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 | |
|---|---|---|---|---|---|---|
|
CS
3176
CALL
DELISTED
Credit Suisse Group
CS
| $735K | ﹤0.01% |
+90,800
| New | +$1.06M |
|
3177
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.38B
| $734K | ﹤0.01% |
10,654
-19,658
| -65% | -$1.74M |
|
|
NVTA
3178
DELISTED
Invitae Corporation
NVTA
| $733K | ﹤0.01% |
53,650
-5,012
| -9% | -$91.5K |
|
3179
Willis Towers Watson
WTW
$31.8B
| $732K | ﹤0.01% |
+4,308
| New | +$847K |
|
|
AVLR
3180
DELISTED
Avalara, Inc.
AVLR
| $732K | ﹤0.01% |
9,807
+4,841
| +97% | +$395K |
|
3181
Pool Corp
POOL
$7.32B
| $731K | ﹤0.01% |
3,716
+2,161
| +139% | +$460K |
|
|
APRN
3182
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
| $731K | ﹤0.01% |
+5,051
| New | +$322K |
|
3183
Invesco Large Cap Value ETF
PWV
$1.78B
| $730K | ﹤0.01% |
+24,238
| New | +$912K |
|
|
PE
3184
DELISTED
PARSLEY ENERGY INC
PE
| $730K | ﹤0.01% |
+127,329
| New | +$1.72M |
|
3185
Agree Realty
ADC
$9.13B
| $729K | ﹤0.01% |
+11,782
| New | +$838K |
|
3186
CALL
iShares MSCI South Africa ETF
EZA
$569M
| $729K | ﹤0.01% |
25,700
-79,000
| -75% | -$3.27M |
|
|
SA
3187
Seabridge Gold
SA
$3.45B
| $729K | ﹤0.01% |
77,995
+43,007
| +123% | +$509K |
|
3188
CALL
Schrodinger
SDGR
$1.4B
| $729K | ﹤0.01% |
+16,900
| New | +$638K |
|
3189
Alnylam Pharmaceuticals
ALNY
$29.6B
| $728K | ﹤0.01% |
+6,686
| New | +$772K |
|
3190
First Trust Consumer Staples AlphaDEX Fund
FXG
$229M
| $726K | ﹤0.01% |
+18,158
| New | +$833K |
|
3191
PUT
RTX Corp
RTX
$302B
| $726K | ﹤0.01% |
12,235
-12,871
| -51% | -$1.09M |
|
3192
CALL
Alcoa
AA
$14.3B
| $725K | ﹤0.01% |
117,700
-103,200
| -47% | -$1.42M |
|
3193
TransUnion
TRU
$15.4B
| $725K | ﹤0.01% |
10,957
+1,516
| +16% | +$131K |
|
3194
State Street SPDR S&P Retail ETF
XRT
$645M
| $725K | ﹤0.01% |
24,355
+3,797
| +18% | +$154K |
|
3195
Fair Isaac
FICO
$22.4B
| $724K | ﹤0.01% |
2,354
+1,053
| +81% | +$388K |
|
3196
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
| $724K | ﹤0.01% |
+25,418
| New | +$764K |
|
3197
PUT
Zillow
ZG
$7.71B
| $724K | ﹤0.01% |
+21,300
| New | +$977K |
|
3198
WisdomTree US LargeCap Dividend Fund
DLN
$6.4B
| $723K | ﹤0.01% |
17,856
+1,080
| +6% | +$52.9K |
|
3199
CALL
Sturm, Ruger & Co
RGR
$598M
| $723K | ﹤0.01% |
+14,200
| New | +$698K |
|
3200
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$99.4B
| $723K | ﹤0.01% |
8,600
-163,400
| -95% | -$17.4M |
|
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.