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 | |
|---|---|---|---|---|---|---|
|
76
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $183M | 0.18% |
5,448,744
-5,034,493
| -48% | -$205M |
|
77
PUT
Visa
V
$689B
| $179M | 0.17% |
1,109,000
+743,500
| +203% | +$140M |
|
78
PepsiCo
PEP
$189B
| $178M | 0.17% |
1,481,504
+1,428,732
| +2,707% | +$193M |
|
79
CALL
Johnson & Johnson
JNJ
$611B
| $178M | 0.17% |
1,356,200
+819,000
| +152% | +$116M |
|
80
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $173M | 0.17% |
11,876,600
+8,596,200
| +262% | +$204M |
|
81
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.87B
| $171M | 0.17% |
1,758,402
+1,492,028
| +560% | +$151M |
|
82
iShares MBS ETF
MBB
$39.1B
| $171M | 0.17% |
+1,544,304
| New | +$168M |
|
83
Apple
AAPL
$4.5T
| $169M | 0.17% |
2,665,076
+608,908
| +30% | +$44.8M |
|
84
PUT
AT&T
T
$160B
| $165M | 0.16% |
7,513,435
+6,663,295
| +784% | +$182M |
|
85
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $164M | 0.16% |
7,893,500
+6,386,200
| +424% | +$176M |
|
86
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $164M | 0.16% |
993,108
-60,118
| -6% | -$8.96M |
|
87
Walt Disney
DIS
$171B
| $161M | 0.16% |
1,663,905
+1,313,051
| +374% | +$166M |
|
88
PUT
Costco
COST
$418B
| $159M | 0.16% |
557,100
+199,000
| +56% | +$60.4M |
|
89
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$151M
| $158M | 0.15% |
53,359
+29,264
| +121% | +$47.6M |
|
90
CALL
Baidu
BIDU
$38.1B
| $158M | 0.15% |
1,567,000
+923,400
| +143% | +$112M |
|
91
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $156M | 0.15% |
1,611,600
+1,212,200
| +304% | +$134M |
|
92
PUT
Shopify
SHOP
$156B
| $154M | 0.15% |
3,703,000
-895,000
| -19% | -$40.3M |
|
|
93
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $153M | 0.15% |
4,081,600
+481,700
| +13% | +$19.6M |
|
|
94
CALL
Visa
V
$689B
| $151M | 0.15% |
938,300
+353,000
| +60% | +$66.5M |
|
95
Microsoft
MSFT
$3.67T
| $151M | 0.15% |
955,866
+780,811
| +446% | +$128M |
|
96
CALL
Lockheed Martin
LMT
$136B
| $148M | 0.14% |
437,600
+268,300
| +158% | +$106M |
|
97
Vanguard Total Bond Market
BND
$158B
| $148M | 0.14% |
1,729,295
+1,719,417
| +17,407% | +$146M |
|
98
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
| $147M | 0.14% |
2,625,093
+2,367,250
| +918% | +$137M |
|
|
RDS.B
99
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $146M | 0.14% |
4,459,297
+4,445,329
| +31,825% | +$208M |
|
100
CALL
Mastercard
MA
$501B
| $143M | 0.14% |
593,200
+160,200
| +37% | +$47.6M |
|
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.