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 | Miscellaneous | 81.85% |
| 2 | Communication Services | 3.57% |
| 3 | Consumer Discretionary | 2.98% |
| 4 | Financials | 2.06% |
| 5 | Technology | 1.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
DTO
151
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
| $26.4M | 0.12% |
216,651
-13,104
| -6% | -$1.52M |
|
152
PUT
Goldman Sachs
GS
$279B
| $26.1M | 0.12% |
113,800
-141,600
| -55% | -$34.2M |
|
153
CALL
RH
RH
$2.43B
| $25.8M | 0.11% |
557,500
+528,800
| +1,843% | +$16.4M |
|
154
PUT
Boeing
BA
$167B
| $25.8M | 0.11% |
145,800
+123,800
| +563% | +$21.1M |
|
155
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.37B
| $25.6M | 0.11% |
331,841
+176,498
| +114% | +$13.3M |
|
156
United States Oil Fund
USO
$2.37B
| $25.3M | 0.11% |
297,592
+139,245
| +88% | +$12.3M |
|
157
CALL
Wynn Resorts
WYNN
$9.04B
| $25.3M | 0.11% |
220,500
+42,900
| +24% | +$4.28M |
|
158
PUT
AutoZone
AZO
$47.3B
| $25.2M | 0.11% |
34,800
+28,400
| +444% | +$21M |
|
159
iShares Latin America 40 ETF
ILF
$3.92B
| $24.8M | 0.11% |
781,626
+199,942
| +34% | +$6.16M |
|
160
PUT
Colgate-Palmolive
CL
$69.4B
| $24.7M | 0.11% |
337,900
+325,100
| +2,540% | +$22.8M |
|
161
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.78B
| $24.1M | 0.11% |
217,500
+130,867
| +151% | +$14.4M |
|
162
Walt Disney
DIS
$185B
| $24.1M | 0.11% |
212,132
+133,247
| +169% | +$14.7M |
|
163
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$317M
| $23.8M | 0.11% |
608,100
-362,900
| -37% | -$14.5M |
|
164
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.59B
| $23.6M | 0.1% |
440,729
+419,888
| +2,015% | +$21.7M |
|
165
CALL
Broadcom
AVGO
$1.61T
| $23.4M | 0.1% |
1,067,000
+725,000
| +212% | +$14.9M |
|
166
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43.3B
| $23.3M | 0.1% |
667,600
+142,600
| +27% | +$5.15M |
|
167
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.48B
| $23.2M | 0.1% |
568,465
+376,465
| +196% | +$15.3M |
|
168
iShares Core S&P Total US Stock Market ETF
ITOT
$95.1B
| $22.9M | 0.1% |
423,868
+275,773
| +186% | +$14.7M |
|
169
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $22.9M | 0.1% |
216,555
-212,609
| -50% | -$22.3M |
|
170
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.2B
| $22.8M | 0.1% |
518,600
-1,100,200
| -68% | -$47.1M |
|
171
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$305M
| $22.4M | 0.1% |
28
+25
| +833% | +$28.6M |
|
172
iShares Biotechnology ETF
IBB
$10.3B
| $22.4M | 0.1% |
228,909
-312,714
| -58% | -$29.9M |
|
173
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.77B
| $22.2M | 0.1% |
704,000
-2,038,800
| -74% | -$61.5M |
|
174
Infosys
INFY
$46.7B
| $22.2M | 0.1% |
2,810,384
+2,478,292
| +746% | +$18.5M |
|
175
Caterpillar
CAT
$359B
| $22M | 0.1% |
237,381
+185,656
| +359% | +$17.6M |
|
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's Q1 2017 filing shows 1,188 new, 1,325 increased, 1,514 reduced and 1,108 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 966,611 shares worth $48.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $566M.
By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 85% a quarter earlier, followed by Communication Services and Consumer Discretionary.
- 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.