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 | |
|---|---|---|---|---|---|---|
1276
Air Products & Chemicals
APD
$67.6B
| $4.39M | ﹤0.01% |
21,994
+9,958
| +83% | +$2.27M |
|
1277
Vale
VALE
$62.6B
| $4.39M | ﹤0.01% |
529,559
-11,871
| -2% | -$129K |
|
1278
Invesco China Technology ETF
CQQQ
$3.22B
| $4.37M | ﹤0.01% |
91,291
+52,986
| +138% | +$2.85M |
|
1279
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$476M
| $4.37M | ﹤0.01% |
89,550
-126,390
| -59% | -$6.72M |
|
1280
CALL
Restaurant Brands International
QSR
$25.8B
| $4.36M | ﹤0.01% |
107,900
+102,500
| +1,898% | +$5.8M |
|
1281
PUT
BP
BP
$107B
| $4.35M | ﹤0.01% |
178,300
+161,100
| +937% | +$5.21M |
|
1282
CALL
MGM Resorts International
MGM
$11.2B
| $4.35M | ﹤0.01% |
368,600
+299,200
| +431% | +$7.7M |
|
1283
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
| $4.35M | ﹤0.01% |
144,925
+113,790
| +365% | +$4.46M |
|
1284
Vanguard High Dividend Yield ETF
VYM
$82.8B
| $4.34M | ﹤0.01% |
61,335
-308,788
| -83% | -$26.5M |
|
1285
Avantis International Equity ETF
AVDE
$18.7B
| $4.33M | ﹤0.01% |
109,046
+79,139
| +265% | +$3.86M |
|
1286
CALL
Rockwell Automation
ROK
$49B
| $4.33M | ﹤0.01% |
28,700
-3,600
| -11% | -$667K |
|
1287
Invesco Short Term Treasury ETF
TBLL
$2.61B
| $4.32M | ﹤0.01% |
+40,687
| New | +$4.3M |
|
1288
CALL
Simon Property Group
SPG
$72.3B
| $4.32M | ﹤0.01% |
78,700
+11,200
| +17% | +$1.34M |
|
1289
PUT
Tractor Supply
TSCO
$18B
| $4.31M | ﹤0.01% |
255,000
+85,500
| +50% | +$1.53M |
|
1290
PUT
Agilent Technologies
A
$41.2B
| $4.3M | ﹤0.01% |
60,100
+39,900
| +198% | +$3.2M |
|
1291
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $4.3M | ﹤0.01% |
+266,740
| New | +$6.19M |
|
1292
Global Payments
GPN
$22.8B
| $4.29M | ﹤0.01% |
29,765
+16,761
| +129% | +$3.06M |
|
1293
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $4.29M | ﹤0.01% |
149,205
+141,555
| +1,850% | +$5.26M |
|
1294
Steel Dynamics
STLD
$37.6B
| $4.29M | ﹤0.01% |
190,484
+108,060
| +131% | +$2.96M |
|
1295
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.98B
| $4.29M | ﹤0.01% |
133,007
+53,245
| +67% | +$2.16M |
|
1296
Vanguard Health Care ETF
VHT
$18.6B
| $4.27M | ﹤0.01% |
25,726
+16,596
| +182% | +$3.03M |
|
1297
TC Energy
TRP
$65.9B
| $4.27M | ﹤0.01% |
95,834
+38,255
| +66% | +$1.94M |
|
|
RTN
1298
CALL
DELISTED
Raytheon Company
RTN
| $4.26M | ﹤0.01% |
32,500
+24,900
| +328% | +$4.93M |
|
1299
Royal Bank of Canada
RY
$293B
| $4.26M | ﹤0.01% |
69,193
-1,417,484
| -95% | -$105M |
|
1300
iShares ESG MSCI EM Leaders ETF
LDEM
$33.5M
| $4.25M | ﹤0.01% |
+109,809
| New | +$4.95M |
|
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.