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 | |
|---|---|---|---|---|---|---|
626
Marriott International
MAR
$92.3B
| $13.3M | 0.01% |
177,305
+170,044
| +2,342% | +$21.2M |
|
|
WBND
627
DELISTED
Western Asset Total Return ETF
WBND
| $13.3M | 0.01% |
+150,236
| New | +$14.1M |
|
628
CALL
Rio Tinto
RIO
$164B
| $13.2M | 0.01% |
289,800
+285,300
| +6,340% | +$14.6M |
|
629
CALL
iShares MSCI Canada ETF
EWC
$6.33B
| $13.1M | 0.01% |
600,800
+199,400
| +50% | +$5.46M |
|
630
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $13.1M | 0.01% |
+312,065
| New | +$14.8M |
|
|
SGEN
631
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $13.1M | 0.01% |
113,700
+96,900
| +577% | +$10.7M |
|
|
BSCK
632
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
| $13.1M | 0.01% |
+621,768
| New | +$13.2M |
|
633
PUT
Ulta Beauty
ULTA
$24.3B
| $13.1M | 0.01% |
74,300
-269,900
| -78% | -$67.3M |
|
634
CALL
Centene
CNC
$32.5B
| $13M | 0.01% |
218,400
+80,100
| +58% | +$4.86M |
|
|
EUHY
635
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
| $13M | 0.01% |
299,450
+207,630
| +226% | +$10.2M |
|
636
Consolidated Edison
ED
$39.9B
| $12.9M | 0.01% |
+165,994
| New | +$14.6M |
|
637
CALL
Accenture
ACN
$108B
| $12.9M | 0.01% |
79,200
+19,000
| +32% | +$3.66M |
|
638
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
| $12.8M | 0.01% |
479,739
+196,279
| +69% | +$6.96M |
|
639
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
| $12.8M | 0.01% |
76,527
-71,662
| -48% | -$11.1M |
|
|
XYZ
640
Block Inc
XYZ
$47.5B
| $12.8M | 0.01% |
244,667
+33,901
| +16% | +$2.32M |
|
|
BSJM
641
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
| $12.8M | 0.01% |
+590,550
| New | +$13.9M |
|
642
CALL
Franco-Nevada
FNV
$46B
| $12.6M | 0.01% |
127,100
+79,800
| +169% | +$8.66M |
|
643
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $12.6M | 0.01% |
424,200
+151,000
| +55% | +$6.44M |
|
644
Baidu
BIDU
$37.2B
| $12.6M | 0.01% |
125,335
-183,209
| -59% | -$22.3M |
|
|
QIG
645
WisdomTree U.S. Corporate Bond Fund
QIG
$17.5M
| $12.6M | 0.01% |
249,343
+206,180
| +478% | +$10.8M |
|
|
646
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $12.6M | 0.01% |
374,300
-116,600
| -24% | -$4.75M |
|
|
WRK
647
CALL
DELISTED
WestRock Company
WRK
| $12.5M | 0.01% |
443,500
+218,200
| +97% | +$7.84M |
|
|
SCHQ
648
Schwab Long-Term US Treasury ETF
SCHQ
$798M
| $12.5M | 0.01% |
218,107
+183,259
| +526% | +$9.51M |
|
649
PUT
PepsiCo
PEP
$190B
| $12.5M | 0.01% |
104,200
+28,100
| +37% | +$3.8M |
|
650
MarketAxess Holdings
MKTX
$5.72B
| $12.5M | 0.01% |
37,560
+36,530
| +3,547% | +$12.7M |
|
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.