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 | |
|---|---|---|---|---|---|---|
3276
iShares ESG MSCI USA Leaders ETF
SUSL
$1.21B
| $685K | ﹤0.01% |
15,199
-15,652
| -51% | -$833K |
|
|
VNE
3277
DELISTED
Veoneer, Inc.
VNE
| $685K | ﹤0.01% |
93,544
+73,260
| +361% | +$874K |
|
|
BEAT
3278
CALL
DELISTED
BioTelemetry, Inc.
BEAT
| $685K | ﹤0.01% |
+17,800
| New | +$819K |
|
|
WW
3279
DELISTED
WW International
WW
| $684K | ﹤0.01% |
40,478
-31,498
| -44% | -$980K |
|
3280
Denali Therapeutics
DNLI
$3.95B
| $683K | ﹤0.01% |
+38,966
| New | +$813K |
|
3281
Ericsson
ERIC
$33B
| $682K | ﹤0.01% |
+84,279
| New | +$689K |
|
3282
Plains GP Holdings
PAGP
$4.97B
| $682K | ﹤0.01% |
121,591
+24,629
| +25% | +$347K |
|
|
PPTY
3283
US Diversified Real Estate ETF
PPTY
$25M
| $682K | ﹤0.01% |
28,299
+21,712
| +330% | +$661K |
|
3284
CALL
Sunrun
RUN
$2.42B
| $681K | ﹤0.01% |
+67,400
| New | +$1.11M |
|
|
BIG
3285
PUT
DELISTED
Big Lots, Inc.
BIG
| $681K | ﹤0.01% |
47,900
+14,300
| +43% | +$324K |
|
3286
Virtus Biotech ETF
BBP
$107M
| $680K | ﹤0.01% |
18,165
-20,184
| -53% | -$835K |
|
3287
First Trust Indxx Innovative Transaction & Process ETF
LEGR
$133M
| $680K | ﹤0.01% |
27,285
-40,451
| -60% | -$1.22M |
|
3288
CALL
Amplify Alternative Harvest ETF
MJ
$109M
| $679K | ﹤0.01% |
4,967
+42
| +0.9% | +$7.46K |
|
3289
WBI Power Factor High Dividend ETF
WBIY
$62.7M
| $679K | ﹤0.01% |
44,722
-2,726
| -6% | -$62.1K |
|
|
WCHN
3290
DELISTED
WisdomTree ICBCCS S&P China 500 Fund
WCHN
| $679K | ﹤0.01% |
25,831
-15,635
| -38% | -$445K |
|
3291
Equinox Gold
EQX
$13.6B
| $678K | ﹤0.01% |
102,191
+74,604
| +270% | +$588K |
|
3292
Ambarella
AMBA
$3.64B
| $676K | ﹤0.01% |
13,929
+6,723
| +93% | +$386K |
|
3293
PUT
Lennar Class A
LEN
$21.1B
| $676K | ﹤0.01% |
18,284
-36,362
| -67% | -$2.06M |
|
3294
StoneCo
STNE
$2.42B
| $676K | ﹤0.01% |
31,057
+7,403
| +31% | +$282K |
|
|
GXDW
3295
Global X Funds Global X Dorsey Wright Thematic ETF
GXDW
$6.36M
| $676K | ﹤0.01% |
+30,651
| New | +$804K |
|
3296
Americold
COLD
$4.13B
| $675K | ﹤0.01% |
+19,835
| New | +$664K |
|
3297
CALL
Hyatt Hotels
H
$16.3B
| $675K | ﹤0.01% |
+14,100
| New | +$1.07M |
|
|
CIT
3298
DELISTED
CIT Group Inc.
CIT
| $675K | ﹤0.01% |
39,101
-13,546
| -26% | -$511K |
|
3299
Thomson Reuters
TRI
$45.4B
| $674K | ﹤0.01% |
9,424
+5,562
| +144% | +$433K |
|
3300
White Mountains Insurance
WTM
$5.04B
| $674K | ﹤0.01% |
+741
| New | +$767K |
|
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.