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 | |
|---|---|---|---|---|---|---|
|
CLDR
2526
CALL
DELISTED
Cloudera, Inc.
CLDR
| $1.26M | ﹤0.01% |
160,800
+115,200
| +253% | +$1.12M |
|
|
EQC
2527
DELISTED
Equity Commonwealth
EQC
| $1.26M | ﹤0.01% |
+39,841
| New | +$1.28M |
|
|
SCHW
2528
Charles Schwab
SCHW
$188B
| $1.26M | ﹤0.01% |
37,523
+243
| +0.7% | +$10.2K |
|
2529
New York Times
NYT
$10.5B
| $1.26M | ﹤0.01% |
41,025
-8,823
| -18% | -$303K |
|
2530
FlexShares Quality Dividend Index Fund
QDF
$2.27B
| $1.26M | ﹤0.01% |
34,961
+19,410
| +125% | +$862K |
|
|
ZJPN
2531
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $1.26M | ﹤0.01% |
19,298
-6,890
| -26% | -$501K |
|
2532
Horace Mann Educators
HMN
$2.13B
| $1.25M | ﹤0.01% |
+34,279
| New | +$1.41M |
|
2533
CALL
HealthEquity
HQY
$8.93B
| $1.25M | ﹤0.01% |
24,800
+18,400
| +288% | +$1.22M |
|
2534
Norwegian Cruise Line
NCLH
$8.52B
| $1.25M | ﹤0.01% |
114,523
+90,149
| +370% | +$3.62M |
|
|
CERN
2535
PUT
DELISTED
Cerner Corp
CERN
| $1.25M | ﹤0.01% |
19,900
+12,800
| +180% | +$910K |
|
2536
CALL
Nutanix
NTNX
$17.4B
| $1.25M | ﹤0.01% |
79,300
-458,300
| -85% | -$12.9M |
|
2537
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
| $1.25M | ﹤0.01% |
56,418
+27,207
| +93% | +$769K |
|
2538
PUT
Green Dot
GDOT
$752M
| $1.25M | ﹤0.01% |
+49,300
| New | +$1.42M |
|
2539
PUT
Diamondback Energy
FANG
$55.7B
| $1.25M | ﹤0.01% |
47,700
+8,300
| +21% | +$523K |
|
2540
Flowers Foods
FLO
$1.51B
| $1.25M | ﹤0.01% |
+60,802
| New | +$1.33M |
|
2541
Sarepta Therapeutics
SRPT
$1.81B
| $1.24M | ﹤0.01% |
12,704
+8,069
| +174% | +$922K |
|
2542
CALL
Sociedad Química y Minera de Chile
SQM
$20.8B
| $1.24M | ﹤0.01% |
+54,900
| New | +$1.48M |
|
2543
Bath & Body Works
BBWI
$3.89B
| $1.24M | ﹤0.01% |
132,133
-627,562
| -83% | -$9.96M |
|
2544
Lamb Weston
LW
$7.12B
| $1.23M | ﹤0.01% |
21,597
+18,736
| +655% | +$1.54M |
|
2545
CALL
Kratos Defense & Security Solutions
KTOS
$11.7B
| $1.23M | ﹤0.01% |
+89,000
| New | +$1.53M |
|
2546
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$462M
| $1.23M | ﹤0.01% |
55,191
+38,999
| +241% | +$946K |
|
|
SAND
2547
DELISTED
Sandstorm Gold
SAND
| $1.23M | ﹤0.01% |
245,485
+113,024
| +85% | +$722K |
|
2548
Genpact
G
$5.73B
| $1.23M | ﹤0.01% |
+42,095
| New | +$1.65M |
|
2549
PUT
PPG Industries
PPG
$25.7B
| $1.23M | ﹤0.01% |
14,700
+12,100
| +465% | +$1.34M |
|
2550
Tenaris
TS
$27.4B
| $1.23M | ﹤0.01% |
99,831
-304,758
| -75% | -$5.6M |
|
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.