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 | |
|---|---|---|---|---|---|---|
3126
PUT
Iovance Biotherapeutics
IOVA
$2.94B
| $761K | ﹤0.01% |
+25,400
| New | +$673K |
|
3127
Post Holdings
POST
$3.56B
| $761K | ﹤0.01% |
14,001
+8,864
| +173% | +$576K |
|
3128
Nuveen ESG Mid-Cap Value ETF
NUMV
$458M
| $760K | ﹤0.01% |
37,656
+17,677
| +88% | +$477K |
|
3129
abrdn Physical Palladium Shares ETF
PALL
$673M
| $760K | ﹤0.01% |
+17,105
| New | +$737K |
|
|
NVO
3130
CALL
Novo Nordisk
NVO
$207B
| $759K | ﹤0.01% |
25,200
+1,800
| +8% | +$53.6K |
|
3131
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $759K | ﹤0.01% |
47,200
-1,274,700
| -96% | -$27.6M |
|
|
STOR
3132
DELISTED
STORE Capital Corporation
STOR
| $758K | ﹤0.01% |
+41,806
| New | +$1.38M |
|
3133
FTI Consulting
FCN
$4.22B
| $757K | ﹤0.01% |
6,322
+2,543
| +67% | +$299K |
|
3134
Stratasys
SSYS
$782M
| $757K | ﹤0.01% |
47,485
+36,906
| +349% | +$672K |
|
|
ALLK
3135
PUT
DELISTED
Allakos
ALLK
| $756K | ﹤0.01% |
+17,000
| New | +$1.16M |
|
3136
PUT
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$39.3M
| $755K | ﹤0.01% |
268
+19
| +8% | +$54.2K |
|
3137
Neurocrine Biosciences
NBIX
$16.5B
| $755K | ﹤0.01% |
8,714
+2,583
| +42% | +$253K |
|
3138
GoDaddy
GDDY
$11.5B
| $754K | ﹤0.01% |
13,196
-1,073
| -8% | -$71K |
|
|
TCO
3139
DELISTED
Taubman Centers Inc.
TCO
| $754K | ﹤0.01% |
17,994
-42,602
| -70% | -$1.78M |
|
3140
AGNC Investment
AGNC
$12.9B
| $753K | ﹤0.01% |
+71,172
| New | +$1.19M |
|
3141
PUT
Campbell Soup
CPB
$6.78B
| $752K | ﹤0.01% |
16,300
-9,600
| -37% | -$462K |
|
3142
iShares MSCI New Zealand ETF
ENZL
$83M
| $752K | ﹤0.01% |
16,874
-49,258
| -74% | -$2.63M |
|
3143
PUT
D.R. Horton
DHI
$42.2B
| $751K | ﹤0.01% |
22,100
-31,200
| -59% | -$1.62M |
|
3144
IQVIA
IQV
$40.1B
| $751K | ﹤0.01% |
6,961
+5,446
| +359% | +$778K |
|
3145
Sun Life Financial
SLF
$44.6B
| $751K | ﹤0.01% |
23,400
-4,740
| -17% | -$203K |
|
3146
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
| $750K | ﹤0.01% |
+21,042
| New | +$1.04M |
|
3147
CALL
Keurig Dr Pepper
KDP
$39.7B
| $750K | ﹤0.01% |
30,900
+16,700
| +118% | +$450K |
|
3148
Teucrium Corn Fund
CORN
$164M
| $749K | ﹤0.01% |
57,822
-1,688
| -3% | -$23.9K |
|
3149
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.4B
| $749K | ﹤0.01% |
+22,982
| New | +$979K |
|
|
VER
3150
DELISTED
VEREIT, Inc.
VER
| $749K | ﹤0.01% |
+30,647
| New | +$1.29M |
|
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.