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 | |
|---|---|---|---|---|---|---|
1526
CALL
Union Pacific
UNP
$174B
| $1.71M | 0.01% |
16,100
-54,100
| -77% | -$5.77M |
|
1527
Invesco KBW Premium Yield Equity REIT ETF
KBWY
$320M
| $1.7M | 0.01% |
45,186
+18,863
| +72% | +$707K |
|
1528
CALL
PayPal
PYPL
$50.3B
| $1.7M | 0.01% |
39,600
+11,900
| +43% | +$498K |
|
1529
CALL
J.M. Smucker
SJM
$13.5B
| $1.7M | 0.01% |
13,000
+10,300
| +381% | +$1.4M |
|
|
MXIM
1530
CALL
DELISTED
Maxim Integrated Products
MXIM
| $1.7M | 0.01% |
37,900
+3,000
| +9% | +$131K |
|
1531
NextEra Energy
NEE
$184B
| $1.7M | 0.01% |
+53,068
| New | +$1.67M |
|
|
AUY
1532
DELISTED
Yamana Gold, Inc.
AUY
| $1.7M | 0.01% |
616,910
+417,082
| +209% | +$1.26M |
|
1533
PepsiCo
PEP
$196B
| $1.7M | 0.01% |
15,195
-37,172
| -71% | -$3.99M |
|
1534
PUT
Deere & Co
DE
$165B
| $1.7M | 0.01% |
15,600
-74,900
| -83% | -$8.12M |
|
1535
PUT
American Airlines Group
AAL
$9.82B
| $1.7M | 0.01% |
40,100
+15,900
| +66% | +$719K |
|
1536
CALL
Cummins
CMI
$83.6B
| $1.69M | 0.01% |
11,200
-19,500
| -64% | -$2.89M |
|
1537
ALPS International Sector Dividend Dogs ETF
IDOG
$546M
| $1.69M | 0.01% |
+65,971
| New | +$1.62M |
|
1538
Goldman Sachs ActiveBeta Japan Equity ETF
GSJY
$81.3M
| $1.69M | 0.01% |
58,424
-15,609
| -21% | -$445K |
|
1539
CALL
Under Armour
UAA
$3.01B
| $1.69M | 0.01% |
85,200
-35,100
| -29% | -$818K |
|
1540
Weibo
WB
$1.97B
| $1.69M | 0.01% |
32,291
+19,086
| +145% | +$950K |
|
1541
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.5B
| $1.68M | 0.01% |
64,245
+20,086
| +45% | +$525K |
|
|
FBR
1542
DELISTED
Fibria Celulose Sa
FBR
| $1.68M | 0.01% |
183,363
-562,434
| -75% | -$5.11M |
|
1543
Invesco Golden Dragon China ETF
PGJ
$96.3M
| $1.67M | 0.01% |
49,165
+27,627
| +128% | +$888K |
|
|
KOL
1544
DELISTED
VanEck Vectors Coal ETF
KOL
| $1.67M | 0.01% |
12,076
+5,035
| +72% | +$668K |
|
|
FLAT
1545
DELISTED
iPath US Treasury Flattener ETN
FLAT
| $1.67M | 0.01% |
28,226
-4,470
| -14% | -$265K |
|
1546
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $1.66M | 0.01% |
+65,862
| New | +$1.66M |
|
1547
Tyson Foods
TSN
$21.5B
| $1.66M | 0.01% |
26,908
-60,986
| -69% | -$3.84M |
|
1548
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
| $1.66M | 0.01% |
+16,552
| New | +$1.66M |
|
1549
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $1.65M | 0.01% |
32,600
+17,900
| +122% | +$912K |
|
1550
PUT
Philip Morris
PM
$309B
| $1.65M | 0.01% |
14,600
-45,400
| -76% | -$4.68M |
|
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.