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 | |
|---|---|---|---|---|---|---|
226
PUT
Mastercard
MA
$500B
| $136M | 0.06% |
374,100
-148,400
| -28% | -$53.9M |
|
227
PUT
Nike
NKE
$63B
| $136M | 0.06% |
1,105,100
-1,426,700
| -56% | -$175M |
|
228
CALL
Accenture
ACN
$104B
| $135M | 0.06% |
473,100
+143,100
| +43% | +$39M |
|
229
Micron Technology
MU
$1.01T
| $135M | 0.06% |
2,232,624
+1,107,092
| +98% | +$64.9M |
|
230
JPMorgan Chase
JPM
$955B
| $133M | 0.05% |
1,023,473
+660,768
| +182% | +$90.5M |
|
231
CALL
Mercado Libre
MELI
$97.5B
| $133M | 0.05% |
101,000
-24,900
| -20% | -$28.3M |
|
232
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
| $133M | 0.05% |
1,339,245
-5,209,500
| -80% | -$509M |
|
233
CALL
Occidental Petroleum
OXY
$53.5B
| $133M | 0.05% |
2,125,200
-1,729,200
| -45% | -$107M |
|
234
CALL
Sea Limited
SE
$70.4B
| $131M | 0.05% |
1,514,400
-421,200
| -22% | -$28.8M |
|
|
CVII
235
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
| $129M | 0.05% |
12,692,756
-6,132
| -0% | -$61.7K |
|
236
PUT
Caterpillar
CAT
$401B
| $128M | 0.05% |
560,400
-185,800
| -25% | -$44.9M |
|
237
CALL
BP
BP
$106B
| $128M | 0.05% |
3,367,600
+434,800
| +15% | +$16.2M |
|
238
PUT
Costco
COST
$418B
| $128M | 0.05% |
257,100
-177,300
| -41% | -$87M |
|
239
CALL
PayPal
PYPL
$49.6B
| $128M | 0.05% |
1,679,600
-1,465,000
| -47% | -$113M |
|
240
CALL
Morgan Stanley
MS
$343B
| $126M | 0.05% |
1,429,500
-376,200
| -21% | -$35.1M |
|
241
CALL
Thermo Fisher Scientific
TMO
$214B
| $125M | 0.05% |
217,400
-79,200
| -27% | -$44.6M |
|
242
CALL
Target
TGT
$67.1B
| $125M | 0.05% |
755,000
-55,000
| -7% | -$9.04M |
|
243
PUT
Starbucks
SBUX
$121B
| $124M | 0.05% |
1,193,700
-620,800
| -34% | -$64.6M |
|
244
IBM
IBM
$222B
| $124M | 0.05% |
947,428
+910,166
| +2,443% | +$122M |
|
245
CALL
Procter & Gamble
PG
$342B
| $124M | 0.05% |
832,800
-1,408,200
| -63% | -$201M |
|
246
CALL
United Parcel Service
UPS
$91.5B
| $124M | 0.05% |
637,900
-59,500
| -9% | -$10.9M |
|
247
CALL
UnitedHealth
UNH
$375B
| $123M | 0.05% |
260,400
-180,000
| -41% | -$86.9M |
|
248
CALL
ConocoPhillips
COP
$140B
| $122M | 0.05% |
1,234,200
-475,800
| -28% | -$52.1M |
|
249
Walt Disney
DIS
$177B
| $122M | 0.05% |
1,216,438
-61,053
| -5% | -$6.16M |
|
250
CALL
Vanguard High Dividend Yield ETF
VYM
$82.5B
| $122M | 0.05% |
1,152,100
+35,300
| +3% | +$3.8M |
|
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.