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 | |
|---|---|---|---|---|---|---|
1151
PUT
Abercrombie & Fitch
ANF
$5B
| $5.25M | 0.01% |
+578,000
| New | +$8.38M |
|
|
SPLK
1152
PUT
DELISTED
Splunk Inc
SPLK
| $5.25M | 0.01% |
41,600
-63,400
| -60% | -$9.33M |
|
1153
CALL
Ford
F
$55.7B
| $5.25M | 0.01% |
1,086,000
+894,700
| +468% | +$6.71M |
|
|
COUP
1154
CALL
DELISTED
Coupa Software Incorporated
COUP
| $5.24M | 0.01% |
37,500
-29,900
| -44% | -$4.63M |
|
1155
PUT
PENN Entertainment
PENN
$2.71B
| $5.24M | 0.01% |
+414,000
| New | +$10.4M |
|
1156
PUT
Tilray
TLRY
$622M
| $5.24M | 0.01% |
76,120
+51,950
| +215% | +$7.25M |
|
1157
Fortive
FTV
$18.6B
| $5.23M | 0.01% |
150,215
-21,354
| -12% | -$933K |
|
|
APRN
1158
CALL
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
| $5.23M | 0.01% |
+36,150
| New | +$2.3M |
|
1159
Expedia Group
EXPE
$37.3B
| $5.22M | 0.01% |
92,814
-54,920
| -37% | -$5.27M |
|
1160
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.9B
| $5.21M | 0.01% |
58,667
+50,787
| +645% | +$6.16M |
|
1161
DTE Energy
DTE
$29.1B
| $5.19M | 0.01% |
64,166
+56,249
| +710% | +$5.71M |
|
1162
CALL
Analog Devices
ADI
$190B
| $5.18M | 0.01% |
57,800
+32,400
| +128% | +$3.54M |
|
1163
Vanguard Morningstar Large-Cap ETF
VV
$54.3B
| $5.16M | 0.01% |
+43,573
| New | +$6.12M |
|
1164
PUT
Crown Castle
CCI
$32.2B
| $5.16M | 0.01% |
35,700
+16,600
| +87% | +$2.48M |
|
1165
Capital One
COF
$134B
| $5.14M | 0.01% |
102,052
+94,081
| +1,180% | +$8.27M |
|
1166
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.1M
| $5.14M | 0.01% |
+206,573
| New | +$5.14M |
|
1167
Vanguard S&P 500 ETF
VOO
$1.01T
| $5.14M | 0.01% |
21,719
+11,727
| +117% | +$3.29M |
|
1168
Xcel Energy
XEL
$48.8B
| $5.13M | 0.01% |
85,008
+40,322
| +90% | +$2.63M |
|
1169
iShares Core S&P US Growth ETF
IUSG
$33.7B
| $5.12M | 0.01% |
89,669
+7,790
| +10% | +$513K |
|
1170
HSBC
HSBC
$356B
| $5.11M | 0.01% |
+182,471
| New | +$6.34M |
|
1171
Copart
CPRT
$27.5B
| $5.1M | 0.01% |
297,812
+10,364
| +4% | +$231K |
|
|
HES
1172
CALL
DELISTED
Hess
HES
| $5.09M | 0.01% |
153,000
+137,800
| +907% | +$7.46M |
|
1173
Hormel Foods
HRL
$13.8B
| $5.09M | 0.01% |
+109,085
| New | +$4.96M |
|
|
JPUS
1174
JPMorgan Diversified Return US Equity ETF
JPUS
$465M
| $5.07M | 0.01% |
86,447
+29,117
| +51% | +$2.14M |
|
|
MXIM
1175
CALL
DELISTED
Maxim Integrated Products
MXIM
| $5.05M | ﹤0.01% |
+103,800
| New | +$5.95M |
|
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.