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 | |
|---|---|---|---|---|---|---|
3226
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.1B
| $711K | ﹤0.01% |
8,900
-9,300
| -51% | -$917K |
|
|
SIX
3227
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $711K | ﹤0.01% |
+56,700
| New | +$1.69M |
|
|
CYBR
3228
CALL
DELISTED
CyberArk
CYBR
| $710K | ﹤0.01% |
8,300
-26,500
| -76% | -$3.05M |
|
3229
FT Vest US Equity Deep Buffer ETF February
DFEB
$463M
| $710K | ﹤0.01% |
+25,783
| New | +$726K |
|
3230
PrimeEnergy Resources
PNRG
$315M
| $709K | ﹤0.01% |
9,580
+52
| +0.5% | +$6.22K |
|
3231
CALL
Canadian Solar
CSIQ
$1.08B
| $708K | ﹤0.01% |
44,500
+20,800
| +88% | +$421K |
|
|
PFPT
3232
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $708K | ﹤0.01% |
6,900
-1,100
| -14% | -$128K |
|
3233
CALL
B&G Foods
BGS
$277M
| $707K | ﹤0.01% |
39,100
+26,700
| +215% | +$418K |
|
3234
ProShares Short Russell2000
RWM
$100M
| $706K | ﹤0.01% |
14,655
+3,038
| +26% | +$125K |
|
3235
Cedar Fair
FUN
$1.63B
| $705K | ﹤0.01% |
+38,442
| New | +$1.69M |
|
3236
Global X FTSE Southeast Asia ETF
ASEA
$102M
| $703K | ﹤0.01% |
63,736
+4,021
| +7% | +$56.6K |
|
3237
CEMIG Preferred Shares
CIG
$5.64B
| $703K | ﹤0.01% |
810,804
+681,633
| +528% | +$1.05M |
|
3238
Erie Indemnity
ERIE
$13.4B
| $703K | ﹤0.01% |
+4,741
| New | +$764K |
|
3239
JPMorgan Diversified Return US Small Cap Equity ETF
JPSE
$603M
| $703K | ﹤0.01% |
32,618
-14,818
| -31% | -$428K |
|
3240
CALL
TG Therapeutics
TGTX
$7.64B
| $703K | ﹤0.01% |
71,400
+50,500
| +242% | +$638K |
|
3241
PVH
PVH
$3.91B
| $702K | ﹤0.01% |
+18,638
| New | +$1.42M |
|
3242
Invesco Zacks Mid-Cap ETF
CZA
$192M
| $701K | ﹤0.01% |
+13,237
| New | +$927K |
|
3243
Hecla Mining
HL
$11.9B
| $701K | ﹤0.01% |
385,415
+3,611
| +0.9% | +$10K |
|
3244
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.6B
| $700K | ﹤0.01% |
27,525
-153,625
| -85% | -$4.44M |
|
|
ACC
3245
DELISTED
American Campus Communities, Inc.
ACC
| $700K | ﹤0.01% |
+25,208
| New | +$1.05M |
|
3246
IQ Candriam International Equity ETF
IQSI
$275M
| $698K | ﹤0.01% |
35,486
-8,459
| -19% | -$196K |
|
|
GAP
3247
The Gap Inc
GAP
$7.55B
| $698K | ﹤0.01% |
99,210
-184,393
| -65% | -$2.74M |
|
|
BNY
3248
PUT
Bank of New York Mellon
BNY
$109B
| $697K | ﹤0.01% |
+20,700
| New | +$869K |
|
3249
United States Brent Oil Fund
BNO
$790M
| $697K | ﹤0.01% |
88,368
+24,577
| +39% | +$399K |
|
3250
CALL
Ventas
VTR
$44.6B
| $697K | ﹤0.01% |
+26,000
| 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.