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 | |
|---|---|---|---|---|---|---|
801
PUT
Deere & Co
DE
$168B
| $9.51M | 0.01% |
68,800
+19,700
| +40% | +$3.12M |
|
|
BSJO
802
DELISTED
Invesco BulletShares 2024 High Yield Corporate Bond ETF
BSJO
| $9.49M | 0.01% |
+427,400
| New | +$10.4M |
|
|
IBML
803
DELISTED
iShares iBonds Dec 2023 Term Muni Bond ETF
IBML
| $9.48M | 0.01% |
369,753
+161,363
| +77% | +$4.16M |
|
804
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6.16B
| $9.48M | 0.01% |
411,056
+378,834
| +1,176% | +$10.5M |
|
805
FlexShares Credit-Scored US Corporate Bond Index Fund
SKOR
$737M
| $9.42M | 0.01% |
185,107
+166,452
| +892% | +$8.64M |
|
806
PUT
UBS Group
UBS
$176B
| $9.4M | 0.01% |
+1,000,000
| New | +$11.5M |
|
807
Thermo Fisher Scientific
TMO
$220B
| $9.39M | 0.01% |
+33,129
| New | +$10.4M |
|
808
PUT
ProShares UltraPro S&P 500
UPRO
$5.7B
| $9.38M | 0.01% |
678,600
+364,800
| +116% | +$10.9M |
|
809
International Paper
IP
$22B
| $9.35M | 0.01% |
+317,315
| New | +$11.8M |
|
810
PUT
BHP
BHP
$230B
| $9.34M | 0.01% |
285,295
+270,610
| +1,843% | +$11.3M |
|
811
iShares JPMorgan EM Corporate Bond ETF
CEMB
$405M
| $9.34M | 0.01% |
+207,742
| New | +$10.5M |
|
812
PUT
Morgan Stanley
MS
$340B
| $9.33M | 0.01% |
274,400
+191,000
| +229% | +$9M |
|
813
CALL
Tyson Foods
TSN
$20.4B
| $9.32M | 0.01% |
161,100
+116,900
| +264% | +$8.73M |
|
|
ABMD
814
DELISTED
Abiomed Inc
ABMD
| $9.22M | 0.01% |
63,542
+23,809
| +60% | +$3.95M |
|
815
Edwards Lifesciences
EW
$51.7B
| $9.19M | 0.01% |
146,091
+140,265
| +2,408% | +$10.1M |
|
816
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.8B
| $9.15M | 0.01% |
1,449,165
+1,172,760
| +424% | +$17.7M |
|
817
PUT
Domino's
DPZ
$11.6B
| $9.14M | 0.01% |
28,200
+12,700
| +82% | +$3.92M |
|
818
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
| $9.12M | 0.01% |
+327,919
| New | +$9.33M |
|
819
PIMCO RAFI ESG US ETF
RAFE
$169M
| $9.06M | 0.01% |
482,933
+93,754
| +24% | +$2.16M |
|
820
CALL
Intuit
INTU
$89B
| $8.97M | 0.01% |
39,000
-19,800
| -34% | -$5.36M |
|
821
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.96B
| $8.96M | 0.01% |
295,494
+252,670
| +590% | +$9.61M |
|
822
PUT
iShares Select Dividend ETF
DVY
$23.6B
| $8.95M | 0.01% |
121,700
+31,300
| +35% | +$2.99M |
|
823
CALL
Axsome Therapeutics
AXSM
$10.9B
| $8.95M | 0.01% |
152,100
+67,200
| +79% | +$5.48M |
|
824
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.47B
| $8.92M | 0.01% |
84,037
+46,298
| +123% | +$5.03M |
|
|
INFO
825
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $8.84M | 0.01% |
147,245
+24,256
| +20% | +$1.75M |
|
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.