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 | |
|---|---|---|---|---|---|---|
1126
PUT
Medtronic
MDT
$112B
| $5.44M | 0.01% |
60,300
+41,900
| +228% | +$4.46M |
|
1127
CALL
VanEck Oil Services ETF
OIH
$1.92B
| $5.42M | 0.01% |
67,445
-94,590
| -58% | -$17.6M |
|
1128
PUT
Philip Morris
PM
$295B
| $5.41M | 0.01% |
74,100
+50,600
| +215% | +$4.16M |
|
1129
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $5.4M | 0.01% |
601,500
+350,200
| +139% | +$3.59M |
|
|
CMBT
1130
CMB.TECH NV
CMBT
$4.73B
| $5.39M | 0.01% |
477,971
+202,341
| +73% | +$2.09M |
|
1131
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
| $5.38M | 0.01% |
174,075
+165,952
| +2,043% | +$5.32M |
|
1132
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $5.38M | 0.01% |
78,600
-507,300
| -87% | -$40.2M |
|
1133
SAP
SAP
$238B
| $5.36M | 0.01% |
48,509
+40,556
| +510% | +$5.12M |
|
1134
Banco Santander
SAN
$210B
| $5.35M | 0.01% |
2,280,875
+1,561,120
| +217% | +$5.35M |
|
|
ORAN
1135
DELISTED
Orange
ORAN
| $5.33M | 0.01% |
441,527
+158,331
| +56% | +$2.15M |
|
1136
PUT
DexCom
DXCM
$32B
| $5.33M | 0.01% |
79,200
-11,600
| -13% | -$722K |
|
1137
Canadian Imperial Bank of Commerce
CM
$108B
| $5.32M | 0.01% |
183,560
+154,178
| +525% | +$5.74M |
|
1138
Analog Devices
ADI
$190B
| $5.32M | 0.01% |
59,318
+36,069
| +155% | +$3.94M |
|
1139
iShares Yield Optimized Bond ETF
BYLD
$448M
| $5.31M | 0.01% |
+215,506
| New | +$5.48M |
|
1140
PUT
American Tower
AMT
$80.4B
| $5.31M | 0.01% |
24,400
-31,100
| -56% | -$7.24M |
|
|
SCHR
1141
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $5.31M | 0.01% |
180,728
-229,984
| -56% | -$6.5M |
|
1142
CALL
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $5.31M | 0.01% |
222,200
+216,200
| +3,603% | +$6.47M |
|
|
VMW
1143
PUT
DELISTED
VMware, Inc
VMW
| $5.3M | 0.01% |
43,800
+12,600
| +40% | +$1.73M |
|
1144
JPMorgan Diversified Return Emerging Markets Equity ETF
JPEM
$395M
| $5.3M | 0.01% |
+133,398
| New | +$6.79M |
|
1145
Barclays
BCS
$94.1B
| $5.29M | 0.01% |
1,167,801
-975,788
| -46% | -$7.53M |
|
1146
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
| $5.29M | 0.01% |
104,559
+93,854
| +877% | +$4.75M |
|
1147
PUT
TJX Companies
TJX
$178B
| $5.28M | 0.01% |
110,500
-343,500
| -76% | -$19.8M |
|
1148
W.W. Grainger
GWW
$60.2B
| $5.27M | 0.01% |
21,217
+7,201
| +51% | +$2.13M |
|
1149
Aptiv
APTV
$10.3B
| $5.26M | 0.01% |
106,843
+90,274
| +545% | +$7.08M |
|
1150
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$114M
| $5.26M | 0.01% |
227
-1,744
| -88% | -$26M |
|
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.