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 | |
|---|---|---|---|---|---|---|
726
IDEX
IEX
$17.3B
| $10.9M | 0.01% |
78,761
+56,104
| +248% | +$8.8M |
|
727
Vanguard Information Technology ETF
VGT
$149B
| $10.8M | 0.01% |
409,480
+334,784
| +448% | +$10.1M |
|
728
Sibanye-Stillwater
SBSW
$7.53B
| $10.8M | 0.01% |
2,144,723
-119,270
| -5% | -$1.06M |
|
729
Equinor
EQNR
$92.4B
| $10.8M | 0.01% |
+851,414
| New | +$13.8M |
|
730
CALL
Equinix
EQIX
$103B
| $10.7M | 0.01% |
17,200
+9,100
| +112% | +$5.44M |
|
731
CALL
Unilever
UL
$136B
| $10.7M | 0.01% |
+188,356
| New | +$11.8M |
|
732
CALL
Cognizant
CTSH
$26B
| $10.7M | 0.01% |
230,600
+169,900
| +280% | +$10.1M |
|
733
CALL
Zoetis
ZTS
$30B
| $10.7M | 0.01% |
90,500
+45,700
| +102% | +$6.02M |
|
734
Schwab International Equity ETF
SCHF
$68.7B
| $10.6M | 0.01% |
+824,236
| New | +$12.7M |
|
|
WORK
735
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $10.6M | 0.01% |
395,800
+371,200
| +1,509% | +$8.95M |
|
736
CALL
PNC Financial Services
PNC
$101B
| $10.6M | 0.01% |
110,800
+62,600
| +130% | +$8.41M |
|
737
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.7B
| $10.6M | 0.01% |
+235,894
| New | +$13.1M |
|
|
JNPR
738
DELISTED
Juniper Networks
JNPR
| $10.6M | 0.01% |
552,216
+510,834
| +1,234% | +$11.5M |
|
|
BSJP
739
DELISTED
Invesco BulletShares 2025 High Yield Corporate Bond ETF
BSJP
| $10.5M | 0.01% |
493,558
+442,093
| +859% | +$10.5M |
|
740
CALL
Western Digital
WDC
$150B
| $10.5M | 0.01% |
333,925
-224,778
| -40% | -$9.95M |
|
741
Goldman Sachs Access High Yield Corporate Bond ETF
GHYB
$134M
| $10.5M | 0.01% |
239,283
+110,832
| +86% | +$5.3M |
|
742
Masco
MAS
$15.3B
| $10.5M | 0.01% |
302,665
+204,176
| +207% | +$8.92M |
|
743
Eaton
ETN
$174B
| $10.5M | 0.01% |
134,631
+10,370
| +8% | +$951K |
|
744
CALL
Edwards Lifesciences
EW
$51.7B
| $10.4M | 0.01% |
166,200
+66,000
| +66% | +$4.76M |
|
745
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$210M
| $10.4M | 0.01% |
2,196
-2,529
| -54% | -$9.81M |
|
|
BSCM
746
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
| $10.4M | 0.01% |
+492,745
| New | +$10.5M |
|
747
iShares Core MSCI Europe ETF
IEUR
$9.16B
| $10.4M | 0.01% |
281,428
+255,684
| +993% | +$11.5M |
|
748
iShares MSCI ACWI ex US ETF
ACWX
$11.8B
| $10.4M | 0.01% |
276,555
-385,719
| -58% | -$17.3M |
|
749
CALL
General Motors
GM
$76.8B
| $10.4M | 0.01% |
499,700
+327,700
| +191% | +$10M |
|
750
iShares Russell 3000 ETF
IWV
$20.3B
| $10.4M | 0.01% |
+69,856
| New | +$12.4M |
|
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.