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 | |
|---|---|---|---|---|---|---|
476
Snap
SNAP
$9.01B
| $55.7M | 0.02% |
4,970,466
-5,490,091
| -52% | -$57.7M |
|
477
iShares MSCI South Korea ETF
EWY
$24.1B
| $55.5M | 0.02% |
906,066
-1,668,041
| -65% | -$101M |
|
478
Avantis International Equity ETF
AVDE
$18.7B
| $55.4M | 0.02% |
972,185
-460,792
| -32% | -$26M |
|
479
CALL
KLA
KLAC
$259B
| $55.2M | 0.02% |
1,382,000
+691,000
| +100% | +$27.2M |
|
480
PUT
International Paper
IP
$22B
| $55.1M | 0.02% |
1,528,400
-23,100
| -1% | -$856K |
|
481
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $55.1M | 0.02% |
1,975,700
+559,900
| +40% | +$15.6M |
|
482
iShares Core MSCI Europe ETF
IEUR
$9.16B
| $55M | 0.02% |
1,050,643
+684,773
| +187% | +$35.1M |
|
483
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.7B
| $54.6M | 0.02% |
+918,212
| New | +$54.5M |
|
484
CALL
Stryker
SYK
$130B
| $54.5M | 0.02% |
190,900
+74,300
| +64% | +$19.7M |
|
485
Lockheed Martin
LMT
$136B
| $54.4M | 0.02% |
115,068
+7,126
| +7% | +$3.34M |
|
486
Schwab US TIPS ETF
SCHP
$16.3B
| $54.2M | 0.02% |
2,022,170
+110,164
| +6% | +$2.9M |
|
487
PUT
Bilibili
BILI
$7.84B
| $54.1M | 0.02% |
2,301,900
+822,000
| +56% | +$19.6M |
|
488
MetLife
MET
$62.1B
| $54M | 0.02% |
931,392
+826,738
| +790% | +$55.8M |
|
489
Cadence Design Systems
CDNS
$93.4B
| $54M | 0.02% |
256,831
+200,545
| +356% | +$37.9M |
|
490
Morgan Stanley
MS
$340B
| $53.9M | 0.02% |
614,100
-147,291
| -19% | -$13.7M |
|
491
CALL
United Rentals
URI
$72.4B
| $53.8M | 0.02% |
135,900
-39,500
| -23% | -$16.6M |
|
492
ASML
ASML
$669B
| $53.7M | 0.02% |
78,851
+43,821
| +125% | +$28.1M |
|
493
Devon Energy
DVN
$47.3B
| $53.6M | 0.02% |
1,058,923
+752,183
| +245% | +$42.8M |
|
494
UnitedHealth
UNH
$370B
| $53.5M | 0.02% |
113,289
+6,941
| +7% | +$3.35M |
|
495
PUT
Thermo Fisher Scientific
TMO
$220B
| $53.4M | 0.02% |
92,700
-32,100
| -26% | -$18.1M |
|
496
PUT
Ulta Beauty
ULTA
$24.3B
| $53.4M | 0.02% |
97,900
-10,300
| -10% | -$5.29M |
|
497
PUT
McDonald's
MCD
$195B
| $53.3M | 0.02% |
190,600
-112,500
| -37% | -$30.1M |
|
498
CALL
SLB Ltd
SLB
$75B
| $53.3M | 0.02% |
1,085,000
-637,700
| -37% | -$33.9M |
|
499
Valaris
VAL
$5.47B
| $53.2M | 0.02% |
816,994
+783,022
| +2,305% | +$54.6M |
|
500
Lowe's Companies
LOW
$125B
| $53.1M | 0.02% |
265,367
+158,667
| +149% | +$32.2M |
|
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.