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 | |
|---|---|---|---|---|---|---|
4326
Quanterix
QTRX
$139M
| $267K | ﹤0.01% |
+14,530
| New | +$332K |
|
4327
US Vegan Climate ETF
VEGN
$189M
| $267K | ﹤0.01% |
+12,034
| New | +$316K |
|
|
GLUU
4328
DELISTED
Glu Mobile Inc.
GLUU
| $267K | ﹤0.01% |
42,377
-56,833
| -57% | -$366K |
|
4329
PUT
DaVita
DVA
$11.5B
| $266K | ﹤0.01% |
+3,500
| New | +$275K |
|
4330
Innovator US Small Cap Power Buffer ETF January
KJAN
$328M
| $266K | ﹤0.01% |
+12,298
| New | +$309K |
|
4331
Direxion Daily MSCI South Korea Bull 3X ETF
KORU
$1.71B
| $266K | ﹤0.01% |
+70,816
| New | +$676K |
|
4332
CALL
Levi Strauss
LEVI
$8.66B
| $266K | ﹤0.01% |
21,400
-2,600
| -11% | -$46K |
|
4333
Methanex
MEOH
$4.2B
| $266K | ﹤0.01% |
21,831
-28,005
| -56% | -$805K |
|
4334
PUT
Post Holdings
POST
$3.66B
| $266K | ﹤0.01% |
+4,890
| New | +$318K |
|
4335
Bloomin' Brands
BLMN
$943M
| $265K | ﹤0.01% |
37,071
+18,032
| +95% | +$314K |
|
4336
PUT
DXC Technology
DXC
$1.71B
| $265K | ﹤0.01% |
20,300
+9,300
| +85% | +$246K |
|
4337
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $265K | ﹤0.01% |
16,377
-288,700
| -95% | -$6.43M |
|
4338
Guidewire Software
GWRE
$14.6B
| $265K | ﹤0.01% |
+3,337
| New | +$349K |
|
4339
HubSpot
HUBS
$10.8B
| $265K | ﹤0.01% |
1,992
-3,675
| -65% | -$611K |
|
4340
CALL
Martin Marietta Materials
MLM
$32.9B
| $265K | ﹤0.01% |
1,400
-42,700
| -97% | -$10.2M |
|
4341
Invesco S&P 500 Revenue ETF
RWL
$9.98B
| $265K | ﹤0.01% |
6,035
-22,450
| -79% | -$1.21M |
|
4342
GraniteShares Nasdaq Select Disruptors ETF
DRUP
$52.8M
| $264K | ﹤0.01% |
11,228
-15,032
| -57% | -$407K |
|
4343
PUT
iShares MSCI Spain ETF
EWP
$2.22B
| $264K | ﹤0.01% |
+13,000
| New | +$339K |
|
4344
John B. Sanfilippo & Son
JBSS
$1B
| $264K | ﹤0.01% |
+2,951
| New | +$238K |
|
4345
Silicon Laboratories
SLAB
$7.3B
| $264K | ﹤0.01% |
3,092
+758
| +32% | +$75.2K |
|
4346
CALL
Williams-Sonoma
WSM
$28.9B
| $264K | ﹤0.01% |
12,400
-5,400
| -30% | -$172K |
|
|
EMCS
4347
Xtrackers MSCI Emerging Markets Select ETF
EMCS
$1.02B
| $264K | ﹤0.01% |
+12,453
| New | +$315K |
|
4348
CALL
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$89.3M
| $263K | ﹤0.01% |
4,951
-15,460
| -76% | -$12.4M |
|
4349
PUT
Golar LNG
GLNG
$5.28B
| $263K | ﹤0.01% |
+33,400
| New | +$367K |
|
4350
Monro
MNRO
$365M
| $263K | ﹤0.01% |
+6,007
| New | +$364K |
|
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.