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 | |
|---|---|---|---|---|---|---|
101
CALL
Pinduoduo
PDD
$126B
| $268M | 0.11% |
3,530,600
-727,200
| -17% | -$65.7M |
|
102
PUT
VanEck Durable High Dividend ETF
DURA
$38.6M
| $267M | 0.11% |
970,200
+100,100
| +12% | +$3.15M |
|
103
PUT
Royal Caribbean
RCL
$85.1B
| $266M | 0.11% |
4,075,700
+281,900
| +7% | +$18.6M |
|
104
PUT
Ford
F
$58.5B
| $252M | 0.1% |
20,023,900
+2,965,200
| +17% | +$37.1M |
|
105
Alphabet (Google) Class C
GOOG
$4.36T
| $252M | 0.1% |
2,420,693
-2,153,327
| -47% | -$208M |
|
|
UWC
106
PUT
DELISTED
PROSHARES TR ULTRA RUSSELL3000
UWC
| $251M | 0.1% |
8,693,400
+2,636,000
| +44% | +$76.2M |
|
107
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.44B
| $249M | 0.1% |
4,561,210
+2,760,454
| +153% | +$150M |
|
108
ARK Innovation ETF
ARKK
$5.66B
| $249M | 0.1% |
6,163,775
+4,617,445
| +299% | +$177M |
|
109
Invesco Solar ETF
TAN
$1.42B
| $244M | 0.1% |
3,149,323
+2,487,549
| +376% | +$191M |
|
110
Voya Financial
VOYA
$9.01B
| $244M | 0.1% |
3,420,143
+3,413,511
| +51,470% | +$239M |
|
111
PUT
Freeport-McMoran
FCX
$90B
| $244M | 0.1% |
5,969,500
+2,439,200
| +69% | +$101M |
|
112
Intel
INTC
$455B
| $244M | 0.1% |
7,458,664
+2,122,046
| +40% | +$60.1M |
|
113
PUT
Booking.com
BKNG
$149B
| $243M | 0.1% |
2,292,500
-2,137,500
| -48% | -$208M |
|
114
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.32B
| $242M | 0.1% |
2,499,446
+1,348,736
| +117% | +$129M |
|
115
PUT
Shopify
SHOP
$152B
| $235M | 0.1% |
4,896,300
+1,814,400
| +59% | +$79.8M |
|
116
CALL
Palo Alto Networks
PANW
$270B
| $232M | 0.09% |
2,318,400
-440,600
| -16% | -$37.3M |
|
117
PUT
Snowflake
SNOW
$102B
| $231M | 0.09% |
1,499,700
+984,200
| +191% | +$144M |
|
118
Advanced Micro Devices
AMD
$776B
| $227M | 0.09% |
2,314,275
-858,872
| -27% | -$69.9M |
|
|
119
iShares MSCI EAFE ETF
EFA
$78B
| $227M | 0.09% |
3,169,162
-7,325,703
| -70% | -$512M |
|
120
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $223M | 0.09% |
721,900
-148,000
| -17% | -$45.6M |
|
|
121
PUT
Pinduoduo
PDD
$126B
| $220M | 0.09% |
2,892,900
+254,700
| +10% | +$23M |
|
122
iShares China Large-Cap ETF
FXI
$4.35B
| $218M | 0.09% |
7,392,215
+5,110,583
| +224% | +$154M |
|
123
CALL
Walt Disney
DIS
$167B
| $216M | 0.09% |
2,161,800
+86,900
| +4% | +$8.76M |
|
124
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
| $211M | 0.09% |
1,174,681
+1,129,950
| +2,526% | +$219M |
|
125
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $210M | 0.09% |
6,160,000
-590,000
| -9% | -$18.5M |
|
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 1,656 new, 3,182 increased, 3,974 reduced and 1,761 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 1,656 new positions and closed 1,761 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.