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 | |
|---|---|---|---|---|---|---|
51
CALL
ProShares UltraPro QQQ
TQQQ
$34.6B
| $294M | 0.29% |
49,355,200
+38,535,200
| +356% | +$403M |
|
52
CALL
Walt Disney
DIS
$170B
| $294M | 0.29% |
3,041,400
+369,300
| +14% | +$46.7M |
|
53
CALL
Gilead Sciences
GILD
$163B
| $289M | 0.28% |
3,867,900
+3,514,300
| +994% | +$243M |
|
|
54
PUT
Walt Disney
DIS
$170B
| $279M | 0.27% |
2,893,100
+1,815,900
| +169% | +$230M |
|
55
PUT
Alphabet (Google) Class C
GOOG
$4.56T
| $272M | 0.27% |
4,684,000
| – | – |
|
|
56
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
| $272M | 0.27% |
6,726,956
-25,091,820
| -79% | -$1.23B |
|
|
57
CALL
Alphabet (Google) Class C
GOOG
$4.56T
| $269M | 0.26% |
4,620,000
-1,584,000
| -26% | -$107M |
|
|
58
Alphabet (Google) Class C
GOOG
$4.56T
| $263M | 0.26% |
4,527,160
-229,480
| -5% | -$15.6M |
|
59
CALL
Zoom
ZM
$28.8B
| $260M | 0.25% |
1,778,900
+1,576,300
| +778% | +$156M |
|
60
Invesco QQQ Trust
QQQ
$469B
| $257M | 0.25% |
1,347,843
+1,326,534
| +6,225% | +$281M |
|
61
CALL
Advanced Micro Devices
AMD
$790B
| $250M | 0.24% |
5,506,300
+2,627,100
| +91% | +$127M |
|
62
PUT
State Street Technology Select Sector SPDR ETF
XLK
$117B
| $249M | 0.24% |
6,191,800
+191,400
| +3% | +$8.74M |
|
63
PUT
Booking.com
BKNG
$149B
| $249M | 0.24% |
4,622,500
-360,000
| -7% | -$25.3M |
|
64
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $244M | 0.24% |
1,113,600
+602,600
| +118% | +$160M |
|
65
CALL
Walmart Inc
WMT
$881B
| $236M | 0.23% |
6,228,600
+3,960,000
| +175% | +$152M |
|
66
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $234M | 0.23% |
4,298,453
+4,198,913
| +4,218% | +$224M |
|
67
Alibaba
BABA
$305B
| $227M | 0.22% |
1,169,243
+39,272
| +3% | +$8.2M |
|
68
CALL
JPMorgan Chase
JPM
$937B
| $215M | 0.21% |
2,390,000
+1,627,700
| +214% | +$198M |
|
|
69
PUT
Advanced Micro Devices
AMD
$790B
| $212M | 0.21% |
4,666,800
+2,579,500
| +124% | +$124M |
|
70
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
| $208M | 0.2% |
4,934,000
+2,804,500
| +132% | +$133M |
|
71
UnitedHealth
UNH
$377B
| $201M | 0.2% |
804,586
+657,980
| +449% | +$181M |
|
|
72
PUT
ProShares UltraPro QQQ
TQQQ
$34.6B
| $200M | 0.2% |
33,536,800
+22,204,000
| +196% | +$232M |
|
73
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
| $188M | 0.18% |
6,694,077
+5,981,927
| +840% | +$227M |
|
74
Home Depot
HD
$339B
| $186M | 0.18% |
994,273
+951,824
| +2,242% | +$209M |
|
75
CALL
Costco
COST
$423B
| $183M | 0.18% |
641,200
+189,900
| +42% | +$57.6M |
|
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.