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 | |
|---|---|---|---|---|---|---|
3101
Asbury Automotive
ABG
$3.78B
| $2.99M | ﹤0.01% |
14,218
+11,782
| +484% | +$2.5M |
|
3102
Valley National Bancorp
VLY
$8.1B
| $2.98M | ﹤0.01% |
+323,016
| New | +$3.57M |
|
3103
CALL
Black Stone Minerals
BSM
$3.06B
| $2.98M | ﹤0.01% |
189,900
+68,400
| +56% | +$1.07M |
|
3104
CALL
Iridium Communications
IRDM
$5.23B
| $2.98M | ﹤0.01% |
48,100
+5,900
| +14% | +$353K |
|
3105
Nomura Holdings
NMR
$28.7B
| $2.98M | ﹤0.01% |
+783,120
| New | +$3.09M |
|
3106
PUT
Harley-Davidson
HOG
$2.72B
| $2.97M | ﹤0.01% |
78,200
+15,100
| +24% | +$664K |
|
3107
CALL
Akamai
AKAM
$16.9B
| $2.97M | ﹤0.01% |
37,900
-235,200
| -86% | -$19M |
|
3108
CALL
Aurinia Pharmaceuticals
AUPH
$2.06B
| $2.97M | ﹤0.01% |
270,600
+94,500
| +54% | +$833K |
|
3109
CALL
Cirrus Logic
CRUS
$6.11B
| $2.96M | ﹤0.01% |
27,100
+5,700
| +27% | +$555K |
|
3110
PUT
Bloomin' Brands
BLMN
$944M
| $2.96M | ﹤0.01% |
115,500
-49,600
| -30% | -$1.23M |
|
3111
CALL
QuantumScape Corp
QS
$3.81B
| $2.96M | ﹤0.01% |
361,700
-395,300
| -52% | -$3.21M |
|
3112
AutoNation
AN
$6.88B
| $2.96M | ﹤0.01% |
22,018
-45,201
| -67% | -$5.8M |
|
|
ULTR
3113
DELISTED
IQ Ultra Short Duration ETF
ULTR
| $2.96M | ﹤0.01% |
62,280
+55,909
| +878% | +$2.66M |
|
3114
WisdomTree Enhanced Commodity Strategy Fund
GCC
$281M
| $2.96M | ﹤0.01% |
165,519
+120,956
| +271% | +$2.16M |
|
|
EXAS
3115
PUT
DELISTED
Exact Sciences
EXAS
| $2.96M | ﹤0.01% |
43,600
-127,500
| -75% | -$8.2M |
|
3116
Biomea Fusion
BMEA
$92.1M
| $2.96M | ﹤0.01% |
+95,293
| New | +$1.18M |
|
3117
CALL
Ollie's Bargain Outlet
OLLI
$4.8B
| $2.95M | ﹤0.01% |
51,000
-2,400
| -4% | -$132K |
|
3118
Unity
U
$19B
| $2.95M | ﹤0.01% |
91,078
-270,938
| -75% | -$8.71M |
|
|
SF
3119
CALL
Stifel
SF
$12.7B
| $2.95M | ﹤0.01% |
75,000
+34,800
| +87% | +$1.46M |
|
3120
PUT
PennyMac Financial
PFSI
$3.94B
| $2.95M | ﹤0.01% |
49,500
-29,800
| -38% | -$1.84M |
|
3121
Vanguard ESG US Stock ETF
ESGV
$13.6B
| $2.95M | ﹤0.01% |
41,146
+23,154
| +129% | +$1.61M |
|
3122
TFI International
TFII
$11.4B
| $2.95M | ﹤0.01% |
24,699
+15,449
| +167% | +$1.8M |
|
3123
CALL
MasTec
MTZ
$21.5B
| $2.95M | ﹤0.01% |
31,200
+18,500
| +146% | +$1.76M |
|
3124
ProShares UltraPro Short 20+ Year Treasury
TTT
$18.5M
| $2.95M | ﹤0.01% |
48,342
-10,269
| -18% | -$672K |
|
3125
CALL
TAL Education Group
TAL
$6.93B
| $2.95M | ﹤0.01% |
459,500
-400,800
| -47% | -$2.89M |
|
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 1,657 new, 3,180 increased, 3,974 reduced and 1,760 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 1,657 new positions and closed 1,760 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.