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 Core US Aggregate Bond ETF
AGG
|
+$743M |
| 2 |
iShares Floating Rate Bond ETF
FLOT
|
+$700M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$609M |
| 4 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$414M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$400M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$1.23B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$474M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$302M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$205M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$200M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.43% |
| 2 | Communication Services | 1.35% |
| 3 | Technology | 1.12% |
| 4 | Industrials | 0.86% |
| 5 | Healthcare | 0.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2476
First Trust Utilities AlphaDEX Fund
FXU
$815M
| $1.32M | ﹤0.01% |
53,768
-1,137
| -2% | -$32.2K |
|
2477
Service Corp International
SCI
$11.4B
| $1.32M | ﹤0.01% |
+33,737
| New | +$1.57M |
|
|
ALXN
2478
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.32M | ﹤0.01% |
14,700
-55,200
| -79% | -$5.42M |
|
2479
Invesco 0-5 Yr US TIPS ETF
PBTP
$116M
| $1.32M | ﹤0.01% |
53,212
+11,381
| +27% | +$284K |
|
2480
Guardant Health
GH
$22.4B
| $1.31M | ﹤0.01% |
18,876
-7,291
| -28% | -$560K |
|
2481
Global X S&P 500 Covered Call ETF
XYLD
$3.28B
| $1.31M | ﹤0.01% |
34,383
+17,667
| +106% | +$836K |
|
2482
NovaGold Resources
NG
$3.35B
| $1.31M | ﹤0.01% |
177,915
+19,532
| +12% | +$167K |
|
|
RETA
2483
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $1.31M | ﹤0.01% |
+9,100
| New | +$1.76M |
|
2484
Vanguard US Multifactor ETF
VFMF
$923M
| $1.31M | ﹤0.01% |
23,210
+8,286
| +56% | +$604K |
|
|
QVCGA
2485
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $1.31M | ﹤0.01% |
+4,427
| New | +$1.58M |
|
2486
Mitsubishi UFJ Financial
MUFG
$251B
| $1.31M | ﹤0.01% |
357,555
+306,781
| +604% | +$1.46M |
|
|
MMP
2487
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.31M | ﹤0.01% |
35,875
-58,584
| -62% | -$3.15M |
|
|
XEC
2488
DELISTED
CIMAREX ENERGY CO
XEC
| $1.31M | ﹤0.01% |
77,782
+30,218
| +64% | +$1.09M |
|
2489
Corteva
CTVA
$51B
| $1.31M | ﹤0.01% |
+55,675
| New | +$1.53M |
|
2490
PUT
Goodyear
GT
$1.74B
| $1.31M | ﹤0.01% |
224,800
+9,900
| +5% | +$108K |
|
2491
ProShares Large Cap Core Plus
CSM
$534M
| $1.31M | ﹤0.01% |
44,112
+24,216
| +122% | +$873K |
|
|
SINA
2492
PUT
DELISTED
Sina Corp
SINA
| $1.3M | ﹤0.01% |
41,000
+35,600
| +659% | +$1.31M |
|
2493
PUT
Macy's
M
$6.55B
| $1.3M | ﹤0.01% |
265,500
+100,700
| +61% | +$1.37M |
|
|
CHNA
2494
DELISTED
Loncar China BioPharma ETF
CHNA
| $1.3M | ﹤0.01% |
+57,384
| New | +$1.42M |
|
2495
CALL
Teck Resources
TECK
$32.8B
| $1.3M | ﹤0.01% |
172,000
+157,100
| +1,054% | +$1.88M |
|
2496
Vident US Equity Strategy ETF
VUSE
$691M
| $1.3M | ﹤0.01% |
57,847
+29,123
| +101% | +$864K |
|
|
ADRE
2497
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
| $1.3M | ﹤0.01% |
+38,902
| New | +$1.58M |
|
|
2498
Goodyear
GT
$1.74B
| $1.3M | ﹤0.01% |
223,240
-124,612
| -36% | -$1.36M |
|
2499
Dentsply Sirona
XRAY
$2.34B
| $1.3M | ﹤0.01% |
+33,465
| New | +$1.71M |
|
|
FFTI
2500
DELISTED
FormulaFolios Tactical Income ETF
FFTI
| $1.3M | ﹤0.01% |
56,761
+41,141
| +263% | +$1.02M |
|
Similar funds
Jane Street's Q1 2020 Portfolio in Review
As of Q1 2020, Jane Street held 6,476 positions worth $102B, up 43% from $71.7B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $47.3B of net new capital in Q1 2020, opening 1,498 new positions and adding to 2,227 existing holdings. Its largest new stake was iShares MBS ETF: 1,544,304 shares worth $171M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.4% of assets, down from 2% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was iShares Core MSCI Emerging Markets ETF, an estimated $1.23B trimmed.
- Jane Street's largest Q1 2020 buy was iShares MBS ETF: 1,544,304 shares worth $171M.
- Jane Street added most to iShares Core US Aggregate Bond ETF in Q1 2020, an estimated $743M increase.
- Jane Street's biggest Q1 2020 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $1.23B.
- Jane Street fully exited iShares Preferred and Income Securities ETF in Q1 2020, selling an estimated $38.2M.
- Jane Street's ten largest holdings make up 33% of its $102B portfolio in Q1 2020.
- Jane Street opened 1,498 new positions and closed 1,253 in Q1 2020.
- Jane Street's portfolio value rose 43% quarter-over-quarter to $102B.
Based on Jane Street's 13F filing for Q1 2020, filed 15 May 2020.