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 | |
|---|---|---|---|---|---|---|
426
CALL
Cigna
CI
$72.7B
| $21.8M | 0.02% |
122,800
+46,100
| +60% | +$8.94M |
|
427
Cummins
CMI
$88.7B
| $21.7M | 0.02% |
160,285
+112,879
| +238% | +$17.6M |
|
428
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
| $21.6M | 0.02% |
167,300
+62,500
| +60% | +$9.66M |
|
429
iShares iBonds Dec 2026 Term Corporate ETF
IBDR
$3.39B
| $21.5M | 0.02% |
876,483
+864,366
| +7,133% | +$22M |
|
430
CALL
Thermo Fisher Scientific
TMO
$214B
| $21.5M | 0.02% |
75,800
+61,800
| +441% | +$19.5M |
|
431
PUT
Southwest Airlines
LUV
$23B
| $21.4M | 0.02% |
602,200
+500,200
| +490% | +$24.8M |
|
432
PUT
Tyson Foods
TSN
$20.6B
| $21.4M | 0.02% |
369,900
+240,100
| +185% | +$17.9M |
|
433
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
| $21.4M | 0.02% |
827,836
+722,873
| +689% | +$19.1M |
|
434
CALL
Marriott International
MAR
$93.8B
| $21.3M | 0.02% |
284,600
+255,000
| +861% | +$31.7M |
|
435
PUT
Ferrari
RACE
$71.6B
| $21.3M | 0.02% |
139,400
-2,100
| -1% | -$339K |
|
436
iShares S&P India Nifty 50 Index Fund
INDY
$567M
| $21.1M | 0.02% |
823,331
+756,978
| +1,141% | +$26.3M |
|
437
PUT
CVS Health
CVS
$123B
| $21.1M | 0.02% |
354,800
+283,000
| +394% | +$18.9M |
|
438
PUT
Wells Fargo
WFC
$265B
| $21M | 0.02% |
731,700
+619,900
| +554% | +$26.4M |
|
439
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $20.8M | 0.02% |
612,648
+362,255
| +145% | +$12.7M |
|
|
ABMD
440
PUT
DELISTED
Abiomed Inc
ABMD
| $20.8M | 0.02% |
143,400
+101,400
| +241% | +$16.8M |
|
441
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $20.6M | 0.02% |
1,284,000
+3,500
| +0.3% | +$75.7K |
|
442
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.47B
| $20.6M | 0.02% |
880,000
+633,400
| +257% | +$48.2M |
|
443
Carnival Corporation Ltd
CCL
$39.4B
| $20.6M | 0.02% |
1,564,070
+1,522,981
| +3,707% | +$54.2M |
|
444
CALL
Fidelity National Information Services
FIS
$22.1B
| $20.6M | 0.02% |
169,000
+136,200
| +415% | +$18.9M |
|
445
iShares Fallen Angels USD Bond ETF
FALN
$1.62B
| $20.5M | 0.02% |
+914,088
| New | +$23.7M |
|
446
PUT
iShares MSCI South Korea ETF
EWY
$23.8B
| $20.4M | 0.02% |
435,600
+163,500
| +60% | +$9.2M |
|
447
iShares iBonds Dec 2027 Term Corporate ETF
IBDS
$3.84B
| $20.4M | 0.02% |
833,576
+788,610
| +1,754% | +$20.3M |
|
448
PUT
American Airlines Group
AAL
$10.6B
| $20.3M | 0.02% |
1,668,500
+1,566,500
| +1,536% | +$35.7M |
|
449
PUT
Altria Group
MO
$113B
| $20.3M | 0.02% |
525,600
+85,400
| +19% | +$3.79M |
|
|
SYSB
450
iShares Systematic Bond ETF
SYSB
$1.17B
| $20.3M | 0.02% |
207,905
+195,107
| +1,525% | +$19.6M |
|
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.