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 | |
|---|---|---|---|---|---|---|
301
PUT
Match Group
MTCH
$8.54B
| $36.3M | 0.04% |
549,100
+499,000
| +996% | +$36.7M |
|
302
CALL
Teladoc Health
TDOC
$1.21B
| $36.1M | 0.04% |
232,700
+206,300
| +781% | +$24M |
|
303
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
| $35.9M | 0.04% |
1,221,109
+1,213,751
| +16,496% | +$36.6M |
|
304
Moody's
MCO
$81.9B
| $35.9M | 0.04% |
169,605
+168,107
| +11,222% | +$40.9M |
|
305
Emerson Electric
EMR
$87.5B
| $35.8M | 0.04% |
751,926
+575,941
| +327% | +$37.9M |
|
306
CALL
JD.com
JD
$44.3B
| $35.8M | 0.04% |
884,400
+364,600
| +70% | +$14.6M |
|
307
PUT
iShares Core S&P 500 ETF
IVV
$897B
| $35.6M | 0.03% |
137,900
+129,800
| +1,602% | +$39.8M |
|
308
CALL
United Airlines
UAL
$41.9B
| $35.4M | 0.03% |
1,123,200
+746,800
| +198% | +$49.4M |
|
|
TWTR
309
CALL
DELISTED
Twitter, Inc.
TWTR
| $35.4M | 0.03% |
1,440,300
+178,500
| +14% | +$5.77M |
|
310
Costco
COST
$421B
| $35.2M | 0.03% |
123,580
-30,268
| -20% | -$9.18M |
|
311
CALL
Starbucks
SBUX
$120B
| $35.1M | 0.03% |
534,300
+228,100
| +74% | +$18.4M |
|
|
TWTR
312
DELISTED
Twitter, Inc.
TWTR
| $35M | 0.03% |
1,426,488
-616,764
| -30% | -$20M |
|
313
ExxonMobil
XOM
$642B
| $34.7M | 0.03% |
913,965
+738,430
| +421% | +$40.8M |
|
314
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
| $34.4M | 0.03% |
+323,957
| New | +$34.4M |
|
315
CALL
Lyft
LYFT
$6.19B
| $34.2M | 0.03% |
1,272,900
+516,400
| +68% | +$20.5M |
|
316
Pfizer
PFE
$149B
| $34.2M | 0.03% |
1,103,445
-273,343
| -20% | -$9.31M |
|
317
PUT
General Motors
GM
$76.3B
| $34.1M | 0.03% |
1,640,300
+1,572,700
| +2,326% | +$48M |
|
318
PUT
Expedia Group
EXPE
$36.8B
| $33.8M | 0.03% |
600,700
+492,100
| +453% | +$47.3M |
|
|
LK
319
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $33.8M | 0.03% |
1,242,900
+221,200
| +22% | +$8.15M |
|
320
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $33.8M | 0.03% |
620,300
-539,200
| -47% | -$32.7M |
|
321
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $33.7M | 0.03% |
576,000
+84,000
| +17% | +$5.66M |
|
322
Salesforce
CRM
$153B
| $33.7M | 0.03% |
233,932
+192,585
| +466% | +$33M |
|
323
PUT
iShares US Transportation ETF
IYT
$2.27B
| $33.6M | 0.03% |
973,600
+786,400
| +420% | +$34.6M |
|
324
Hershey
HSY
$36.8B
| $33.5M | 0.03% |
253,033
+250,269
| +9,055% | +$36.9M |
|
325
Invesco Variable Rate Preferred ETF
VRP
$3.01B
| $33.3M | 0.03% |
1,553,260
+1,170,993
| +306% | +$28.5M |
|
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.