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 | |
|---|---|---|---|---|---|---|
851
CALL
Warner Bros
WBD
$67.1B
| $25.3M | 0.01% |
1,676,600
-647,344
| -28% | -$9.21M |
|
852
PUT
Idexx Laboratories
IDXX
$46.2B
| $25.3M | 0.01% |
50,500
+1,700
| +3% | +$814K |
|
853
CVS Health
CVS
$122B
| $25.2M | 0.01% |
339,351
-208,287
| -38% | -$17.5M |
|
854
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $25.1M | 0.01% |
773,139
-6,038,164
| -89% | -$195M |
|
855
PUT
Zillow
Z
$7.56B
| $25.1M | 0.01% |
564,700
-63,400
| -10% | -$2.69M |
|
856
CALL
Elevance Health
ELV
$85.5B
| $25.1M | 0.01% |
54,500
-27,700
| -34% | -$13.2M |
|
857
Cognizant
CTSH
$26B
| $25M | 0.01% |
409,590
+397,870
| +3,395% | +$24.9M |
|
858
CALL
Archer Daniels Midland
ADM
$36.9B
| $24.9M | 0.01% |
313,200
+100,300
| +47% | +$8.19M |
|
859
CALL
Peloton Interactive
PTON
$2.46B
| $24.9M | 0.01% |
2,191,800
-1,143,400
| -34% | -$13.8M |
|
860
CALL
Cigna
CI
$74.6B
| $24.8M | 0.01% |
97,200
-141,900
| -59% | -$41.3M |
|
861
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$272M
| $24.8M | 0.01% |
1,092,117
-1,152,634
| -51% | -$25.4M |
|
|
AXON
862
CALL
Axon Enterprise
AXON
$46.4B
| $24.8M | 0.01% |
110,300
+49,000
| +80% | +$9.74M |
|
863
Tenaris
TS
$26.8B
| $24.8M | 0.01% |
871,048
+414,859
| +91% | +$13.7M |
|
|
UCD
864
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $24.7M | 0.01% |
594,400
+141,400
| +31% | +$5.88M |
|
865
Roku
ROKU
$22.7B
| $24.7M | 0.01% |
375,616
+15,654
| +4% | +$916K |
|
866
SLB Ltd
SLB
$75B
| $24.7M | 0.01% |
503,429
+11,253
| +2% | +$598K |
|
867
Booking.com
BKNG
$161B
| $24.6M | 0.01% |
232,200
-2,837,375
| -92% | -$276M |
|
868
PUT
AutoZone
AZO
$51.1B
| $24.6M | 0.01% |
10,000
+3,300
| +49% | +$8.05M |
|
869
Invesco Ultra Short Duration ETF
GSY
$3.9B
| $24.6M | 0.01% |
495,373
+435,747
| +731% | +$21.6M |
|
870
PUT
Innoviz Technologies
INVZ
$112M
| $24.6M | 0.01% |
7,016,900
+400
| +0% | +$1.77K |
|
871
CALL
Royal Caribbean
RCL
$85.6B
| $24.5M | 0.01% |
375,900
-307,000
| -45% | -$20.3M |
|
872
PUT
Scorpio Tankers
STNG
$3.81B
| $24.5M | 0.01% |
434,600
+318,100
| +273% | +$17.4M |
|
873
CALL
Equinix
EQIX
$103B
| $24.4M | 0.01% |
33,800
+16,800
| +99% | +$11.8M |
|
874
Noble Corp
NE
$6.51B
| $24.4M | 0.01% |
617,109
+557,927
| +943% | +$22.3M |
|
875
iShares MSCI World ETF
URTH
$8.27B
| $24.3M | 0.01% |
206,268
-80,309
| -28% | -$9.21M |
|
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.