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 Core US Aggregate Bond ETF
AGG
|
+$743M |
| 2 |
iShares Floating Rate Bond ETF
FLOT
|
+$700M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$609M |
| 4 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$414M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$400M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.23B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$474M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$302M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$205M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$200M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.43% |
| 2 | Communication Services | 1.35% |
| 3 | Technology | 1.12% |
| 4 | Industrials | 0.86% |
| 5 | Healthcare | 0.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
CALL
Merck
MRK
$316B
| $108M | 0.11% |
1,475,165
+1,054,917
| +251% | +$82.9M |
|
127
PUT
Adobe
ADBE
$102B
| $108M | 0.11% |
340,000
-41,700
| -11% | -$14.3M |
|
|
128
PUT
iShares MSCI Brazil ETF
EWZ
$9.14B
| $107M | 0.1% |
4,544,600
-6,478,100
| -59% | -$250M |
|
129
PUT
Chipotle Mexican Grill
CMG
$42.8B
| $105M | 0.1% |
8,000,000
-5,405,000
| -40% | -$85.5M |
|
|
130
CALL
Adobe
ADBE
$102B
| $105M | 0.1% |
328,800
+93,300
| +40% | +$31.9M |
|
131
CALL
UnitedHealth
UNH
$370B
| $104M | 0.1% |
418,600
+245,800
| +142% | +$67.6M |
|
132
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $104M | 0.1% |
3,744,800
+2,119,600
| +130% | +$67.8M |
|
133
PUT
ExxonMobil
XOM
$638B
| $103M | 0.1% |
2,719,000
+2,534,400
| +1,373% | +$140M |
|
134
PUT
JPMorgan Chase
JPM
$950B
| $101M | 0.1% |
1,126,700
+734,900
| +188% | +$89.3M |
|
|
135
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $101M | 0.1% |
3,651,200
+1,746,800
| +92% | +$55.9M |
|
136
CALL
Bank of America
BAC
$440B
| $101M | 0.1% |
4,759,700
-461,500
| -9% | -$13.8M |
|
137
CALL
Cisco
CSCO
$480B
| $100M | 0.1% |
2,553,500
+1,534,300
| +151% | +$67.3M |
|
138
PUT
Salesforce
CRM
$156B
| $97.2M | 0.1% |
675,100
+442,600
| +190% | +$75.9M |
|
139
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $96.9M | 0.09% |
409,200
+231,000
| +130% | +$64.7M |
|
140
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
| $96.3M | 0.09% |
6,625,070
+6,443,952
| +3,558% | +$153M |
|
141
CALL
Abbott
ABT
$182B
| $96.2M | 0.09% |
1,219,400
+1,072,200
| +728% | +$89.5M |
|
142
PUT
Broadcom
AVGO
$1.99T
| $94.1M | 0.09% |
3,969,000
+761,000
| +24% | +$21.4M |
|
|
143
CALL
ExxonMobil
XOM
$638B
| $93M | 0.09% |
2,448,800
+1,697,300
| +226% | +$93.7M |
|
144
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $93M | 0.09% |
4,465,300
+2,766,100
| +163% | +$76.2M |
|
145
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $92.3M | 0.09% |
421,129
+154,668
| +58% | +$41.1M |
|
146
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
| $92.1M | 0.09% |
3,450,329
+3,382,270
| +4,970% | +$88.9M |
|
147
CALL
Booking.com
BKNG
$151B
| $91.6M | 0.09% |
1,702,500
-1,375,000
| -45% | -$96.5M |
|
148
CALL
Home Depot
HD
$347B
| $89.8M | 0.09% |
480,700
-127,500
| -21% | -$28M |
|
149
CALL
McDonald's
MCD
$191B
| $89.2M | 0.09% |
539,600
+91,200
| +20% | +$18M |
|
150
Vanguard Total International Bond ETF
BNDX
$82.3B
| $89.1M | 0.09% |
+1,584,118
| New | +$90.5M |
|
Similar funds
Jane Street's Q1 2020 Portfolio in Review
As of Q1 2020, Jane Street held 6,476 positions worth $102B, up 43% from $71.7B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $47.3B of net new capital in Q1 2020, opening 1,498 new positions and adding to 2,227 existing holdings. Its largest new stake was iShares MBS ETF: 1,544,304 shares worth $171M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.4% of assets, down from 2% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was iShares Core MSCI Emerging Markets ETF, an estimated $1.23B trimmed.
- Jane Street's largest Q1 2020 buy was iShares MBS ETF: 1,544,304 shares worth $171M.
- Jane Street added most to iShares Core US Aggregate Bond ETF in Q1 2020, an estimated $743M increase.
- Jane Street's biggest Q1 2020 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $1.23B.
- Jane Street fully exited iShares Preferred and Income Securities ETF in Q1 2020, selling an estimated $38.2M.
- Jane Street's ten largest holdings make up 33% of its $102B portfolio in Q1 2020.
- Jane Street opened 1,498 new positions and closed 1,253 in Q1 2020.
- Jane Street's portfolio value rose 43% quarter-over-quarter to $102B.
Based on Jane Street's 13F filing for Q1 2020, filed 15 May 2020.