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 | |
|---|---|---|---|---|---|---|
876
Ameriprise Financial
AMP
$48.8B
| $8.2M | 0.01% |
+79,976
| New | +$11.8M |
|
877
CALL
Vale
VALE
$62.6B
| $8.2M | 0.01% |
988,600
+943,500
| +2,092% | +$10.3M |
|
878
Oneok
OKE
$54.5B
| $8.19M | 0.01% |
375,486
+347,035
| +1,220% | +$21.1M |
|
879
CALL
Roper Technologies
ROP
$39.8B
| $8.17M | 0.01% |
26,200
+23,300
| +803% | +$8.26M |
|
880
ProShares UltraPro QQQ
TQQQ
$37.9B
| $8.17M | 0.01% |
1,371,208
+1,215,192
| +779% | +$12.7M |
|
881
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $8.16M | 0.01% |
302,600
-15,600
| -5% | -$624K |
|
882
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $8.15M | 0.01% |
31,000
-46,500
| -60% | -$15.8M |
|
883
CALL
ProShares Ultra S&P500
SSO
$8.36B
| $8.14M | 0.01% |
732,800
+45,600
| +7% | +$771K |
|
884
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
| $8.13M | 0.01% |
688,030
+672,133
| +4,228% | +$9.77M |
|
885
WEC Energy
WEC
$35.1B
| $8.13M | 0.01% |
92,273
+83,357
| +935% | +$8.02M |
|
886
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $8.11M | 0.01% |
179,100
+137,900
| +335% | +$6.79M |
|
887
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $8.11M | 0.01% |
360,012
-373,750
| -51% | -$10.3M |
|
888
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
| $8.1M | 0.01% |
88,388
+31,218
| +55% | +$2.86M |
|
889
Invesco Total Return Bond ETF
GTO
$2.44B
| $8.07M | 0.01% |
151,965
+82,605
| +119% | +$4.5M |
|
890
CALL
TJX Companies
TJX
$178B
| $8.06M | 0.01% |
168,600
+55,600
| +49% | +$3.2M |
|
891
Lyft
LYFT
$6.63B
| $8.05M | 0.01% |
300,011
+89,090
| +42% | +$3.54M |
|
|
892
PUT
ProShares Ultra S&P500
SSO
$8.36B
| $8.05M | 0.01% |
724,800
-419,200
| -37% | -$7.08M |
|
893
iShares Global REIT ETF
REET
$5.11B
| $8.05M | 0.01% |
420,572
+214,726
| +104% | +$5.48M |
|
894
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$6.21B
| $8.03M | 0.01% |
691,000
+512,000
| +286% | +$11.9M |
|
895
CALL
ProShares Short S&P500
SH
$897M
| $8.03M | 0.01% |
+72,575
| New | +$7.33M |
|
896
Southwest Airlines
LUV
$23B
| $8.02M | 0.01% |
225,283
+53,280
| +31% | +$2.64M |
|
897
iShares MSCI BIC ETF
BKF
$78.6M
| $8.01M | 0.01% |
+224,668
| New | +$9.49M |
|
898
CALL
Kohl's
KSS
$2.19B
| $8M | 0.01% |
548,300
+455,800
| +493% | +$17.1M |
|
|
899
PUT
Roper Technologies
ROP
$39.8B
| $7.98M | 0.01% |
25,600
+23,700
| +1,247% | +$8.4M |
|
900
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
| $7.96M | 0.01% |
18,910
-1,890
| -9% | -$640K |
|
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.