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 | |
|---|---|---|---|---|---|---|
|
MRO
3576
CALL
DELISTED
Marathon Oil Corporation
MRO
| $527K | ﹤0.01% |
160,200
+148,300
| +1,246% | +$1.37M |
|
3577
Cerence
CRNC
$393M
| $526K | ﹤0.01% |
+34,164
| New | +$718K |
|
3578
CALL
National Beverage
FIZZ
$2.94B
| $525K | ﹤0.01% |
24,600
+14,800
| +151% | +$324K |
|
3579
CALL
Innovative Industrial Properties
IIPR
$1.67B
| $524K | ﹤0.01% |
+6,900
| New | +$583K |
|
3580
ProShares Ultra Utilities
UPW
$16.8M
| $523K | ﹤0.01% |
45,784
-6,384
| -12% | -$107K |
|
3581
PUT
Hasbro
HAS
$13.7B
| $522K | ﹤0.01% |
7,300
-19,700
| -73% | -$1.7M |
|
3582
Children's Place
PLCE
$52.9M
| $522K | ﹤0.01% |
26,670
-23,504
| -47% | -$1.25M |
|
|
ENV
3583
DELISTED
ENVESTNET, INC.
ENV
| $522K | ﹤0.01% |
9,709
-6,584
| -40% | -$472K |
|
|
BSBE
3584
DELISTED
Invesco BulletShares 2022 USD Emerging Markets Debt ETF
BSBE
| $521K | ﹤0.01% |
+21,257
| New | +$546K |
|
|
CIT
3585
PUT
DELISTED
CIT Group Inc.
CIT
| $521K | ﹤0.01% |
30,200
-17,700
| -37% | -$668K |
|
3586
iShares US Telecommunications ETF
IYZ
$1.24B
| $520K | ﹤0.01% |
+20,924
| New | +$596K |
|
3587
Marvell Technology
MRVL
$199B
| $519K | ﹤0.01% |
22,918
-46,857
| -67% | -$1.12M |
|
|
GBUY
3588
DELISTED
Goldman Sachs New Age Consumer ETF
GBUY
| $519K | ﹤0.01% |
10,695
-3,443
| -24% | -$192K |
|
|
IRBT
3589
DELISTED
iRobot
IRBT
| $518K | ﹤0.01% |
12,672
-29,214
| -70% | -$1.4M |
|
|
CODX
3590
Co-Diagnostics
CODX
$5.34M
| $517K | ﹤0.01% |
+2,263
| New | +$392K |
|
|
AMRN
3591
Amarin Corp
AMRN
$299M
| $515K | ﹤0.01% |
6,442
-14,059
| -69% | -$4.67M |
|
3592
Hain Celestial
HAIN
$54.6M
| $515K | ﹤0.01% |
+19,855
| New | +$495K |
|
3593
PUT
CEL-SCI Corp
CVM
$26M
| $514K | ﹤0.01% |
+1,483
| New | +$542K |
|
3594
First Trust Nasdaq Bank ETF
FTXO
$321M
| $514K | ﹤0.01% |
32,859
-12,282
| -27% | -$289K |
|
3595
PUT
Prologis
PLD
$134B
| $514K | ﹤0.01% |
6,400
+2,700
| +73% | +$236K |
|
3596
CALL
Dentsply Sirona
XRAY
$2.3B
| $513K | ﹤0.01% |
13,200
+4,900
| +59% | +$250K |
|
|
BFIT
3597
DELISTED
Global X Funds Global X Health & Wellness ETF
BFIT
| $513K | ﹤0.01% |
+32,756
| New | +$630K |
|
3598
PUT
T-Mobile US
TMUS
$196B
| $512K | ﹤0.01% |
6,100
-26,100
| -81% | -$2.21M |
|
3599
CALL
Axalta
AXTA
$7.94B
| $511K | ﹤0.01% |
29,600
+10,900
| +58% | +$279K |
|
3600
Pacer Trendpilot Fund of Funds ETF
TRND
$64.3M
| $511K | ﹤0.01% |
+21,866
| New | +$568K |
|
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.