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 | |
|---|---|---|---|---|---|---|
126
PUT
Micron Technology
MU
$937B
| $210M | 0.09% |
3,473,300
+120,600
| +4% | +$7.07M |
|
127
CALL
Caterpillar
CAT
$382B
| $209M | 0.09% |
913,000
+206,800
| +29% | +$50M |
|
128
Comcast
CMCSA
$87.2B
| $208M | 0.09% |
5,482,671
+3,232,826
| +144% | +$122M |
|
129
CALL
Walmart Inc
WMT
$881B
| $202M | 0.08% |
4,119,300
-281,400
| -6% | -$13.4M |
|
|
XYZ
130
PUT
Block Inc
XYZ
$48.9B
| $201M | 0.08% |
2,933,100
+1,236,800
| +73% | +$92.6M |
|
131
CALL
Goldman Sachs
GS
$303B
| $201M | 0.08% |
614,400
-393,700
| -39% | -$137M |
|
132
CALL
Snowflake
SNOW
$107B
| $199M | 0.08% |
1,292,100
+413,300
| +47% | +$60.6M |
|
133
PUT
Morgan Stanley
MS
$332B
| $197M | 0.08% |
2,243,900
-173,800
| -7% | -$16.2M |
|
134
PUT
General Motors
GM
$79.3B
| $197M | 0.08% |
5,361,000
+310,800
| +6% | +$11.8M |
|
135
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
| $196M | 0.08% |
2,139,859
+2,129,170
| +19,919% | +$195M |
|
136
JPMorgan Inflation Managed Bond ETF
JCPI
$867M
| $196M | 0.08% |
4,118,291
+3,953,385
| +2,397% | +$184M |
|
137
CALL
Bank of America
BAC
$438B
| $194M | 0.08% |
6,789,200
-824,300
| -11% | -$27.2M |
|
138
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$376M
| $193M | 0.08% |
45,913
+17,592
| +62% | +$25.1M |
|
139
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58B
| $193M | 0.08% |
6,003,600
+2,178,400
| +57% | +$75.7M |
|
140
CALL
Chevron
CVX
$385B
| $192M | 0.08% |
1,177,800
-131,000
| -10% | -$22M |
|
141
PUT
PayPal
PYPL
$49.5B
| $191M | 0.08% |
2,508,700
-358,500
| -13% | -$27.6M |
|
142
CALL
Vanguard S&P 500 ETF
VOO
$993B
| $190M | 0.08% |
1,020,300
+211,500
| +26% | +$77.6M |
|
143
PUT
DuPont de Nemours
DD
$19.1B
| $190M | 0.08% |
2,110,768
+58,555
| +3% | +$5.34M |
|
144
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$243M
| $189M | 0.08% |
20,598,800
+1,052,460
| +5% | +$35.9M |
|
|
SCHW
145
CALL
Charles Schwab
SCHW
$184B
| $187M | 0.08% |
3,574,800
+2,984,000
| +505% | +$219M |
|
146
PUT
ARK Innovation ETF
ARKK
$5.84B
| $187M | 0.08% |
4,637,700
+691,200
| +18% | +$26.5M |
|
147
CALL
McDonald's
MCD
$188B
| $187M | 0.08% |
668,200
-30,300
| -4% | -$8.12M |
|
148
CALL
Uber
UBER
$146B
| $186M | 0.08% |
5,855,800
+288,000
| +5% | +$9.13M |
|
|
149
PUT
SPDR Gold Trust
GLD
$131B
| $185M | 0.08% |
1,008,800
+156,200
| +18% | +$27.5M |
|
150
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $183M | 0.07% |
1,845,495
+861,988
| +88% | +$84.3M |
|
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.