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 | |
|---|---|---|---|---|---|---|
|
SIX
2651
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.14M | ﹤0.01% |
90,800
+84,500
| +1,341% | +$2.51M |
|
|
AWTM
2652
DELISTED
AWTM Ultra-Short Duration Enhanced Income ETF
AWTM
| $1.14M | ﹤0.01% |
23,999
-24,946
| -51% | -$1.24M |
|
2653
Ultrapar
UGP
$6.42B
| $1.14M | ﹤0.01% |
468,142
+428,042
| +1,067% | +$2.05M |
|
|
FITB
2654
Fifth Third Bancorp
FITB
$51.8B
| $1.14M | ﹤0.01% |
+76,533
| New | +$1.91M |
|
2655
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $1.14M | ﹤0.01% |
12,893
+9,793
| +316% | +$853K |
|
2656
PUT
Nutanix
NTNX
$17.4B
| $1.14M | ﹤0.01% |
71,900
-53,800
| -43% | -$1.51M |
|
2657
Franklin FTSE Brazil ETF
FLBR
$544M
| $1.14M | ﹤0.01% |
78,405
+21,731
| +38% | +$518K |
|
2658
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
| $1.14M | ﹤0.01% |
43,918
-24,956
| -36% | -$797K |
|
2659
Pacer Trendpilot US Mid Cap ETF
PTMC
$403M
| $1.13M | ﹤0.01% |
39,983
-1,762
| -4% | -$52.4K |
|
2660
iShares Core S&P 500 ETF
IVV
$904B
| $1.13M | ﹤0.01% |
4,370
-24,719
| -85% | -$7.57M |
|
2661
O-I Glass
OI
$1.08B
| $1.13M | ﹤0.01% |
158,960
+113,399
| +249% | +$1.24M |
|
2662
Vanguard Industrials ETF
VIS
$8.44B
| $1.13M | ﹤0.01% |
10,231
+6,518
| +176% | +$924K |
|
2663
Flowserve
FLS
$10.1B
| $1.13M | ﹤0.01% |
47,207
+3,384
| +8% | +$137K |
|
|
CHIX
2664
DELISTED
Global X MSCI China Financials ETF
CHIX
| $1.13M | ﹤0.01% |
82,580
+35,867
| +77% | +$537K |
|
2665
State Street SPDR S&P Kensho New Economies Composite ETF
KOMP
$2.8B
| $1.13M | ﹤0.01% |
39,570
+11,519
| +41% | +$399K |
|
2666
CALL
S&P Global
SPGI
$121B
| $1.13M | ﹤0.01% |
4,600
-49,400
| -91% | -$13.6M |
|
2667
CRISPR Therapeutics
CRSP
$5.17B
| $1.13M | ﹤0.01% |
26,550
+20,485
| +338% | +$1.06M |
|
2668
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$108M
| $1.13M | ﹤0.01% |
59,213
+28,001
| +90% | +$621K |
|
2669
Lindsay Corp
LNN
$1.17B
| $1.13M | ﹤0.01% |
+12,283
| New | +$1.21M |
|
|
LN
2670
DELISTED
LINE Corporation
LN
| $1.12M | ﹤0.01% |
23,358
+16,369
| +234% | +$795K |
|
2671
CALL
Equifax
EFX
$21.3B
| $1.12M | ﹤0.01% |
9,400
+700
| +8% | +$102K |
|
2672
iShares Currency Hedged MSCI ACWI ex US ETF
HAWX
$354M
| $1.12M | ﹤0.01% |
50,137
+11,462
| +30% | +$302K |
|
2673
EQT Corp
EQT
$33.8B
| $1.12M | ﹤0.01% |
158,659
-157,883
| -50% | -$1.11M |
|
2674
Rio Tinto
RIO
$166B
| $1.12M | ﹤0.01% |
24,631
-478,120
| -95% | -$24.5M |
|
2675
PUT
Welltower
WELL
$169B
| $1.12M | ﹤0.01% |
+24,400
| New | +$1.8M |
|
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.