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 | |
|---|---|---|---|---|---|---|
501
iShares MSCI Australia ETF
EWA
$1.37B
| $7.4M | 0.03% |
+327,340
| New | +$7.14M |
|
502
CALL
APA Corp
APA
$12.3B
| $7.38M | 0.03% |
143,700
+85,400
| +146% | +$4.8M |
|
503
Honeywell
HON
$77.9B
| $7.34M | 0.03% |
65,059
+56,349
| +647% | +$6.22M |
|
504
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $7.32M | 0.03% |
45,300
-147,400
| -76% | -$23.4M |
|
505
iShares MSCI Chile ETF
ECH
$1.01B
| $7.27M | 0.03% |
+166,967
| New | +$6.75M |
|
|
MBLY
506
CALL
DELISTED
Mobileye N.V.
MBLY
| $7.27M | 0.03% |
118,400
+24,600
| +26% | +$1.18M |
|
|
SFLY
507
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $7.25M | 0.03% |
+150,200
| New | +$7.21M |
|
508
CALL
OneMain Financial
OMF
$7.08B
| $7.25M | 0.03% |
+291,600
| New | +$7.32M |
|
509
iShares US Real Estate ETF
IYR
$4.73B
| $7.2M | 0.03% |
91,743
+67,843
| +284% | +$5.3M |
|
510
PUT
Bunge Global
BG
$22.8B
| $7.2M | 0.03% |
90,800
-104,700
| -54% | -$7.85M |
|
511
CALL
Molson Coors Class B
TAP
$7.71B
| $7.19M | 0.03% |
75,100
-20,800
| -22% | -$2.03M |
|
512
PUT
ProShares Ultra Russell2000
UWM
$248M
| $7.17M | 0.03% |
248,000
+118,400
| +91% | +$3.37M |
|
513
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.15B
| $7.17M | 0.03% |
114,082
-36,836
| -24% | -$2.3M |
|
514
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
| $7.16M | 0.03% |
138,637
-20,960
| -13% | -$1.08M |
|
515
PUT
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
| $7.1M | 0.03% |
85,600
-14,400
| -14% | -$1.19M |
|
516
CALL
Lowe's Companies
LOW
$119B
| $7.09M | 0.03% |
86,300
-171,200
| -66% | -$13.1M |
|
517
CALL
ProShares Ultra QQQ
QLD
$12.5B
| $7.08M | 0.03% |
1,056,000
+408,000
| +63% | +$2.55M |
|
|
SZO
518
DELISTED
DB Crude Oil Short Exchange Traded Notes due June 1, 2038
SZO
| $7.07M | 0.03% |
81,786
+102
| +0.1% | +$8.44K |
|
519
Darden Restaurants
DRI
$23.4B
| $7.05M | 0.03% |
84,246
+27,974
| +50% | +$2.09M |
|
520
CALL
TransDigm Group
TDG
$71.9B
| $7.04M | 0.03% |
+32,000
| New | +$7.64M |
|
521
iShares MSCI France ETF
EWQ
$326M
| $7M | 0.03% |
+264,110
| New | +$6.7M |
|
522
ProShares UltraShort Bloomberg Crude Oil
SCO
$693M
| $6.99M | 0.03% |
2,390
+44
| +2% | +$122K |
|
523
Intel
INTC
$462B
| $6.99M | 0.03% |
193,729
+44,008
| +29% | +$1.59M |
|
524
General Mills
GIS
$19.5B
| $6.97M | 0.03% |
118,139
+103,525
| +708% | +$6.33M |
|
525
CALL
Colgate-Palmolive
CL
$73.6B
| $6.97M | 0.03% |
+95,200
| New | +$6.66M |
|
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.