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 | |
|---|---|---|---|---|---|---|
1526
Rockwell Automation
ROK
$49B
| $11.1M | ﹤0.01% |
37,963
-18,390
| -33% | -$5.23M |
|
1527
CALL
Cummins
CMI
$88.7B
| $11.1M | ﹤0.01% |
46,600
-116,900
| -71% | -$28.5M |
|
1528
Azenta
AZTA
$1.48B
| $11.1M | ﹤0.01% |
249,349
+216,131
| +651% | +$10.7M |
|
1529
Avantis International Small Cap Value ETF
AVDV
$19.8B
| $11.1M | ﹤0.01% |
190,195
+113,390
| +148% | +$6.61M |
|
1530
CALL
Duolingo
DUOL
$6.12B
| $11.1M | ﹤0.01% |
78,000
+51,200
| +191% | +$5.26M |
|
1531
Watsco Inc
WSO
$13.6B
| $11.1M | ﹤0.01% |
34,930
+33,236
| +1,962% | +$9.76M |
|
1532
PUT
Energy Transfer Partners
ET
$69.3B
| $11.1M | ﹤0.01% |
891,000
-697,700
| -44% | -$8.82M |
|
1533
CALL
ASML
ASML
$669B
| $11.1M | ﹤0.01% |
16,300
| – | – |
|
1534
CALL
Tapestry
TPR
$32.8B
| $11.1M | ﹤0.01% |
257,300
+80,500
| +46% | +$3.45M |
|
1535
Parker-Hannifin
PH
$135B
| $11.1M | ﹤0.01% |
32,989
+16,895
| +105% | +$5.59M |
|
1536
iShares California Muni Bond ETF
CMF
$4.62B
| $11.1M | ﹤0.01% |
193,016
+1,982
| +1% | +$113K |
|
|
FITB
1537
PUT
Fifth Third Bancorp
FITB
$51.8B
| $11.1M | ﹤0.01% |
415,000
+165,900
| +67% | +$5.51M |
|
1538
CALL
PPG Industries
PPG
$26.6B
| $11M | ﹤0.01% |
82,600
+31,800
| +63% | +$4.1M |
|
1539
L3Harris
LHX
$53.4B
| $11M | ﹤0.01% |
56,174
+8,387
| +18% | +$1.71M |
|
1540
SolarEdge
SEDG
$1.95B
| $11M | ﹤0.01% |
36,101
-155,478
| -81% | -$47.4M |
|
1541
Deere & Co
DE
$168B
| $11M | ﹤0.01% |
26,556
-37,870
| -59% | -$15.7M |
|
1542
PUT
Skyworks Solutions
SWKS
$10.6B
| $10.9M | ﹤0.01% |
92,600
-127,200
| -58% | -$14.1M |
|
1543
CALL
HEICO Corp
HEI
$51.4B
| $10.9M | ﹤0.01% |
63,700
+33,700
| +112% | +$5.67M |
|
1544
Xtrackers Low Beta High Yield Bond ETF
HYDW
$67.5M
| $10.9M | ﹤0.01% |
236,828
+169,163
| +250% | +$7.63M |
|
|
ACCD
1545
PUT
DELISTED
Accolade Inc
ACCD
| $10.9M | ﹤0.01% |
757,100
+21,600
| +3% | +$244K |
|
1546
PUT
Toll Brothers
TOL
$14.5B
| $10.9M | ﹤0.01% |
181,300
+40,500
| +29% | +$2.34M |
|
1547
Marriott Vacations Worldwide
VAC
$4.25B
| $10.9M | ﹤0.01% |
80,685
+57,415
| +247% | +$8.52M |
|
|
X
1548
DELISTED
US Steel
X
| $10.9M | ﹤0.01% |
416,897
-352,395
| -46% | -$9.79M |
|
1549
PUT
Norfolk Southern
NSC
$75.1B
| $10.9M | ﹤0.01% |
51,300
+21,200
| +70% | +$4.9M |
|
1550
CALL
Voya Financial
VOYA
$9.19B
| $10.9M | ﹤0.01% |
152,100
+16,900
| +13% | +$1.18M |
|
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.