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 iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.29B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$937M |
| 3 |
iShares Floating Rate Bond ETF
FLOT
|
+$662M |
| 4 |
iShares MSCI United Kingdom ETF
EWU
|
+$615M |
| 5 |
iShares MSCI EAFE Value ETF
EFV
|
+$541M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.06B |
| 2 |
Vanguard Total International Stock ETF
VXUS
|
+$717M |
| 3 |
Vanguard Total International Bond ETF
BNDX
|
+$633M |
| 4 |
SPDR Gold Trust
GLD
|
+$617M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$512M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.47% |
| 2 | Consumer Discretionary | 2.1% |
| 3 | Financials | 1.38% |
| 4 | Communication Services | 1.28% |
| 5 | Healthcare | 1.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $21.5B | 8.8% |
52,497,100
+15,579,300
| +42% | +$6.22B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $15.3B | 6.28% |
37,482,400
-695,600
| -2% | -$278M |
|
3
PUT
Invesco QQQ Trust
QQQ
$450B
| $10.5B | 4.31% |
32,773,400
+13,687,500
| +72% | +$4.04B |
|
4
CALL
Tesla
TSLA
$1.24T
| $10.4B | 4.25% |
49,971,700
-18,356,500
| -27% | -$3.2B |
|
5
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $9B | 3.69% |
76,763,600
+16,214,700
| +27% | +$2.91B |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$450B
| $5.73B | 2.35% |
17,866,300
-3,189,800
| -15% | -$941M |
|
|
7
PUT
Tesla
TSLA
$1.24T
| $5.04B | 2.06% |
24,300,300
-4,231,100
| -15% | -$738M |
|
|
8
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $4.03B | 1.65% |
48,880,200
+1,219,400
| +3% | +$219M |
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$781B
| $3.89B | 1.59% |
9,509,647
+2,348,811
| +33% | +$937M |
|
10
CALL
Apple
AAPL
$4.89T
| $3.48B | 1.43% |
21,114,100
-9,826,300
| -32% | -$1.45B |
|
|
11
PUT
Apple
AAPL
$4.89T
| $3.41B | 1.4% |
20,704,300
+1,847,900
| +10% | +$273M |
|
12
CALL
Microsoft
MSFT
$2.84T
| $3.26B | 1.33% |
11,302,800
+2,590,000
| +30% | +$661M |
|
13
PUT
NVIDIA
NVDA
$5.01T
| $2.85B | 1.17% |
102,676,000
-14,518,000
| -12% | -$314M |
|
14
PUT
Amazon
AMZN
$2.5T
| $2.52B | 1.03% |
24,352,000
+346,900
| +1% | +$33.5M |
|
|
15
Invesco QQQ Trust
QQQ
$450B
| $2.31B | 0.95% |
7,205,451
-869,150
| -11% | -$256M |
|
|
16
CALL
NVIDIA
NVDA
$5.01T
| $2.29B | 0.94% |
82,545,000
-17,833,000
| -18% | -$386M |
|
17
CALL
Meta Platforms (Facebook)
META
$1.51T
| $2.08B | 0.85% |
9,797,800
-546,200
| -5% | -$93M |
|
|
18
CALL
Amazon
AMZN
$2.5T
| $2.04B | 0.84% |
19,790,600
-14,657,600
| -43% | -$1.42B |
|
|
19
CALL
SPDR Gold Trust
GLD
$132B
| $1.81B | 0.74% |
9,862,300
+4,072,300
| +70% | +$717M |
|
20
PUT
iShares Morningstar Value ETF
ILCV
$1.3B
| $1.8B | 0.74% |
24,680,500
+11,800,000
| +92% | +$759M |
|
|
21
PUT
Microsoft
MSFT
$2.84T
| $1.69B | 0.69% |
5,851,700
-2,768,000
| -32% | -$706M |
|
|
22
CALL
iShares Morningstar Value ETF
ILCV
$1.3B
| $1.37B | 0.56% |
19,659,200
+12,392,200
| +171% | +$797M |
|
|
23
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $1.34B | 0.55% |
17,782,684
+17,159,234
| +2,752% | +$1.29B |
|
24
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
| $1.28B | 0.53% |
32,183,000
-8,043,800
| -20% | -$326M |
|
25
CALL
Alibaba
BABA
$269B
| $1.26B | 0.52% |
12,365,000
+4,706,500
| +61% | +$471M |
|
Similar funds
Jane Street's Q1 2023 Portfolio in Review
As of Q1 2023, Jane Street held 10,675 positions worth $244B, up 13% from $216B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Jane Street's Q1 2023 filing shows 1,656 new, 3,182 increased, 3,974 reduced and 1,761 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 11,182,830 shares worth $543M. The largest sale was iShares Core MSCI Emerging Markets ETF, an estimated $1.06B.
By sector, the portfolio is most concentrated in Technology at 2.5% of assets, up from 2.4% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q1 2023 buy was iShares MSCI EAFE Value ETF: 11,182,830 shares worth $543M.
- Jane Street added most to iShares iBoxx $ High Yield Corporate Bond ETF in Q1 2023, an estimated $1.29B increase.
- Jane Street's biggest Q1 2023 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $1.06B.
- Jane Street fully exited State Street SPDR Bloomberg Convertible Securities ETF in Q1 2023, selling an estimated $119M.
- Jane Street's ten largest holdings make up 36% of its $244B portfolio in Q1 2023.
- Jane Street opened 1,656 new positions and closed 1,761 in Q1 2023.
- Jane Street's portfolio value rose 13% quarter-over-quarter to $244B.
Based on Jane Street's 13F filing for Q1 2023, filed 16 May 2023.