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 | |
|---|---|---|---|---|---|---|
476
PUT
Teladoc Health
TDOC
$1.3B
| $19.5M | 0.02% |
125,700
+104,900
| +504% | +$12.2M |
|
477
Coca-Cola
KO
$375B
| $19.4M | 0.02% |
439,457
+311,824
| +244% | +$16.8M |
|
478
PUT
Align Technology
ALGN
$12.3B
| $19.4M | 0.02% |
111,600
-10,500
| -9% | -$2.51M |
|
479
CALL
American Express
AXP
$230B
| $19.4M | 0.02% |
226,400
+169,100
| +295% | +$19.7M |
|
|
BSJN
480
DELISTED
Invesco BulletShares 2023 High Yield Corporate Bond ETF
BSJN
| $19.4M | 0.02% |
862,549
+809,534
| +1,527% | +$20.3M |
|
481
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $19.2M | 0.02% |
715,500
+688,200
| +2,521% | +$18.3M |
|
482
PUT
United Parcel Service
UPS
$88.9B
| $19.1M | 0.02% |
204,100
+186,200
| +1,040% | +$19.3M |
|
483
CALL
Honeywell
HON
$78B
| $19.1M | 0.02% |
151,086
+107,267
| +245% | +$16.6M |
|
484
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $19M | 0.02% |
930,300
-653,700
| -41% | -$14.2M |
|
485
Columbia Diversified Fixed Income Allocation ETF
DIAL
$388M
| $19M | 0.02% |
954,377
+819,669
| +608% | +$16.9M |
|
486
CALL
Newmont
NEM
$119B
| $18.8M | 0.02% |
414,600
+380,100
| +1,102% | +$17.2M |
|
487
ProShares UltraPro Short QQQ
SQQQ
$1.71B
| $18.8M | 0.02% |
1,543
+1,494
| +3,049% | +$19.6M |
|
488
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$261M
| $18.8M | 0.02% |
1,005,306
+928,062
| +1,201% | +$20.3M |
|
489
iShares Core MSCI Total International Stock ETF
IXUS
$60.1B
| $18.7M | 0.02% |
398,438
-32,124
| -7% | -$1.81M |
|
490
PUT
Northrop Grumman
NOC
$81.2B
| $18.6M | 0.02% |
61,500
+28,700
| +88% | +$9.98M |
|
491
PUT
HSBC
HSBC
$356B
| $18.6M | 0.02% |
663,600
+646,600
| +3,804% | +$22.5M |
|
492
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $18.5M | 0.02% |
172,100
-31,800
| -16% | -$3.66M |
|
|
UN
493
CALL
DELISTED
Unilever NV New York Registry Shares
UN
| $18.5M | 0.02% |
373,800
+365,700
| +4,515% | +$20M |
|
494
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $18.3M | 0.02% |
713,646
-149,438
| -17% | -$4.77M |
|
495
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $18.3M | 0.02% |
100,000
-12,500
| -11% | -$2.66M |
|
496
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $18.2M | 0.02% |
704,243
+678,529
| +2,639% | +$19.2M |
|
497
Vanguard FTSE Pacific ETF
VPL
$8.43B
| $18.2M | 0.02% |
+329,910
| New | +$21.1M |
|
498
Rockwell Automation
ROK
$49B
| $18.1M | 0.02% |
119,795
+85,036
| +245% | +$15.8M |
|
499
PUT
Procter & Gamble
PG
$339B
| $18.1M | 0.02% |
164,200
+67,700
| +70% | +$8.13M |
|
500
Roper Technologies
ROP
$39.8B
| $18M | 0.02% |
57,761
+27,214
| +89% | +$9.64M |
|
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.