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 | |
|---|---|---|---|---|---|---|
3426
American Eagle Outfitters
AEO
$2.91B
| $597K | ﹤0.01% |
75,151
-150,922
| -67% | -$1.92M |
|
3427
CALL
Huntington Bancshares
HBAN
$35.9B
| $597K | ﹤0.01% |
+72,700
| New | +$894K |
|
3428
Tandem Diabetes Care
TNDM
$1.63B
| $597K | ﹤0.01% |
9,271
-23,892
| -72% | -$1.67M |
|
3429
PUT
Fastly Inc
FSLY
$4.58B
| $596K | ﹤0.01% |
31,400
-49,100
| -61% | -$1.01M |
|
3430
WBI BullBear Quality 3000 ETF
WBIL
$31M
| $596K | ﹤0.01% |
23,693
-41,383
| -64% | -$1.1M |
|
|
SGEN
3431
DELISTED
Seagen Inc. Common Stock
SGEN
| $595K | ﹤0.01% |
5,160
-41,737
| -89% | -$4.62M |
|
3432
EMQQ The Emerging Markets Internet & Ecommerce ETF
EMQQ
$276M
| $594K | ﹤0.01% |
18,858
-36,340
| -66% | -$1.28M |
|
3433
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$365M
| $594K | ﹤0.01% |
25,710
-7,468
| -23% | -$214K |
|
3434
Hartford Multifactor Small Cap ETF
ROSC
$61.7M
| $594K | ﹤0.01% |
28,948
-3,186
| -10% | -$85.7K |
|
3435
Citizens Financial Group
CFG
$30.7B
| $593K | ﹤0.01% |
+31,535
| New | +$1.03M |
|
3436
Franklin FTSE India ETF
FLIN
$2.68B
| $593K | ﹤0.01% |
37,478
+25,372
| +210% | +$533K |
|
3437
Generac Holdings
GNRC
$12.7B
| $591K | ﹤0.01% |
6,346
+2,744
| +76% | +$283K |
|
3438
Howard Hughes
HHH
$4B
| $591K | ﹤0.01% |
+12,277
| New | +$1.23M |
|
|
KEM
3439
DELISTED
KEMET Corporation
KEM
| $590K | ﹤0.01% |
24,385
+12,971
| +114% | +$329K |
|
3440
iShares MSCI India ETF
INDA
$6.6B
| $589K | ﹤0.01% |
24,413
-334,415
| -93% | -$10.7M |
|
3441
Tenet Healthcare
THC
$20.9B
| $589K | ﹤0.01% |
40,861
+29,097
| +247% | +$835K |
|
3442
InfraCap MLP ETF
AMZA
$475M
| $588K | ﹤0.01% |
54,461
+25,639
| +89% | +$837K |
|
3443
PUT
Snap-on
SNA
$21.3B
| $588K | ﹤0.01% |
5,400
+3,200
| +145% | +$473K |
|
|
PTLA
3444
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $587K | ﹤0.01% |
82,300
-27,000
| -25% | -$337K |
|
|
UCI
3445
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
| $586K | ﹤0.01% |
+53,723
| New | +$716K |
|
|
PPL
3446
PUT
PPL Corp
PPL
$26.5B
| $585K | ﹤0.01% |
23,700
+9,400
| +66% | +$303K |
|
|
BPMC
3447
DELISTED
Blueprint Medicines
BPMC
| $584K | ﹤0.01% |
9,990
-66,570
| -87% | -$4.28M |
|
3448
John Hancock Multifactor Small Cap ETF
JHSC
$740M
| $583K | ﹤0.01% |
+30,661
| New | +$772K |
|
3449
PTC
PTC
$16.3B
| $583K | ﹤0.01% |
9,524
+5,952
| +167% | +$441K |
|
|
KSCD
3450
DELISTED
KFA Small Cap Quality Dividend Index ETF
KSCD
| $583K | ﹤0.01% |
28,214
-11,953
| -30% | -$291K |
|
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.