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 | |
|---|---|---|---|---|---|---|
2876
CALL
Hormel Foods
HRL
$13.4B
| $923K | ﹤0.01% |
19,800
-23,300
| -54% | -$1.06M |
|
2877
PUT
Labcorp
LH
$26.2B
| $923K | ﹤0.01% |
+8,497
| New | +$1.22M |
|
2878
EPAM Systems
EPAM
$5.12B
| $922K | ﹤0.01% |
4,966
+1,382
| +39% | +$298K |
|
2879
Davis Select US Equity ETF
DUSA
$1.28B
| $921K | ﹤0.01% |
47,356
+33,052
| +231% | +$802K |
|
2880
First Trust S&P REIT Index Fund
FRI
$200M
| $920K | ﹤0.01% |
+48,617
| New | +$1.19M |
|
2881
CALL
Frontline
FRO
$8.37B
| $920K | ﹤0.01% |
92,600
+56,300
| +155% | +$525K |
|
|
ISEM
2882
DELISTED
Invesco Exchange-Traded Self-Indexed Fund Trust Invesco RAFI Strategic Emerging Markets ETF
ISEM
| $920K | ﹤0.01% |
46,245
+6,008
| +15% | +$145K |
|
2883
CALL
W.W. Grainger
GWW
$61.5B
| $919K | ﹤0.01% |
3,700
| – | – |
|
2884
Invesco S&P 500 High Beta ETF
SPHB
$935M
| $918K | ﹤0.01% |
31,422
+22,995
| +273% | +$947K |
|
2885
Invesco Solar ETF
TAN
$1.39B
| $918K | ﹤0.01% |
+36,366
| New | +$1.19M |
|
2886
Arista Networks
ANET
$248B
| $917K | ﹤0.01% |
72,400
-701,744
| -91% | -$9.11M |
|
2887
CALL
Helmerich & Payne
HP
$4.16B
| $917K | ﹤0.01% |
58,600
+41,500
| +243% | +$1.46M |
|
2888
Qorvo
QRVO
$8.66B
| $917K | ﹤0.01% |
11,377
-1,612
| -12% | -$161K |
|
2889
Sumitomo Mitsui Financial
SMFG
$160B
| $917K | ﹤0.01% |
+191,460
| New | +$1.23M |
|
2890
Vanguard Financials ETF
VFH
$13.8B
| $917K | ﹤0.01% |
18,068
+9,202
| +104% | +$627K |
|
|
RISE
2891
DELISTED
Sit Rising Rate ETF
RISE
| $917K | ﹤0.01% |
44,677
+30,390
| +213% | +$668K |
|
2892
CALL
MasTec
MTZ
$22.3B
| $916K | ﹤0.01% |
28,000
+24,700
| +748% | +$1.26M |
|
2893
U-Haul Holding Co
UHAL
$14.6B
| $916K | ﹤0.01% |
+31,520
| New | +$1.06M |
|
|
WWE
2894
CALL
DELISTED
World Wrestling Entertainment
WWE
| $916K | ﹤0.01% |
27,000
+16,900
| +167% | +$819K |
|
2895
PG&E
PCG
$37.7B
| $915K | ﹤0.01% |
101,834
-517,756
| -84% | -$6.88M |
|
2896
VanEck Steel ETF
SLX
$177M
| $915K | ﹤0.01% |
41,820
+30,748
| +278% | +$949K |
|
2897
Logitech
LOGI
$15.1B
| $914K | ﹤0.01% |
21,010
-54,317
| -72% | -$2.35M |
|
2898
CALL
Factset
FDS
$10.1B
| $912K | ﹤0.01% |
3,500
-1,900
| -35% | -$517K |
|
2899
PUT
Flex
FLEX
$46.1B
| $912K | ﹤0.01% |
+144,510
| New | +$1.25M |
|
2900
Ryanair
RYAAY
$30.9B
| $912K | ﹤0.01% |
+42,948
| New | +$1.35M |
|
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.