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 | |
|---|---|---|---|---|---|---|
326
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.16B
| $33.3M | 0.03% |
1,169,325
+787,278
| +206% | +$23.7M |
|
327
CALL
Royal Caribbean
RCL
$85.7B
| $33.3M | 0.03% |
1,034,500
+978,900
| +1,761% | +$89.4M |
|
328
Union Pacific
UNP
$175B
| $33.3M | 0.03% |
235,935
+23,538
| +11% | +$3.89M |
|
329
PUT
United Airlines
UAL
$41.9B
| $33M | 0.03% |
1,045,500
+837,500
| +403% | +$55.4M |
|
330
CALL
Virgin Galactic
SPCE
$377M
| $33M | 0.03% |
111,500
+98,760
| +775% | +$37.5M |
|
|
LK
331
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $32.9M | 0.03% |
1,209,600
+731,600
| +153% | +$26.9M |
|
332
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.83B
| $32.8M | 0.03% |
515,583
+219,336
| +74% | +$14.6M |
|
333
iShares New York Muni Bond ETF
NYF
$1.39B
| $32.7M | 0.03% |
578,503
+510,563
| +751% | +$29.1M |
|
|
334
PUT
Royal Caribbean
RCL
$85.7B
| $32.4M | 0.03% |
1,007,300
+919,800
| +1,051% | +$84M |
|
335
PUT
Marriott International
MAR
$93.8B
| $32.3M | 0.03% |
431,300
+416,300
| +2,775% | +$51.8M |
|
336
GE Aerospace
GE
$389B
| $31.7M | 0.03% |
801,123
+203,607
| +34% | +$10.9M |
|
337
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $31.6M | 0.03% |
645,378
+633,188
| +5,194% | +$37.4M |
|
338
Procter & Gamble
PG
$342B
| $31.6M | 0.03% |
287,508
+235,739
| +455% | +$28.3M |
|
339
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$22.4B
| $31.5M | 0.03% |
4,990,500
+592,500
| +13% | +$8.95M |
|
340
Honeywell
HON
$76.3B
| $31.5M | 0.03% |
249,949
+3,692
| +1% | +$570K |
|
341
Lockheed Martin
LMT
$135B
| $31.5M | 0.03% |
92,835
+13,130
| +16% | +$5.16M |
|
342
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
| $31.5M | 0.03% |
1,207,600
+855,400
| +243% | +$48.1M |
|
343
Clorox
CLX
$12.8B
| $30.7M | 0.03% |
177,189
+154,954
| +697% | +$25.6M |
|
344
CALL
Coca-Cola
KO
$374B
| $30.6M | 0.03% |
691,700
+337,300
| +95% | +$18.2M |
|
345
Caterpillar
CAT
$395B
| $30.4M | 0.03% |
262,216
+63,814
| +32% | +$8.15M |
|
346
PUT
Merck
MRK
$317B
| $29.9M | 0.03% |
406,624
+222,176
| +120% | +$17.5M |
|
347
First Trust Senior Loan Fund ETF
FTSL
$2.33B
| $29.8M | 0.03% |
713,595
+539,007
| +309% | +$24.7M |
|
|
NVO
348
Novo Nordisk
NVO
$203B
| $29.7M | 0.03% |
987,516
+977,592
| +9,851% | +$29.1M |
|
349
CALL
ServiceNow
NOW
$121B
| $29.5M | 0.03% |
515,000
-182,000
| -26% | -$11.4M |
|
350
Uber
UBER
$143B
| $29.2M | 0.03% |
1,045,055
-2,106,972
| -67% | -$69.3M |
|
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.