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 | |
|---|---|---|---|---|---|---|
2601
Acquirers Small and Micro Deep Value ETF
DEEP
$27.4M
| $638K | ﹤0.01% |
23,719
-13,411
| -36% | -$361K |
|
|
EXPR
2602
CALL
DELISTED
Express, Inc.
EXPR
| $638K | ﹤0.01% |
3,500
+1,000
| +40% | +$207K |
|
2603
PUT
Capri Holdings
CPRI
$1.83B
| $636K | ﹤0.01% |
16,700
-4,200
| -20% | -$165K |
|
2604
CALL
NetApp
NTAP
$35B
| $636K | ﹤0.01% |
15,200
+7,500
| +97% | +$296K |
|
|
IBMI
2605
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
| $636K | ﹤0.01% |
+24,888
| New | +$634K |
|
|
CHL
2606
PUT
DELISTED
China Mobile Limited
CHL
| $635K | ﹤0.01% |
11,500
-12,400
| -52% | -$692K |
|
|
GULF
2607
DELISTED
WisdomTree Middle East Dividend Fund
GULF
| $634K | ﹤0.01% |
36,658
-41,500
| -53% | -$736K |
|
2608
RPM International
RPM
$13.7B
| $633K | ﹤0.01% |
+11,508
| New | +$614K |
|
2609
CALL
ProShares UltraPro Russell2000
URTY
$322M
| $633K | ﹤0.01% |
10,200
-116,400
| -92% | -$7.09M |
|
|
QEP
2610
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $633K | ﹤0.01% |
+49,800
| New | +$784K |
|
2611
PUT
Agnico Eagle Mines
AEM
$73.6B
| $632K | ﹤0.01% |
14,900
-15,900
| -52% | -$715K |
|
2612
D.R. Horton
DHI
$40B
| $632K | ﹤0.01% |
+18,980
| New | +$589K |
|
|
AXIA
2613
AXIA Energia
AXIA
$23.9B
| $632K | ﹤0.01% |
145,695
-31,961
| -18% | -$168K |
|
|
URR
2614
DELISTED
Market Vectors Double Long Euro ETN
URR
| $632K | ﹤0.01% |
39,755
-2,090
| -5% | -$32.7K |
|
2615
Aptiv
APTV
$12B
| $630K | ﹤0.01% |
7,832
+848
| +12% | +$63.7K |
|
2616
PUT
Edwards Lifesciences
EW
$49.6B
| $630K | ﹤0.01% |
20,100
-6,900
| -26% | -$216K |
|
2617
PUT
Paychex
PAYX
$41.6B
| $630K | ﹤0.01% |
+10,700
| New | +$650K |
|
2618
CALL
LyondellBasell Industries
LYB
$20B
| $629K | ﹤0.01% |
6,900
-10,100
| -59% | -$922K |
|
2619
CALL
Huntington Bancshares
HBAN
$34.4B
| $627K | ﹤0.01% |
+46,800
| New | +$639K |
|
2620
PUT
LendingTree
TREE
$447M
| $627K | ﹤0.01% |
+5,000
| New | +$570K |
|
|
ACH
2621
DELISTED
Alum Corp of China Ltd
ACH
| $625K | ﹤0.01% |
+51,507
| New | +$641K |
|
2622
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
| $623K | ﹤0.01% |
25,005
-34,220
| -58% | -$845K |
|
2623
Commerce Bancshares
CBSH
$8.53B
| $622K | ﹤0.01% |
17,169
+381
| +2% | +$14.1K |
|
2624
PUT
Franco-Nevada
FNV
$41.1B
| $622K | ﹤0.01% |
9,500
-18,200
| -66% | -$1.17M |
|
2625
Aon
AON
$76.5B
| $619K | ﹤0.01% |
5,213
-3,942
| -43% | -$455K |
|
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.