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 | |
|---|---|---|---|---|---|---|
1001
CALL
Cleveland-Cliffs
CLF
$6.99B
| $19.9M | 0.01% |
1,085,700
-737,600
| -40% | -$14.6M |
|
1002
CALL
Paychex
PAYX
$42.7B
| $19.9M | 0.01% |
173,400
-3,800
| -2% | -$432K |
|
1003
Franklin FTSE Japan ETF
FLJP
$4.08B
| $19.8M | 0.01% |
767,709
+483,450
| +170% | +$12.1M |
|
1004
CALL
Caesars Entertainment
CZR
$6.14B
| $19.8M | 0.01% |
406,600
-84,900
| -17% | -$4.16M |
|
1005
CALL
Halliburton
HAL
$26.6B
| $19.8M | 0.01% |
625,500
-242,000
| -28% | -$8.96M |
|
1006
Crane NXT
CXT
$3.07B
| $19.8M | 0.01% |
+501,767
| New | +$19.8M |
|
1007
PUT
Azenta
AZTA
$1.48B
| $19.8M | 0.01% |
443,200
-27,700
| -6% | -$1.37M |
|
|
MRO
1008
CALL
DELISTED
Marathon Oil Corporation
MRO
| $19.8M | 0.01% |
825,100
-1,300
| -0.2% | -$33.2K |
|
1009
CALL
Lattice Semiconductor
LSCC
$18.5B
| $19.8M | 0.01% |
207,000
+108,500
| +110% | +$8.93M |
|
1010
PUT
AstraZeneca
AZN
$250B
| $19.7M | 0.01% |
142,200
+138,500
| +3,743% | +$18.6M |
|
|
IPFF
1011
PUT
DELISTED
iShares International Preferred Stock ETF
IPFF
| $19.7M | 0.01% |
446,600
-733,600
| -62% | -$32.4M |
|
1012
Marriott International
MAR
$92.3B
| $19.7M | 0.01% |
118,551
-113,733
| -49% | -$18.9M |
|
1013
CALL
ALPS REIT Dividend Dogs ETF
RDOG
$11.3M
| $19.7M | 0.01% |
509,000
-52,100
| -9% | -$2.05M |
|
1014
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
| $19.7M | 0.01% |
1,025,404
-1,412,762
| -58% | -$27.2M |
|
1015
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.3B
| $19.7M | 0.01% |
+388,074
| New | +$19.5M |
|
1016
PUT
Expedia Group
EXPE
$37.3B
| $19.7M | 0.01% |
202,600
+7,900
| +4% | +$828K |
|
1017
PUT
SolarEdge
SEDG
$1.95B
| $19.6M | 0.01% |
64,600
-98,400
| -60% | -$30M |
|
1018
PUT
Norwegian Cruise Line
NCLH
$8.84B
| $19.6M | 0.01% |
1,457,600
-146,500
| -9% | -$2.19M |
|
1019
First Trust Senior Loan Fund ETF
FTSL
$2.33B
| $19.6M | 0.01% |
432,706
+155,362
| +56% | +$7.05M |
|
1020
Gold Fields
GFI
$36.5B
| $19.5M | 0.01% |
1,465,607
+1,238,858
| +546% | +$13.8M |
|
1021
GE HealthCare
GEHC
$32.4B
| $19.5M | 0.01% |
+237,931
| New | +$17M |
|
1022
CALL
Snap
SNAP
$9.01B
| $19.5M | 0.01% |
1,740,600
-1,187,300
| -41% | -$12.5M |
|
1023
CALL
Automatic Data Processing
ADP
$108B
| $19.5M | 0.01% |
87,600
-34,300
| -28% | -$7.74M |
|
1024
CALL
Charles River Laboratories
CRL
$12.8B
| $19.5M | 0.01% |
+96,600
| New | +$21.9M |
|
|
JPGE
1025
CALL
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
| $19.5M | 0.01% |
356,900
+148,100
| +71% | +$8.09M |
|
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.