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 | |
|---|---|---|---|---|---|---|
1676
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$405M
| $9.61M | ﹤0.01% |
325,871
+233,202
| +252% | +$6.94M |
|
1677
iShares MSCI Singapore ETF
EWS
$1.08B
| $9.6M | ﹤0.01% |
483,621
+122,014
| +34% | +$2.38M |
|
1678
Dimensional US Core Equity 2 ETF
DFAC
$49.4B
| $9.59M | ﹤0.01% |
376,403
-103,262
| -22% | -$2.62M |
|
1679
PUT
Kimberly-Clark
KMB
$36.5B
| $9.57M | ﹤0.01% |
71,300
-12,500
| -15% | -$1.62M |
|
1680
Advance Auto Parts
AAP
$3.49B
| $9.56M | ﹤0.01% |
78,604
+10,660
| +16% | +$1.49M |
|
1681
Mondelez International
MDLZ
$79.9B
| $9.56M | ﹤0.01% |
137,092
-318
| -0.2% | -$21.1K |
|
|
BNY
1682
CALL
Bank of New York Mellon
BNY
$107B
| $9.54M | ﹤0.01% |
209,900
+63,000
| +43% | +$3.05M |
|
|
BNY
1683
Bank of New York Mellon
BNY
$107B
| $9.53M | ﹤0.01% |
209,804
+71,717
| +52% | +$3.48M |
|
1684
Agilon Health
AGL
$1.6B
| $9.53M | ﹤0.01% |
16,050
+11,034
| +220% | +$6.18M |
|
1685
iShares Core MSCI Pacific ETF
IPAC
$2.77B
| $9.53M | ﹤0.01% |
+168,408
| New | +$9.41M |
|
1686
iShares Latin America 40 ETF
ILF
$3.76B
| $9.52M | ﹤0.01% |
398,787
-2,901,959
| -88% | -$69.7M |
|
|
P
1687
CALL
Everpure Inc
P
$29.9B
| $9.51M | ﹤0.01% |
372,800
-150,100
| -29% | -$4.05M |
|
1688
PUT
BILL Holdings
BILL
$4.78B
| $9.51M | ﹤0.01% |
117,200
-21,300
| -15% | -$1.98M |
|
|
FITB
1689
CALL
Fifth Third Bancorp
FITB
$51.8B
| $9.49M | ﹤0.01% |
356,400
+265,600
| +293% | +$8.82M |
|
1690
PUT
Dollar General
DG
$27.9B
| $9.49M | ﹤0.01% |
45,100
-33,600
| -43% | -$7.54M |
|
1691
ProShares Ultra Bloomberg Crude Oil
UCO
$386M
| $9.46M | ﹤0.01% |
357,543
-633,624
| -64% | -$17.3M |
|
1692
CALL
Vistra
VST
$47.4B
| $9.45M | ﹤0.01% |
393,800
+209,600
| +114% | +$4.86M |
|
1693
Albemarle
ALB
$15.5B
| $9.44M | ﹤0.01% |
42,710
-134,328
| -76% | -$33.1M |
|
1694
CALL
Southern Copper
SCCO
$166B
| $9.44M | ﹤0.01% |
133,545
-167,200
| -56% | -$11.4M |
|
1695
CALL
Conagra Brands
CAG
$7.23B
| $9.44M | ﹤0.01% |
251,200
+73,100
| +41% | +$2.71M |
|
1696
CALL
Corteva
CTVA
$51.3B
| $9.41M | ﹤0.01% |
156,000
-196,800
| -56% | -$12M |
|
1697
CALL
PVH
PVH
$4.04B
| $9.41M | ﹤0.01% |
105,500
+83,400
| +377% | +$6.8M |
|
1698
VanEck Video Gaming and eSports ETF
ESPO
$258M
| $9.39M | ﹤0.01% |
177,533
+28,707
| +19% | +$1.39M |
|
1699
PUT
Interactive Brokers
IBKR
$39.8B
| $9.39M | ﹤0.01% |
454,800
+319,200
| +235% | +$6.5M |
|
1700
Constellation Energy
CEG
$95.6B
| $9.37M | ﹤0.01% |
119,373
+42,224
| +55% | +$3.42M |
|
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.