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 | |
|---|---|---|---|---|---|---|
1251
CALL
Energy Transfer Partners
ET
$69.3B
| $4.58M | ﹤0.01% |
995,900
+344,600
| +53% | +$3.67M |
|
|
MRTX
1252
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $4.57M | ﹤0.01% |
59,500
+53,800
| +944% | +$4.82M |
|
|
BICK
1253
DELISTED
First Trust BICK Index Fund
BICK
| $4.57M | ﹤0.01% |
223,964
+196,915
| +728% | +$5.2M |
|
1254
Alpha Architect International Quantitative Momentum ETF
IMOM
$159M
| $4.57M | ﹤0.01% |
+220,736
| New | +$5.53M |
|
1255
CALL
Freeport-McMoran
FCX
$97.5B
| $4.57M | ﹤0.01% |
676,500
+525,200
| +347% | +$5.5M |
|
1256
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $4.55M | ﹤0.01% |
190,692
+20,992
| +12% | +$628K |
|
1257
Inspire Corporate Bond ETF
IBD
$489M
| $4.55M | ﹤0.01% |
186,843
-839
| -0.4% | -$21.3K |
|
1258
Pacer Trendpilot US Large Cap ETF
PTLC
$3.38B
| $4.55M | ﹤0.01% |
168,290
+147,006
| +691% | +$4.7M |
|
1259
State Street SPDR S&P Dividend ETF
SDY
$23.9B
| $4.53M | ﹤0.01% |
+56,725
| New | +$5.59M |
|
|
AGT
1260
DELISTED
iShares MSCI Argentina and Global Exposure ETF
AGT
| $4.52M | ﹤0.01% |
321,388
+304,393
| +1,791% | +$6.07M |
|
1261
Hewlett Packard
HPE
$70.5B
| $4.52M | ﹤0.01% |
465,206
+177,923
| +62% | +$2.33M |
|
1262
Dominion Energy
D
$59.3B
| $4.49M | ﹤0.01% |
62,232
+56,296
| +948% | +$4.6M |
|
1263
Mondelez International
MDLZ
$79.9B
| $4.49M | ﹤0.01% |
89,728
+74,535
| +491% | +$4.04M |
|
1264
CALL
StoneCo
STNE
$2.58B
| $4.49M | ﹤0.01% |
206,300
+180,500
| +700% | +$6.88M |
|
1265
Avantis International Small Cap Value ETF
AVDV
$19.8B
| $4.49M | ﹤0.01% |
122,610
+88,000
| +254% | +$4.24M |
|
|
VAR
1266
DELISTED
Varian Medical Systems, Inc.
VAR
| $4.49M | ﹤0.01% |
43,715
+40,310
| +1,184% | +$5.32M |
|
|
XLNX
1267
DELISTED
Xilinx Inc
XLNX
| $4.47M | ﹤0.01% |
57,365
-6,346
| -10% | -$553K |
|
1268
PUT
Teradyne
TER
$59.3B
| $4.47M | ﹤0.01% |
82,500
+75,500
| +1,079% | +$4.79M |
|
1269
iShares MSCI Mexico ETF
EWW
$1.99B
| $4.47M | ﹤0.01% |
157,517
-38,456
| -20% | -$1.6M |
|
1270
ALPS Dynamic Core Income ETF
RFCI
$16M
| $4.46M | ﹤0.01% |
175,791
+90,316
| +106% | +$2.29M |
|
1271
Schwab US Large- Cap ETF
SCHX
$74.5B
| $4.46M | ﹤0.01% |
437,436
-427,098
| -49% | -$5.19M |
|
1272
Columbia Emerging Markets Consumer ETF
ECON
$337M
| $4.45M | ﹤0.01% |
227,899
+189,374
| +492% | +$4.23M |
|
1273
PUT
Snap
SNAP
$9.01B
| $4.45M | ﹤0.01% |
374,300
+265,500
| +244% | +$4.08M |
|
1274
Illumina
ILMN
$28.4B
| $4.43M | ﹤0.01% |
16,668
+3,054
| +22% | +$854K |
|
1275
Invesco Variable Rate Investment Grade ETF
VRIG
$1.83B
| $4.42M | ﹤0.01% |
+194,260
| New | +$4.74M |
|
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.