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 | |
|---|---|---|---|---|---|---|
2976
F5
FFIV
$23.6B
| $855K | ﹤0.01% |
8,015
-4,716
| -37% | -$577K |
|
2977
Enphase Energy
ENPH
$5.53B
| $854K | ﹤0.01% |
26,437
-9,410
| -26% | -$355K |
|
2978
SL Green Realty
SLG
$3.95B
| $854K | ﹤0.01% |
+20,459
| New | +$1.6M |
|
2979
PUT
Fastenal
FAST
$60.6B
| $853K | ﹤0.01% |
+54,600
| New | +$961K |
|
|
IMMU
2980
CALL
DELISTED
Immunomedics Inc
IMMU
| $853K | ﹤0.01% |
63,300
-209,500
| -77% | -$3.52M |
|
2981
Vipshop
VIPS
$7.3B
| $852K | ﹤0.01% |
54,708
-94,740
| -63% | -$1.35M |
|
2982
Biglari Holdings Class A
BH.A
$1.26B
| $851K | ﹤0.01% |
+2,866
| New | +$1.56M |
|
2983
CALL
PACCAR
PCAR
$69.7B
| $850K | ﹤0.01% |
20,850
-4,200
| -17% | -$198K |
|
|
CLR
2984
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $849K | ﹤0.01% |
111,101
+18,655
| +20% | +$416K |
|
|
NVTA
2985
PUT
DELISTED
Invitae Corporation
NVTA
| $848K | ﹤0.01% |
62,000
+45,000
| +265% | +$822K |
|
|
KLDW
2986
DELISTED
Knowledge Leaders Developed World ETF
KLDW
| $848K | ﹤0.01% |
29,414
-997
| -3% | -$33.6K |
|
|
PAK
2987
DELISTED
Global X MSCI Pakistan ETF
PAK
| $848K | ﹤0.01% |
43,626
+29,854
| +217% | +$844K |
|
2988
Northern Trust
NTRS
$34.6B
| $847K | ﹤0.01% |
11,227
+4,470
| +66% | +$410K |
|
2989
Delek US
DK
$3.92B
| $846K | ﹤0.01% |
53,711
+6,658
| +14% | +$158K |
|
2990
Fidelity MSCI Industrials Index ETF
FIDU
$2.39B
| $846K | ﹤0.01% |
+27,807
| New | +$1.08M |
|
2991
Sonoco
SON
$5.73B
| $846K | ﹤0.01% |
18,248
+13,174
| +260% | +$702K |
|
|
RSX
2992
PUT
DELISTED
VanEck Russia ETF
RSX
| $846K | ﹤0.01% |
50,700
-671,100
| -93% | -$15M |
|
2993
VanEck China Bond ETF
CBON
$26.4M
| $845K | ﹤0.01% |
38,445
-14,307
| -27% | -$319K |
|
2994
Kimco Realty
KIM
$16.1B
| $844K | ﹤0.01% |
87,276
-30,512
| -26% | -$524K |
|
2995
Invesco Bloomberg Pricing Power ETF
POWA
$184M
| $842K | ﹤0.01% |
+18,807
| New | +$1M |
|
2996
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.1B
| $842K | ﹤0.01% |
60,180
+37,812
| +169% | +$727K |
|
2997
Weibo
WB
$1.93B
| $842K | ﹤0.01% |
25,424
-45,483
| -64% | -$1.93M |
|
2998
CALL
Weyerhaeuser
WY
$18.1B
| $842K | ﹤0.01% |
49,700
+31,200
| +169% | +$821K |
|
2999
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.13B
| $841K | ﹤0.01% |
23,142
+6,504
| +39% | +$276K |
|
|
FLG
3000
Flagstar Bank National Association
FLG
$5.87B
| $841K | ﹤0.01% |
29,853
-9,479
| -24% | -$315K |
|
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.