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 | |
|---|---|---|---|---|---|---|
|
PPLT
1301
abrdn Physical Platinum Shares ETF
PPLT
$2.02B
| $4.25M | ﹤0.01% |
626,210
+505,170
| +417% | +$4.27M |
|
|
LK
1302
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $4.25M | ﹤0.01% |
156,260
+10,110
| +7% | +$372K |
|
1303
PUT
Hyatt Hotels
H
$16.7B
| $4.24M | ﹤0.01% |
+88,600
| New | +$6.7M |
|
1304
CALL
Humana
HUM
$46.2B
| $4.24M | ﹤0.01% |
13,500
-62,900
| -82% | -$21.2M |
|
|
K
1305
CALL
DELISTED
Kellanova
K
| $4.24M | ﹤0.01% |
75,189
+61,663
| +456% | +$3.78M |
|
1306
CALL
Corteva
CTVA
$51.3B
| $4.23M | ﹤0.01% |
180,060
-37,300
| -17% | -$1.03M |
|
1307
CALL
Paychex
PAYX
$42.7B
| $4.22M | ﹤0.01% |
67,100
+4,600
| +7% | +$367K |
|
1308
Okta
OKTA
$25.8B
| $4.22M | ﹤0.01% |
34,496
+22,911
| +198% | +$2.87M |
|
1309
CALL
LyondellBasell Industries
LYB
$19.2B
| $4.21M | ﹤0.01% |
84,900
-13,200
| -13% | -$971K |
|
1310
CALL
iShares Core S&P 500 ETF
IVV
$902B
| $4.21M | ﹤0.01% |
16,300
-75,700
| -82% | -$23.2M |
|
1311
Xylem
XYL
$28.1B
| $4.21M | ﹤0.01% |
64,624
+10,015
| +18% | +$789K |
|
1312
CALL
Ecolab
ECL
$79.9B
| $4.21M | ﹤0.01% |
27,000
-8,600
| -24% | -$1.62M |
|
|
DBV
1313
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
| $4.21M | ﹤0.01% |
189,686
+32,385
| +21% | +$764K |
|
1314
Becton Dickinson
BDX
$48.2B
| $4.21M | ﹤0.01% |
+18,759
| New | +$4.63M |
|
1315
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $4.2M | ﹤0.01% |
155,927
+15,798
| +11% | +$632K |
|
1316
CALL
Virtu Financial
VIRT
$4.93B
| $4.2M | ﹤0.01% |
+201,700
| New | +$3.73M |
|
1317
Goldman Sachs Access Ultra Short Bond ETF
GSST
$1.58B
| $4.2M | ﹤0.01% |
84,753
+46,208
| +120% | +$2.33M |
|
1318
PUT
Generac Holdings
GNRC
$12.5B
| $4.19M | ﹤0.01% |
45,000
+39,000
| +650% | +$4.02M |
|
1319
PUT
BioMarin Pharmaceuticals
BMRN
$12.4B
| $4.19M | ﹤0.01% |
49,600
-53,900
| -52% | -$4.64M |
|
|
IBDN
1320
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
| $4.19M | ﹤0.01% |
168,944
+119,086
| +239% | +$2.99M |
|
1321
Texas Instruments
TXN
$261B
| $4.19M | ﹤0.01% |
41,889
+31,434
| +301% | +$3.77M |
|
1322
CALL
Hasbro
HAS
$13.2B
| $4.18M | ﹤0.01% |
58,400
+20,300
| +53% | +$1.76M |
|
|
EB
1323
DELISTED
Eventbrite
EB
| $4.17M | ﹤0.01% |
571,770
+540,826
| +1,748% | +$9.13M |
|
1324
Archer Daniels Midland
ADM
$36.9B
| $4.17M | ﹤0.01% |
+118,520
| New | +$4.85M |
|
|
DGL
1325
DELISTED
Invesco DB Gold Fund
DGL
| $4.17M | ﹤0.01% |
+89,481
| New | +$4.2M |
|
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.