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 | |
|---|---|---|---|---|---|---|
2901
Fidelity Low Volatility Factor ETF
FDLO
$1.46B
| $910K | ﹤0.01% |
29,151
-40,894
| -58% | -$1.51M |
|
2902
iShares Morningstar Small-Cap Growth ETF
ISCG
$1.02B
| $910K | ﹤0.01% |
32,832
+17,964
| +121% | +$599K |
|
2903
Direxion Daily 7-10 Year Treasury Bear 3X ETF
TYO
$11.7M
| $910K | ﹤0.01% |
112,675
+84,694
| +303% | +$826K |
|
2904
CALL
iShares MSCI Taiwan ETF
EWT
$11.2B
| $907K | ﹤0.01% |
27,500
-397,400
| -94% | -$15.1M |
|
2905
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$428M
| $906K | ﹤0.01% |
91,120
+21,392
| +31% | +$1.63M |
|
2906
JPMorgan US Quality Factor ETF
JQUA
$8.58B
| $904K | ﹤0.01% |
+35,459
| New | +$1.06M |
|
2907
Hasbro
HAS
$13.7B
| $903K | ﹤0.01% |
12,619
+3,111
| +33% | +$269K |
|
|
NVO
2908
PUT
Novo Nordisk
NVO
$207B
| $903K | ﹤0.01% |
30,000
+13,800
| +85% | +$411K |
|
2909
ProShares UltraShort Silver
ZSL
$57.7M
| $903K | ﹤0.01% |
+154
| New | +$743K |
|
2910
Fidelity Value Factor ETF
FVAL
$1.38B
| $902K | ﹤0.01% |
+32,044
| New | +$1.12M |
|
|
BLUE
2911
CALL
DELISTED
bluebird bio
BLUE
| $901K | ﹤0.01% |
1,513
-7,357
| -83% | -$7.17M |
|
2912
CALL
SolarEdge
SEDG
$2.02B
| $901K | ﹤0.01% |
11,000
-56,800
| -84% | -$6.01M |
|
2913
Direxion Auspice Broad Commodity Strategy ETF
COM
$207M
| $899K | ﹤0.01% |
42,160
+15,200
| +56% | +$344K |
|
2914
iShares Currency Hedged MSCI Japan ETF
HEWJ
$754M
| $898K | ﹤0.01% |
32,997
-218,591
| -87% | -$6.72M |
|
2915
Vail Resorts
MTN
$5.24B
| $898K | ﹤0.01% |
6,080
+2,578
| +74% | +$555K |
|
2916
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $897K | ﹤0.01% |
+30,455
| New | +$2.08M |
|
2917
Vanguard FTSE Europe ETF
VGK
$31.1B
| $897K | ﹤0.01% |
20,731
-278,262
| -93% | -$14.7M |
|
2918
Bausch Health
BHC
$2.32B
| $896K | ﹤0.01% |
57,776
-212,047
| -79% | -$5.11M |
|
2919
CALL
Idexx Laboratories
IDXX
$46.5B
| $896K | ﹤0.01% |
+3,700
| New | +$966K |
|
2920
Credit Acceptance
CACC
$5.96B
| $895K | ﹤0.01% |
3,501
+2,391
| +215% | +$964K |
|
2921
Grand Canyon Education
LOPE
$3.82B
| $895K | ﹤0.01% |
11,727
-16,810
| -59% | -$1.38M |
|
2922
Franklin Resources
BEN
$17B
| $894K | ﹤0.01% |
53,524
+44,740
| +509% | +$1.03M |
|
2923
CALL
Eastman Chemical
EMN
$8.5B
| $894K | ﹤0.01% |
19,200
+9,200
| +92% | +$591K |
|
2924
Idacorp
IDA
$8.04B
| $893K | ﹤0.01% |
+10,171
| New | +$1.05M |
|
2925
CALL
Nasdaq
NDAQ
$53.3B
| $893K | ﹤0.01% |
28,200
-2,700
| -9% | -$95.6K |
|
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.