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 | |
|---|---|---|---|---|---|---|
3651
Lincoln National
LNC
$8.46B
| $482K | ﹤0.01% |
18,311
-26,204
| -59% | -$1.24M |
|
3652
PUT
LyondellBasell Industries
LYB
$20.3B
| $482K | ﹤0.01% |
9,700
-9,500
| -49% | -$699K |
|
3653
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$797M
| $482K | ﹤0.01% |
25,460
-37,490
| -60% | -$794K |
|
|
AZPN
3654
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $482K | ﹤0.01% |
5,066
-3,516
| -41% | -$335K |
|
3655
Melco Resorts & Entertainment
MLCO
$2.14B
| $481K | ﹤0.01% |
38,763
+20,979
| +118% | +$401K |
|
3656
CALL
Mohawk Industries
MHK
$9.25B
| $480K | ﹤0.01% |
6,300
+2,800
| +80% | +$332K |
|
3657
CALL
CEL-SCI Corp
CVM
$25.5M
| $478K | ﹤0.01% |
+1,380
| New | +$504K |
|
3658
Fidelity MSCI Utilities Index ETF
FUTY
$2.3B
| $478K | ﹤0.01% |
13,300
-3,438
| -21% | -$143K |
|
|
WTRU
3659
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
| $478K | ﹤0.01% |
+8,916
| New | +$553K |
|
3660
Hull Tactical US ETF
HTUS
$163M
| $476K | ﹤0.01% |
23,265
+13,167
| +130% | +$326K |
|
3661
Universal Display
OLED
$4.24B
| $476K | ﹤0.01% |
3,613
+645
| +22% | +$111K |
|
|
ATRI
3662
DELISTED
Atrion Corp
ATRI
| $476K | ﹤0.01% |
+731
| New | +$500K |
|
3663
PUT
Archer Daniels Midland
ADM
$38.5B
| $475K | ﹤0.01% |
13,500
-20,300
| -60% | -$830K |
|
3664
CALL
Canadian Imperial Bank of Commerce
CM
$111B
| $475K | ﹤0.01% |
+16,400
| New | +$610K |
|
3665
CALL
IQVIA
IQV
$40B
| $475K | ﹤0.01% |
4,400
-5,300
| -55% | -$757K |
|
3666
CALL
Omega Healthcare
OHI
$13.9B
| $475K | ﹤0.01% |
+17,900
| New | +$679K |
|
3667
CALL
Albemarle
ALB
$15.2B
| $474K | ﹤0.01% |
8,400
-146,000
| -95% | -$11.2M |
|
3668
PUT
Bath & Body Works
BBWI
$3.68B
| $474K | ﹤0.01% |
50,717
-82,384
| -62% | -$1.31M |
|
3669
HealthEquity
HQY
$8.88B
| $474K | ﹤0.01% |
9,374
-23,505
| -71% | -$1.56M |
|
3670
PBF Energy
PBF
$8.36B
| $474K | ﹤0.01% |
+67,030
| New | +$1.5M |
|
3671
Principal Financial Group
PFG
$24.3B
| $474K | ﹤0.01% |
+15,120
| New | +$715K |
|
|
BBBY
3672
DELISTED
Bed Bath & Beyond Inc
BBBY
| $473K | ﹤0.01% |
112,280
+32,164
| +40% | +$375K |
|
3673
Leggett & Platt
LEG
$1.29B
| $472K | ﹤0.01% |
17,675
+13,359
| +310% | +$556K |
|
|
TWOU
3674
DELISTED
2U Inc
TWOU
| $472K | ﹤0.01% |
742
-2,333
| -76% | -$1.58M |
|
|
WPX
3675
DELISTED
WPX Energy, Inc.
WPX
| $472K | ﹤0.01% |
154,955
+139,266
| +888% | +$1.31M |
|
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.