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 | |
|---|---|---|---|---|---|---|
101
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.77B
| $142M | 0.14% |
2,956,578
+2,945,000
| +25,436% | +$160M |
|
102
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| $135M | 0.13% |
3,952,808
+1,623,541
| +70% | +$66.6M |
|
103
CALL
Roku
ROKU
$21.8B
| $134M | 0.13% |
1,529,500
+273,000
| +22% | +$31.4M |
|
104
iShares Short Maturity Bond ETF
NEAR
$4.85B
| $133M | 0.13% |
2,746,610
+2,721,058
| +10,649% | +$136M |
|
105
CALL
Uber
UBER
$147B
| $133M | 0.13% |
4,749,300
+2,736,600
| +136% | +$90.1M |
|
106
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $132M | 0.13% |
+4,779,518
| New | +$153M |
|
|
107
CALL
VanEck Gold Miners ETF
GDX
$23.8B
| $132M | 0.13% |
5,734,000
-620,800
| -10% | -$17M |
|
108
PUT
iShares Biotechnology ETF
IBB
$9.39B
| $131M | 0.13% |
1,211,700
+195,500
| +19% | +$22.5M |
|
109
PUT
iShares MSCI Japan ETF
EWJ
$22.4B
| $129M | 0.13% |
2,618,700
+2,353,400
| +887% | +$129M |
|
110
PUT
Zoom
ZM
$29.9B
| $128M | 0.12% |
873,100
+755,200
| +641% | +$74.5M |
|
111
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
| $127M | 0.12% |
4,208,230
+4,086,344
| +3,353% | +$125M |
|
112
CALL
Qualcomm
QCOM
$172B
| $126M | 0.12% |
1,859,400
+883,100
| +90% | +$72.4M |
|
113
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $125M | 0.12% |
1,585,342
+1,051,145
| +197% | +$84.5M |
|
114
PUT
Mastercard
MA
$500B
| $123M | 0.12% |
510,300
+291,900
| +134% | +$86.8M |
|
115
PUT
McDonald's
MCD
$191B
| $122M | 0.12% |
737,000
+491,400
| +200% | +$96.8M |
|
116
CALL
IBM
IBM
$221B
| $121M | 0.12% |
1,145,579
+809,499
| +241% | +$102M |
|
|
117
PUT
Uber
UBER
$147B
| $121M | 0.12% |
4,326,200
+3,329,000
| +334% | +$110M |
|
118
PUT
Intuitive Surgical
ISRG
$130B
| $117M | 0.11% |
709,200
+352,200
| +99% | +$64.5M |
|
119
CALL
Intel
INTC
$508B
| $114M | 0.11% |
2,099,300
+817,500
| +64% | +$48.4M |
|
120
PUT
VanEck Semiconductor ETF
SMH
$72.6B
| $112M | 0.11% |
1,904,800
-217,600
| -10% | -$14.7M |
|
121
CALL
Shopify
SHOP
$159B
| $112M | 0.11% |
2,675,000
-2,251,000
| -46% | -$101M |
|
122
PUT
Micron Technology
MU
$1.01T
| $111M | 0.11% |
2,644,900
+1,331,700
| +101% | +$69.2M |
|
123
CALL
United Parcel Service
UPS
$92.7B
| $111M | 0.11% |
1,189,100
+864,300
| +266% | +$89.5M |
|
124
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $110M | 0.11% |
3,347,905
+2,975,171
| +798% | +$197M |
|
|
125
CALL
iShares MSCI Japan ETF
EWJ
$22.4B
| $108M | 0.11% |
2,196,700
+1,925,100
| +709% | +$106M |
|
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.