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 | |
|---|---|---|---|---|---|---|
201
iShares Core MSCI EAFE ETF
IEFA
$190B
| $146M | 0.06% |
2,186,054
-5,039,756
| -70% | -$330M |
|
202
CALL
Broadcom
AVGO
$1.85T
| $146M | 0.06% |
2,277,000
-3,307,000
| -59% | -$199M |
|
203
PUT
Delta Air Lines
DAL
$57.5B
| $146M | 0.06% |
4,173,900
+1,987,500
| +91% | +$73.7M |
|
204
iShares MSCI Europe Financials ETF
EUFN
$4.14B
| $145M | 0.06% |
7,765,112
+6,757,003
| +670% | +$130M |
|
205
PUT
American Express
AXP
$227B
| $145M | 0.06% |
876,300
+193,700
| +28% | +$32.1M |
|
|
XYZ
206
CALL
Block Inc
XYZ
$48.4B
| $144M | 0.06% |
2,101,800
+574,900
| +38% | +$43M |
|
207
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $144M | 0.06% |
1,909,400
-59,800
| -3% | -$4.12M |
|
208
PUT
TSMC
TSM
$2.1T
| $144M | 0.06% |
1,542,900
-583,100
| -27% | -$52.3M |
|
209
CALL
iShares MSCI Australia ETF
EWA
$1.39B
| $143M | 0.06% |
5,116,300
-4,202,700
| -45% | -$98.3M |
|
210
CALL
Airbnb
ABNB
$89.9B
| $143M | 0.06% |
1,148,500
+44,900
| +4% | +$5.13M |
|
211
CALL
ARK Innovation ETF
ARKK
$5.66B
| $142M | 0.06% |
3,526,300
-2,669,500
| -43% | -$102M |
|
212
CALL
Merck
MRK
$322B
| $142M | 0.06% |
1,332,500
-264,300
| -17% | -$28.5M |
|
213
CALL
lululemon athletica
LULU
$13.5B
| $142M | 0.06% |
389,200
+309,000
| +385% | +$96.9M |
|
214
PUT
Intel
INTC
$455B
| $141M | 0.06% |
4,308,600
+139,800
| +3% | +$3.96M |
|
215
PUT
Vanguard S&P 500 ETF
VOO
$979B
| $141M | 0.06% |
734,500
-401,200
| -35% | -$147M |
|
216
Vanguard Total World Stock ETF
VT
$77.1B
| $141M | 0.06% |
1,526,638
+491,888
| +48% | +$44.5M |
|
|
KFYP
217
PUT
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $140M | 0.06% |
4,484,700
-413,900
| -8% | -$9.86M |
|
218
CALL
Baidu
BIDU
$37.7B
| $140M | 0.06% |
927,100
-88,800
| -9% | -$12.6M |
|
|
219
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $139M | 0.06% |
1,842,800
-670,800
| -27% | -$46.2M |
|
220
CALL
NextEra Energy
NEE
$181B
| $139M | 0.06% |
1,797,800
+754,700
| +72% | +$58M |
|
221
Vanguard FTSE Europe ETF
VGK
$30.7B
| $139M | 0.06% |
2,272,582
-440,401
| -16% | -$26.3M |
|
222
CALL
Eli Lilly
LLY
$1.02T
| $138M | 0.06% |
403,200
+143,900
| +55% | +$48.5M |
|
223
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $137M | 0.06% |
1,838,800
+885,800
| +93% | +$63.5M |
|
|
224
CALL
Intel
INTC
$455B
| $137M | 0.06% |
4,188,900
+876,500
| +26% | +$24.8M |
|
|
225
Broadcom
AVGO
$1.85T
| $136M | 0.06% |
2,122,510
+1,255,480
| +145% | +$75.5M |
|
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.