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 | |
|---|---|---|---|---|---|---|
2501
CALL
Henry Schein
HSIC
$9.82B
| $1.3M | ﹤0.01% |
25,700
+21,200
| +471% | +$1.34M |
|
|
CIL
2502
DELISTED
VictoryShares International Volatility Wtd ETF
CIL
| $1.3M | ﹤0.01% |
42,616
+16,228
| +61% | +$586K |
|
2503
Santander
BSBR
$43.1B
| $1.29M | ﹤0.01% |
261,494
+193,745
| +286% | +$1.63M |
|
2504
CALL
Globe Life
GL
$14.2B
| $1.29M | ﹤0.01% |
+18,000
| New | +$1.7M |
|
2505
GSK
GSK
$104B
| $1.29M | ﹤0.01% |
27,358
-1,397,952
| -98% | -$74.6M |
|
|
SFIX
2506
CALL
Stitch Fix
SFIX
$530M
| $1.29M | ﹤0.01% |
102,000
+71,000
| +229% | +$1.54M |
|
2507
Welltower
WELL
$169B
| $1.29M | ﹤0.01% |
28,235
+15,535
| +122% | +$1.15M |
|
2508
Yum China
YUMC
$16.5B
| $1.29M | ﹤0.01% |
+30,339
| New | +$1.35M |
|
2509
CALL
Invesco S&P 500 Low Volatility ETF
SPLV
$7.17B
| $1.29M | ﹤0.01% |
27,500
+16,800
| +157% | +$940K |
|
2510
American International
AIG
$40.7B
| $1.29M | ﹤0.01% |
53,153
-54,693
| -51% | -$2.35M |
|
2511
International Bancshares
IBOC
$4.53B
| $1.29M | ﹤0.01% |
47,939
+42,334
| +755% | +$1.52M |
|
2512
CALL
Alcon
ALC
$35.9B
| $1.28M | ﹤0.01% |
+25,000
| New | +$1.44M |
|
2513
NVR
NVR
$16.8B
| $1.28M | ﹤0.01% |
+499
| New | +$1.79M |
|
2514
American Century Quality Diversified International ETF
QINT
$693M
| $1.28M | ﹤0.01% |
39,088
-2,008
| -5% | -$77.5K |
|
|
AMTD
2515
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.28M | ﹤0.01% |
36,944
-903,769
| -96% | -$39.4M |
|
2516
PUT
iShares Russell 2000 Value ETF
IWN
$14.5B
| $1.28M | ﹤0.01% |
15,600
+12,700
| +438% | +$1.42M |
|
2517
Broadridge
BR
$19.8B
| $1.28M | ﹤0.01% |
+13,475
| New | +$1.54M |
|
|
IDLB
2518
DELISTED
Invesco FTSE International Low Beta Equal Weight ETF
IDLB
| $1.27M | ﹤0.01% |
57,560
-25,518
| -31% | -$665K |
|
2519
PUT
Canadian Pacific Kansas City
CP
$79.6B
| $1.27M | ﹤0.01% |
+29,000
| New | +$1.43M |
|
|
SJI
2520
DELISTED
South Jersey Industries, Inc.
SJI
| $1.27M | ﹤0.01% |
50,966
-92,094
| -64% | -$2.72M |
|
2521
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$76.9M
| $1.27M | ﹤0.01% |
+51,586
| New | +$1.58M |
|
2522
CALL
iRhythm Holdings
IRTC
$4.1B
| $1.27M | ﹤0.01% |
+15,600
| New | +$1.29M |
|
2523
CALL
Zions Bancorporation
ZION
$10.3B
| $1.27M | ﹤0.01% |
47,400
+16,900
| +55% | +$696K |
|
2524
PUT
Marvell Technology
MRVL
$187B
| $1.27M | ﹤0.01% |
56,000
+20,100
| +56% | +$482K |
|
2525
Quanta Services
PWR
$99.4B
| $1.26M | ﹤0.01% |
39,853
-10,548
| -21% | -$392K |
|
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.