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 | |
|---|---|---|---|---|---|---|
1051
PUT
Accenture
ACN
$108B
| $5.94M | 0.01% |
36,400
+5,900
| +19% | +$1.14M |
|
1052
TechnipFMC
FTI
$27.3B
| $5.94M | 0.01% |
1,183,641
+838,917
| +243% | +$9.21M |
|
1053
Fastenal
FAST
$59.5B
| $5.93M | 0.01% |
379,818
-19,644
| -5% | -$346K |
|
1054
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
| $5.92M | 0.01% |
58,608
+10,298
| +21% | +$941K |
|
1055
iShares MSCI France ETF
EWQ
$345M
| $5.92M | 0.01% |
252,359
-52,331
| -17% | -$1.53M |
|
1056
PUT
Trip.com Group
TCOM
$29.1B
| $5.91M | 0.01% |
252,200
+224,400
| +807% | +$7M |
|
1057
PUT
Lowe's Companies
LOW
$125B
| $5.91M | 0.01% |
68,700
-96,300
| -58% | -$10.5M |
|
1058
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $5.91M | 0.01% |
140,500
+27,000
| +24% | +$1.28M |
|
|
X
1059
PUT
DELISTED
US Steel
X
| $5.91M | 0.01% |
936,300
+711,600
| +317% | +$5.96M |
|
1060
CALL
T-Mobile US
TMUS
$190B
| $5.91M | 0.01% |
70,400
+34,700
| +97% | +$2.94M |
|
1061
iShares MSCI Australia ETF
EWA
$1.45B
| $5.91M | 0.01% |
379,983
+159,813
| +73% | +$3.27M |
|
1062
Dollar General
DG
$27.9B
| $5.9M | 0.01% |
39,062
+27,822
| +248% | +$4.3M |
|
1063
CALL
Corning
GLW
$143B
| $5.86M | 0.01% |
285,400
+157,300
| +123% | +$4.1M |
|
1064
CALL
SBA Communications
SBAC
$19.5B
| $5.86M | 0.01% |
21,700
+20,100
| +1,256% | +$5.3M |
|
1065
Boston Scientific
BSX
$71.5B
| $5.85M | 0.01% |
+179,396
| New | +$7.01M |
|
|
OPPJ
1066
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$284M
| $5.85M | 0.01% |
351,052
+306,286
| +684% | +$5.85M |
|
1067
PUT
Vale
VALE
$62.6B
| $5.85M | 0.01% |
705,200
+621,500
| +743% | +$6.77M |
|
1068
iShare MSCI Eurozone ETF
EZU
$9.91B
| $5.84M | 0.01% |
191,399
-569,643
| -75% | -$21.5M |
|
1069
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
| $5.84M | 0.01% |
3,661
+3,437
| +1,534% | +$5.1M |
|
1070
iShares MSCI Canada ETF
EWC
$6.33B
| $5.83M | 0.01% |
266,563
-223,848
| -46% | -$6.13M |
|
1071
PUT
Marathon Petroleum
MPC
$83.7B
| $5.8M | 0.01% |
245,800
+55,300
| +29% | +$2.55M |
|
1072
PUT
Check Point Software Technologies
CHKP
$13.1B
| $5.8M | 0.01% |
57,700
+31,200
| +118% | +$3.34M |
|
1073
Huntsman Corp
HUN
$1.77B
| $5.8M | 0.01% |
401,949
+306,500
| +321% | +$5.98M |
|
1074
CALL
Halliburton
HAL
$26.6B
| $5.8M | 0.01% |
846,200
+653,200
| +338% | +$11.4M |
|
1075
Nasdaq
NDAQ
$52.9B
| $5.79M | 0.01% |
+183,096
| New | +$6.48M |
|
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.