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 | |
|---|---|---|---|---|---|---|
4351
ETRACS Monthly Pay 2x Leveraged Preferred Stock ETN
PFFL
$7.48M
| $263K | ﹤0.01% |
18,775
-6,286
| -25% | -$142K |
|
|
TRHC
4352
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
| $263K | ﹤0.01% |
5,025
-3,487
| -41% | -$189K |
|
4353
Fortuna Silver Mines
FSM
$3.12B
| $262K | ﹤0.01% |
113,439
+20,821
| +22% | +$70.5K |
|
4354
Gadsden Dynamic Multi-Asset ETF
GDMA
$203M
| $262K | ﹤0.01% |
11,302
+1,535
| +16% | +$39.1K |
|
4355
Pluri
PLUR
$18M
| $262K | ﹤0.01% |
8,912
+493
| +6% | +$14.8K |
|
4356
CALL
Devon Energy
DVN
$48.6B
| $261K | ﹤0.01% |
37,700
-389,500
| -91% | -$7.04M |
|
4357
PUT
Exelon
EXC
$46.9B
| $261K | ﹤0.01% |
9,954
-22,432
| -69% | -$705K |
|
4358
PUT
The GEO Group
GEO
$4.05B
| $261K | ﹤0.01% |
+21,500
| New | +$328K |
|
4359
Invesco S&P SmallCap Health Care ETF
PSCH
$171M
| $261K | ﹤0.01% |
+7,581
| New | +$310K |
|
4360
ProShares UltraShort Euro
EUO
$33.3M
| $260K | ﹤0.01% |
9,373
-15,625
| -63% | -$435K |
|
4361
CALL
Stride
LRN
$3.39B
| $260K | ﹤0.01% |
+13,800
| New | +$255K |
|
4362
Schwab US Broad Market ETF
SCHB
$45.1B
| $260K | ﹤0.01% |
25,794
-315,132
| -92% | -$3.81M |
|
4363
Vishay Intertechnology
VSH
$5.28B
| $260K | ﹤0.01% |
18,010
-38,048
| -68% | -$719K |
|
|
CSA
4364
DELISTED
VictoryShares US Small Cap Volatility Wtd ETF
CSA
| $260K | ﹤0.01% |
7,900
+3,458
| +78% | +$149K |
|
4365
Griffon
GFF
$4.79B
| $259K | ﹤0.01% |
+20,519
| New | +$370K |
|
4366
Cheniere Energy
LNG
$55.6B
| $259K | ﹤0.01% |
+7,743
| New | +$397K |
|
4367
Oshkosh
OSK
$9.41B
| $259K | ﹤0.01% |
+4,019
| New | +$315K |
|
|
JHMH
4368
DELISTED
John Hancock Multifactor Healthcare ETF
JHMH
| $259K | ﹤0.01% |
7,966
-8,011
| -50% | -$286K |
|
4369
PUT
Citizens Financial Group
CFG
$31.3B
| $258K | ﹤0.01% |
+13,700
| New | +$447K |
|
4370
First Financial Bankshares
FFIN
$5.05B
| $258K | ﹤0.01% |
9,611
-7,254
| -43% | -$227K |
|
4371
UroGen Pharma
URGN
$2.39B
| $258K | ﹤0.01% |
14,469
-17,250
| -54% | -$466K |
|
|
AMED
4372
DELISTED
Amedisys
AMED
| $257K | ﹤0.01% |
1,401
-1,066
| -43% | -$190K |
|
4373
CALL
HF Sinclair
DINO
$16.2B
| $257K | ﹤0.01% |
10,500
+1,900
| +22% | +$71K |
|
4374
Eldorado Gold
EGO
$10.1B
| $257K | ﹤0.01% |
41,691
-127,239
| -75% | -$958K |
|
4375
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$14.1M
| $257K | ﹤0.01% |
9,931
-10,536
| -51% | -$348K |
|
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.