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 | |
|---|---|---|---|---|---|---|
1126
Burlington
BURL
$23.2B
| $16.9M | 0.01% |
83,328
-15,520
| -16% | -$3.39M |
|
1127
Intercontinental Exchange
ICE
$84.4B
| $16.9M | 0.01% |
162,000
+60,514
| +60% | +$6.3M |
|
1128
United States Brent Oil Fund
BNO
$727M
| $16.9M | 0.01% |
635,579
+357,580
| +129% | +$9.68M |
|
1129
CALL
CF Industries
CF
$17.3B
| $16.9M | 0.01% |
233,000
+33,200
| +17% | +$2.71M |
|
1130
Dell
DELL
$293B
| $16.9M | 0.01% |
419,544
+256,640
| +158% | +$10.3M |
|
1131
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $16.9M | 0.01% |
221,224
-3,695,709
| -94% | -$280M |
|
1132
CALL
Allstate
ALL
$67.5B
| $16.8M | 0.01% |
152,000
+10,500
| +7% | +$1.33M |
|
1133
CALL
Western Alliance Bancorporation
WAL
$8.87B
| $16.8M | 0.01% |
473,900
+446,700
| +1,642% | +$27.4M |
|
1134
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $16.8M | 0.01% |
275,975
+159,720
| +137% | +$8.95M |
|
|
VMW
1135
PUT
DELISTED
VMware, Inc
VMW
| $16.8M | 0.01% |
134,600
+55,500
| +70% | +$6.67M |
|
|
TYNS
1136
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $16.8M | 0.01% |
281,800
+56,100
| +25% | +$3.34M |
|
1137
Dollar Tree
DLTR
$25.2B
| $16.8M | 0.01% |
116,688
+34,570
| +42% | +$5.02M |
|
1138
PUT
D.R. Horton
DHI
$42.3B
| $16.7M | 0.01% |
171,200
-254,700
| -60% | -$24.3M |
|
1139
Fair Isaac
FICO
$22.5B
| $16.7M | 0.01% |
23,778
+20,194
| +563% | +$13.4M |
|
1140
CALL
Cedar Fair
FUN
$1.67B
| $16.7M | 0.01% |
364,600
+324,500
| +809% | +$14.3M |
|
1141
GE Aerospace
GE
$384B
| $16.7M | 0.01% |
218,251
-972,744
| -82% | -$65.1M |
|
1142
CALL
Carlyle Group
CG
$17.2B
| $16.7M | 0.01% |
536,100
+372,100
| +227% | +$12.4M |
|
1143
iShares GNMA Bond ETF
GNMA
$423M
| $16.6M | 0.01% |
373,854
-203,289
| -35% | -$9M |
|
|
CMA
1144
CALL
DELISTED
Comerica
CMA
| $16.6M | 0.01% |
382,600
+340,800
| +815% | +$21.8M |
|
|
WBA
1145
DELISTED
Walgreens Boots Alliance
WBA
| $16.6M | 0.01% |
479,798
+262,105
| +120% | +$9.3M |
|
1146
W.W. Grainger
GWW
$60.2B
| $16.6M | 0.01% |
24,079
+14,309
| +146% | +$9.12M |
|
1147
iShares Government/Credit Bond ETF
GBF
$128M
| $16.6M | 0.01% |
156,763
+41,611
| +36% | +$4.35M |
|
1148
PUT
Peloton Interactive
PTON
$2.49B
| $16.6M | 0.01% |
1,462,300
+736,500
| +101% | +$8.86M |
|
1149
CALL
Schwab US Broad Market ETF
SCHB
$44.9B
| $16.5M | 0.01% |
712,200
+661,800
| +1,313% | +$10.3M |
|
1150
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.58B
| $16.5M | 0.01% |
171,192
+62,460
| +57% | +$5.94M |
|
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.