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 | |
|---|---|---|---|---|---|---|
|
AIV
2551
Aimco
AIV
$377M
| $1.23M | ﹤0.01% |
+262,235
| New | +$1.68M |
|
|
2552
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$155B
| $1.23M | ﹤0.01% |
30,300
+23,800
| +366% | +$1.17M |
|
2553
Everest Group
EG
$14.2B
| $1.23M | ﹤0.01% |
6,364
+5,191
| +443% | +$1.33M |
|
|
CEO
2554
DELISTED
CNOOC Limited
CEO
| $1.23M | ﹤0.01% |
+11,835
| New | +$1.68M |
|
2555
iShares MSCI Ireland ETF
EIRL
$78M
| $1.22M | ﹤0.01% |
38,951
+32,550
| +509% | +$1.33M |
|
|
TGE
2556
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
| $1.22M | ﹤0.01% |
74,383
+62,572
| +530% | +$1.28M |
|
2557
CALL
ProShares Ultra Technology
ROM
$1.27B
| $1.22M | ﹤0.01% |
88,000
-24,800
| -22% | -$485K |
|
2558
Alerian MLP ETF
AMLP
$13.3B
| $1.22M | ﹤0.01% |
71,023
-374,727
| -84% | -$12.7M |
|
2559
Fortis
FTS
$28.3B
| $1.22M | ﹤0.01% |
+31,602
| New | +$1.3M |
|
2560
CALL
Goodyear
GT
$1.74B
| $1.22M | ﹤0.01% |
+209,800
| New | +$2.29M |
|
|
NUVA
2561
PUT
DELISTED
NuVasive, Inc.
NUVA
| $1.22M | ﹤0.01% |
+24,100
| New | +$1.62M |
|
2562
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
| $1.22M | ﹤0.01% |
42,310
-106,386
| -72% | -$3.71M |
|
|
NUVA
2563
DELISTED
NuVasive, Inc.
NUVA
| $1.22M | ﹤0.01% |
+24,083
| New | +$1.61M |
|
|
GRUB
2564
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $1.22M | ﹤0.01% |
14,926
-45,519
| -75% | -$4.47M |
|
2565
Vornado Realty Trust
VNO
$7.26B
| $1.22M | ﹤0.01% |
33,545
+11,550
| +53% | +$657K |
|
2566
Gentex
GNTX
$5.02B
| $1.21M | ﹤0.01% |
+54,804
| New | +$1.52M |
|
2567
iShares MSCI Brazil Small-Cap ETF
EWZS
$218M
| $1.21M | ﹤0.01% |
126,123
+101,901
| +421% | +$1.82M |
|
|
FITB
2568
PUT
Fifth Third Bancorp
FITB
$51.8B
| $1.21M | ﹤0.01% |
+81,600
| New | +$2.04M |
|
2569
Innovator US Equity Power Buffer ETF January
PJAN
$1.43B
| $1.21M | ﹤0.01% |
+48,362
| New | +$1.33M |
|
2570
Assured Guaranty
AGO
$3.36B
| $1.21M | ﹤0.01% |
46,897
+26,897
| +134% | +$1.11M |
|
|
HES
2571
DELISTED
Hess
HES
| $1.21M | ﹤0.01% |
36,229
+24,195
| +201% | +$1.31M |
|
|
HDS
2572
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.21M | ﹤0.01% |
42,377
+34,995
| +474% | +$1.31M |
|
2573
Goldman Sachs Physical Gold ETF Shares
AAAU
$2.66B
| $1.2M | ﹤0.01% |
+76,598
| New | +$1.21M |
|
2574
CALL
O'Reilly Automotive
ORLY
$75.3B
| $1.2M | ﹤0.01% |
60,000
-204,000
| -77% | -$5.21M |
|
|
MXIM
2575
DELISTED
Maxim Integrated Products
MXIM
| $1.2M | ﹤0.01% |
24,762
-7,009
| -22% | -$402K |
|
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.