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 | |
|---|---|---|---|---|---|---|
3051
Cemex
CX
$16.1B
| $797K | ﹤0.01% |
+375,923
| New | +$1.27M |
|
3052
WisdomTree US SmallCap Earnings Fund
EES
$729M
| $797K | ﹤0.01% |
35,680
+21,608
| +154% | +$697K |
|
3053
VanEck Inflation Allocation ETF
RAAX
$1.2B
| $797K | ﹤0.01% |
41,636
+13,262
| +47% | +$313K |
|
3054
CALL
Baxter International
BAX
$14.3B
| $796K | ﹤0.01% |
9,800
+1,600
| +20% | +$138K |
|
3055
PUT
Teck Resources
TECK
$32.5B
| $796K | ﹤0.01% |
105,300
+4,200
| +4% | +$50.3K |
|
|
IMMU
3056
PUT
DELISTED
Immunomedics Inc
IMMU
| $796K | ﹤0.01% |
59,100
+36,700
| +164% | +$618K |
|
3057
Huazhu Hotels Group
HTHT
$12.8B
| $795K | ﹤0.01% |
27,668
-6,299
| -19% | -$214K |
|
3058
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$733M
| $795K | ﹤0.01% |
35,086
+8,502
| +32% | +$230K |
|
3059
Pacer Aristotle Pacific Floating Rate High Income ETF
FLRT
$670M
| $794K | ﹤0.01% |
18,516
+8,738
| +89% | +$415K |
|
3060
CALL
CF Industries
CF
$17.8B
| $792K | ﹤0.01% |
29,100
+12,800
| +79% | +$475K |
|
3061
CALL
Afya
AFYA
$1.22B
| $791K | ﹤0.01% |
+41,500
| New | +$1.03M |
|
3062
PUT
Canadian Solar
CSIQ
$1.08B
| $791K | ﹤0.01% |
49,700
-16,600
| -25% | -$336K |
|
3063
CALL
KB Home
KBH
$3.54B
| $791K | ﹤0.01% |
+43,700
| New | +$1.4M |
|
3064
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.94B
| $791K | ﹤0.01% |
18,466
-23,252
| -56% | -$1.23M |
|
3065
APA Corp
APA
$14.3B
| $790K | ﹤0.01% |
189,002
+85,142
| +82% | +$1.9M |
|
3066
Carlyle Group
CG
$17.5B
| $790K | ﹤0.01% |
36,482
-1,085,665
| -97% | -$31.3M |
|
3067
National Fuel Gas
NFG
$7.79B
| $790K | ﹤0.01% |
+21,174
| New | +$868K |
|
3068
CALL
ProShares Short Russell2000
RWM
$100M
| $790K | ﹤0.01% |
16,400
+3,600
| +28% | +$149K |
|
|
DMRL
3069
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $789K | ﹤0.01% |
14,415
+9,207
| +177% | +$551K |
|
3070
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$39.4M
| $788K | ﹤0.01% |
280
-1,177
| -81% | -$3.36M |
|
3071
PUT
Guardant Health
GH
$22.2B
| $786K | ﹤0.01% |
11,300
-7,400
| -40% | -$568K |
|
3072
Twilio
TWLO
$39.6B
| $786K | ﹤0.01% |
8,788
-120,118
| -93% | -$13.2M |
|
3073
PUT
Arrowhead Research
ARWR
$12.5B
| $785K | ﹤0.01% |
27,300
-13,300
| -33% | -$536K |
|
3074
Gaming and Leisure Properties
GLPI
$12.5B
| $785K | ﹤0.01% |
28,326
+18,615
| +192% | +$763K |
|
3075
PUT
DuPont de Nemours
DD
$19.6B
| $784K | ﹤0.01% |
18,323
-119,284
| -87% | -$7.3M |
|
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.