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 | |
|---|---|---|---|---|---|---|
576
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $14.5M | 0.01% |
179,955
-24,195
| -12% | -$4.5M |
|
577
CALL
ProShares UltraPro Dow 30
UDOW
$925M
| $14.5M | 0.01% |
1,384,000
+1,270,000
| +1,114% | +$32.3M |
|
578
Deere & Co
DE
$168B
| $14.4M | 0.01% |
104,412
-3,681
| -3% | -$582K |
|
579
PUT
JD.com
JD
$44.5B
| $14.4M | 0.01% |
355,600
+214,800
| +153% | +$8.58M |
|
580
CALL
GE Aerospace
GE
$384B
| $14.4M | 0.01% |
363,754
+326,757
| +883% | +$17.4M |
|
581
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $14.4M | 0.01% |
1,091,900
+959,800
| +727% | +$34.2M |
|
|
MMP
582
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $14.4M | 0.01% |
393,400
+348,800
| +782% | +$18.7M |
|
583
Nutrien
NTR
$30.7B
| $14.3M | 0.01% |
421,779
+400,920
| +1,922% | +$16M |
|
584
PUT
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $14.3M | 0.01% |
599,100
+232,300
| +63% | +$6.95M |
|
585
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.7B
| $14.3M | 0.01% |
+502,487
| New | +$17.3M |
|
586
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
| $14.3M | 0.01% |
85,070
+75,699
| +808% | +$11.2M |
|
|
IBDP
587
DELISTED
iShares iBonds Dec 2024 Term Corporate ETF
IBDP
| $14.2M | 0.01% |
575,780
+547,263
| +1,919% | +$13.9M |
|
588
PUT
Thermo Fisher Scientific
TMO
$220B
| $14.2M | 0.01% |
50,100
+47,600
| +1,904% | +$15M |
|
589
CSX Corp
CSX
$93.1B
| $14.2M | 0.01% |
743,595
-63,879
| -8% | -$1.49M |
|
590
iShares Global Materials ETF
MXI
$362M
| $14.1M | 0.01% |
285,653
+276,057
| +2,877% | +$16.5M |
|
591
CALL
Atlassian
TEAM
$37.8B
| $14.1M | 0.01% |
102,800
+35,700
| +53% | +$4.99M |
|
592
Citigroup
C
$226B
| $14M | 0.01% |
333,431
-86,532
| -21% | -$5.81M |
|
593
CALL
Becton Dickinson
BDX
$48.2B
| $14M | 0.01% |
62,525
+41,820
| +202% | +$10.3M |
|
594
CALL
Pinduoduo
PDD
$131B
| $14M | 0.01% |
388,600
+92,600
| +31% | +$3.38M |
|
595
CALL
Southern Company
SO
$107B
| $14M | 0.01% |
257,900
+239,200
| +1,279% | +$15.2M |
|
596
Danaher
DHR
$144B
| $13.9M | 0.01% |
113,693
+107,986
| +1,892% | +$14.6M |
|
597
PUT
Cigna
CI
$74.6B
| $13.9M | 0.01% |
78,600
+49,300
| +168% | +$9.56M |
|
598
UBS Group
UBS
$176B
| $13.9M | 0.01% |
1,472,854
+1,189,628
| +420% | +$13.7M |
|
599
Global X Silver Miners ETF NEW
SIL
$4.75B
| $13.8M | 0.01% |
580,396
+436,046
| +302% | +$12.6M |
|
600
FlexShares Ultra-Short Income Fund
RAVI
$1.49B
| $13.8M | 0.01% |
186,073
+107,807
| +138% | +$8.14M |
|
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.