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 | |
|---|---|---|---|---|---|---|
2726
PUT
Molson Coors Class B
TAP
$7.93B
| $1.06M | ﹤0.01% |
27,200
+20,500
| +306% | +$1.04M |
|
2727
Kraneshares MSCI One Belt One Road Index ETF
OBOR
$4.14M
| $1.06M | ﹤0.01% |
60,488
+20,772
| +52% | +$450K |
|
2728
iShares Expanded Tech Sector ETF
IGM
$10.8B
| $1.06M | ﹤0.01% |
+29,964
| New | +$1.2M |
|
2729
CALL
VF Corp
VFC
$5.86B
| $1.05M | ﹤0.01% |
19,500
-6,500
| -25% | -$507K |
|
2730
Arbor Realty Trust
ABR
$1,000M
| $1.05M | ﹤0.01% |
215,013
+37,891
| +21% | +$463K |
|
2731
Graco
GGG
$13.5B
| $1.05M | ﹤0.01% |
21,627
-65,086
| -75% | -$3.34M |
|
2732
CALL
Mid-America Apartment Communities
MAA
$15.4B
| $1.05M | ﹤0.01% |
10,200
+7,100
| +229% | +$923K |
|
|
GWPH
2733
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.05M | ﹤0.01% |
12,000
-11,200
| -48% | -$1.19M |
|
2734
BCE
BCE
$21B
| $1.05M | ﹤0.01% |
25,699
-48,238
| -65% | -$2.16M |
|
2735
Universal Health Services
UHS
$10.2B
| $1.05M | ﹤0.01% |
10,593
+8,519
| +411% | +$1.08M |
|
2736
Healthcare Realty
HR
$6.73B
| $1.05M | ﹤0.01% |
43,187
+35,678
| +475% | +$1.08M |
|
2737
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.12B
| $1.05M | ﹤0.01% |
+19,212
| New | +$1.06M |
|
2738
CALL
Weibo
WB
$1.96B
| $1.05M | ﹤0.01% |
31,600
-25,500
| -45% | -$1.08M |
|
|
SMAR
2739
CALL
DELISTED
Smartsheet Inc.
SMAR
| $1.05M | ﹤0.01% |
+25,200
| New | +$1.14M |
|
2740
PUT
Wingstop
WING
$3.2B
| $1.04M | ﹤0.01% |
+13,100
| New | +$1.12M |
|
2741
PUT
Raymond James Financial
RJF
$34.5B
| $1.04M | ﹤0.01% |
+24,750
| New | +$1.4M |
|
2742
Diamondback Energy
FANG
$55.7B
| $1.04M | ﹤0.01% |
39,766
-29,007
| -42% | -$1.83M |
|
2743
WisdomTree True Developed International Fund
DOL
$841M
| $1.04M | ﹤0.01% |
28,192
+13,626
| +94% | +$603K |
|
2744
Global X Video Games & Esports ETF
HERO
$68.1M
| $1.04M | ﹤0.01% |
63,597
+19,683
| +45% | +$330K |
|
|
CXO
2745
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.04M | ﹤0.01% |
24,300
-13,100
| -35% | -$911K |
|
2746
VanEck Israel ETF
ISRA
$159M
| $1.04M | ﹤0.01% |
37,104
+25,685
| +225% | +$855K |
|
2747
Schwab US Mid-Cap ETF
SCHM
$15B
| $1.04M | ﹤0.01% |
73,875
-223,623
| -75% | -$4.09M |
|
2748
Caesars Entertainment
CZR
$6.13B
| $1.04M | ﹤0.01% |
+72,066
| New | +$3.37M |
|
2749
Toro Company
TTC
$9.4B
| $1.03M | ﹤0.01% |
+15,894
| New | +$1.21M |
|
2750
PUT
Coty
COTY
$2.51B
| $1.03M | ﹤0.01% |
200,300
-100
| -0% | -$939 |
|
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.