24,824
| +35% | +$737K |
|
|
TIF
1040
DELISTED
Tiffany & Co.
TIF
| $2.95M | 0.01% |
30,995
-17,981
| -37% | -$1.53M |
|
1041
CSX Corp
CSX
$94.2B
| $2.94M | 0.01% |
189,738
-31,671
| -14% | -$483K |
|
1042
ProShares VIX Short-Term Futures ETF
VIXY
$208M
| $2.94M | 0.01% |
+698
| New | +$3.45M |
|
1043
Verizon
VZ
$201B
| $2.94M | 0.01% |
60,373
-31,323
| -34% | -$1.57M |
|
|
SEMG
1044
DELISTED
SEMGROUP CORPORATION
SEMG
| $2.94M | 0.01% |
81,712
+71,479
| +699% | +$2.72M |
|
1045
Sasol
SSL
$7.03B
| $2.94M | 0.01% |
100,031
-70,935
| -41% | -$2.07M |
|
1046
PUT
Accenture
ACN
$101B
| $2.94M | 0.01% |
24,500
+600
| +3% | +$71.6K |
|
|
MBLY
1047
PUT
DELISTED
Mobileye N.V.
MBLY
| $2.94M | 0.01% |
47,800
-91,000
| -66% | -$4.38M |
|
|
GLDW
1048
DELISTED
SPDR Long Dollar Gold Trust
GLDW
| $2.93M | 0.01% |
+23,562
| New | +$2.9M |
|
1049
Lockheed Martin
LMT
$134B
| $2.92M | 0.01% |
10,926
-563
| -5% | -$147K |
|
1050
EQT Corp
EQT
$32.3B
| $2.92M | 0.01% |
+87,812
| New | +$2.93M |
|
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.