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 | |
|---|---|---|---|---|---|---|
4026
HEICO Corp
HEI
$52.1B
| $350K | ﹤0.01% |
+4,692
| New | +$513K |
|
4027
PUT
NovoCure
NVCR
$2.05B
| $350K | ﹤0.01% |
5,200
-200
| -4% | -$15.8K |
|
4028
Teradata
TDC
$2.49B
| $350K | ﹤0.01% |
17,114
-38,025
| -69% | -$876K |
|
4029
Trex
TREX
$5.05B
| $350K | ﹤0.01% |
8,746
+1,184
| +16% | +$55.5K |
|
4030
PUT
Vanguard FTSE Developed Markets ETF
VEA
$238B
| $350K | ﹤0.01% |
+10,500
| New | +$421K |
|
|
AMED
4031
PUT
DELISTED
Amedisys
AMED
| $349K | ﹤0.01% |
+1,900
| New | +$338K |
|
4032
PUT
Burlington
BURL
$22.3B
| $349K | ﹤0.01% |
2,200
-7,600
| -78% | -$1.6M |
|
|
RAD
4033
DELISTED
Rite Aid Corporation
RAD
| $349K | ﹤0.01% |
23,294
-105,125
| -82% | -$1.47M |
|
4034
Cal-Maine
CALM
$3.86B
| $348K | ﹤0.01% |
+7,906
| New | +$299K |
|
|
SPWR
4035
DELISTED
SunPower Corporation Common Stock
SPWR
| $348K | ﹤0.01% |
104,847
+28,463
| +37% | +$150K |
|
4036
Credicorp
BAP
$29.6B
| $347K | ﹤0.01% |
2,425
+1,088
| +81% | +$206K |
|
4037
Mercury Systems
MRCY
$6.7B
| $347K | ﹤0.01% |
4,863
+1,695
| +54% | +$128K |
|
4038
PUT
MSCI
MSCI
$40.9B
| $347K | ﹤0.01% |
+1,200
| New | +$340K |
|
4039
Global X US Infrastructure Development ETF
PAVE
$14.3B
| $347K | ﹤0.01% |
+28,209
| New | +$447K |
|
4040
CALL
United Parks & Resorts
PRKS
$2.01B
| $347K | ﹤0.01% |
31,500
-2,000
| -6% | -$54.7K |
|
4041
PUT
Acadia Pharmaceuticals
ACAD
$5.07B
| $346K | ﹤0.01% |
+8,200
| New | +$338K |
|
|
FLIC
4042
DELISTED
First of Long Island Corp
FLIC
| $346K | ﹤0.01% |
+19,922
| New | +$417K |
|
4043
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.37B
| $346K | ﹤0.01% |
8,208
-3,272
| -29% | -$188K |
|
|
MDP
4044
DELISTED
Meredith Corporation
MDP
| $346K | ﹤0.01% |
28,326
-5,356
| -16% | -$142K |
|
|
DISH
4045
PUT
DELISTED
DISH Network Corp.
DISH
| $346K | ﹤0.01% |
17,300
-23,200
| -57% | -$752K |
|
4046
Sunoco
SUN
$14.2B
| $345K | ﹤0.01% |
22,043
-5,924
| -21% | -$159K |
|
4047
CALL
Unum
UNM
$14.5B
| $345K | ﹤0.01% |
+23,000
| New | +$553K |
|
|
AAN.A
4048
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $345K | ﹤0.01% |
15,156
-15,257
| -50% | -$347K |
|
|
HOLX
4049
DELISTED
Hologic
HOLX
| $344K | ﹤0.01% |
9,813
+5,896
| +151% | +$281K |
|
4050
ROBO Global Healthcare Technology and Innovation ETF
HTEC
$74.2M
| $344K | ﹤0.01% |
+14,631
| New | +$378K |
|
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.