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 | |
|---|---|---|---|---|---|---|
1326
Infosys
INFY
$50.7B
| $4.15M | ﹤0.01% |
+505,638
| New | +$5.08M |
|
1327
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$227M
| $4.13M | ﹤0.01% |
208,786
+134,378
| +181% | +$2.95M |
|
1328
Rollins
ROL
$18.2B
| $4.13M | ﹤0.01% |
171,249
+105,373
| +160% | +$2.6M |
|
1329
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $4.12M | ﹤0.01% |
+366,494
| New | +$5.12M |
|
|
IRBT
1330
CALL
DELISTED
iRobot
IRBT
| $4.12M | ﹤0.01% |
100,800
-132,100
| -57% | -$6.34M |
|
1331
Cloudflare
NET
$107B
| $4.12M | ﹤0.01% |
+175,354
| New | +$3.41M |
|
1332
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.71B
| $4.12M | ﹤0.01% |
338
+32
| +10% | +$420K |
|
1333
CALL
SAP
SAP
$238B
| $4.11M | ﹤0.01% |
37,200
-88,100
| -70% | -$11.1M |
|
|
X
1334
DELISTED
US Steel
X
| $4.11M | ﹤0.01% |
651,074
-85,808
| -12% | -$719K |
|
|
FISV
1335
PUT
Fiserv Inc
FISV
$27.9B
| $4.1M | ﹤0.01% |
43,200
+30,200
| +232% | +$3.35M |
|
1336
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$603M
| $4.1M | ﹤0.01% |
9,090
-6,845
| -43% | -$6.23M |
|
1337
Invesco S&P Global Water Index ETF
CGW
$1.08B
| $4.09M | ﹤0.01% |
+123,463
| New | +$4.86M |
|
1338
CALL
NRG Energy
NRG
$24.8B
| $4.09M | ﹤0.01% |
+150,100
| New | +$5.17M |
|
|
PARA
1339
CALL
DELISTED
Paramount Global Class B
PARA
| $4.09M | ﹤0.01% |
292,100
+281,800
| +2,736% | +$8.08M |
|
|
SCHV
1340
Schwab US Large-Cap Value ETF
SCHV
$16.1B
| $4.09M | ﹤0.01% |
277,143
+165,582
| +148% | +$3.04M |
|
1341
Kroger
KR
$34.8B
| $4.08M | ﹤0.01% |
135,596
+122,338
| +923% | +$3.59M |
|
1342
Novartis
NVS
$297B
| $4.08M | ﹤0.01% |
49,515
-11,482
| -19% | -$1.02M |
|
1343
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $4.08M | ﹤0.01% |
92,300
+73,400
| +388% | +$3.8M |
|
1344
Royal Caribbean
RCL
$85.6B
| $4.08M | ﹤0.01% |
126,822
+122,248
| +2,673% | +$11.2M |
|
1345
Wheaton Precious Metals
WPM
$60.9B
| $4.08M | ﹤0.01% |
148,157
-15,100
| -9% | -$436K |
|
1346
Jacobs Solutions
J
$17B
| $4.07M | ﹤0.01% |
62,112
-7,033
| -10% | -$529K |
|
|
S
1347
DELISTED
Sprint Corporation
S
| $4.06M | ﹤0.01% |
470,611
+381,773
| +430% | +$2.68M |
|
1348
Merck
MRK
$318B
| $4.05M | ﹤0.01% |
55,179
-25,057
| -31% | -$1.97M |
|
1349
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
| $4.05M | ﹤0.01% |
2,540
-1,092
| -30% | -$1.62M |
|
1350
PUT
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $4.05M | ﹤0.01% |
127,100
+107,700
| +555% | +$3.86M |
|
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.