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 | |
|---|---|---|---|---|---|---|
1351
Harmony Gold Mining
HMY
$12.3B
| $4.05M | ﹤0.01% |
+1,856,098
| New | +$6.1M |
|
1352
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$251M
| $4.04M | ﹤0.01% |
161,716
+88,799
| +122% | +$3.07M |
|
1353
CALL
Caesars Entertainment
CZR
$6.14B
| $4.03M | ﹤0.01% |
280,100
+264,300
| +1,673% | +$12.4M |
|
1354
Alcon
ALC
$35B
| $4.02M | ﹤0.01% |
78,459
+42,243
| +117% | +$2.43M |
|
|
BBBY
1355
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.02M | ﹤0.01% |
955,500
+832,500
| +677% | +$9.7M |
|
1356
PUT
AB InBev
BUD
$165B
| $4.02M | ﹤0.01% |
90,100
+27,500
| +44% | +$1.79M |
|
1357
CALL
Quest Diagnostics
DGX
$26.3B
| $4.01M | ﹤0.01% |
50,000
+46,600
| +1,371% | +$4.82M |
|
|
CGC
1358
CALL
Canopy Growth
CGC
$410M
| $4M | ﹤0.01% |
27,460
-23,650
| -46% | -$4.44M |
|
1359
PUT
MongoDB
MDB
$32.1B
| $4M | ﹤0.01% |
29,300
-2,200
| -7% | -$325K |
|
|
AMRN
1360
CALL
Amarin Corp
AMRN
$303M
| $3.99M | ﹤0.01% |
49,875
-2,840
| -5% | -$944K |
|
1361
PUT
eBay
EBAY
$49.8B
| $3.99M | ﹤0.01% |
132,600
+61,900
| +88% | +$2.16M |
|
1362
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
| $3.98M | ﹤0.01% |
45,973
-163,905
| -78% | -$14M |
|
|
FM
1363
DELISTED
iShares Frontier and Select EM ETF
FM
| $3.98M | ﹤0.01% |
186,592
+114,296
| +158% | +$3.16M |
|
1364
Vanguard Extended Market ETF
VXF
$31.7B
| $3.98M | ﹤0.01% |
+43,962
| New | +$5.11M |
|
1365
PUT
ASML
ASML
$669B
| $3.98M | ﹤0.01% |
15,200
-37,600
| -71% | -$10.7M |
|
1366
PUT
Elevance Health
ELV
$85.5B
| $3.97M | ﹤0.01% |
17,500
-12,500
| -42% | -$3.41M |
|
1367
Intuit
INTU
$89B
| $3.97M | ﹤0.01% |
17,267
+5,210
| +43% | +$1.41M |
|
1368
iShares Investment Grade Systematic Bond ETF
IGEB
$1.46B
| $3.97M | ﹤0.01% |
80,745
-19,560
| -20% | -$1.01M |
|
|
EA
1369
PUT
DELISTED
Electronic Arts
EA
| $3.97M | ﹤0.01% |
39,600
+11,100
| +39% | +$1.17M |
|
1370
CALL
TAL Education Group
TAL
$6.87B
| $3.96M | ﹤0.01% |
74,400
+45,400
| +157% | +$2.44M |
|
1371
VanEck Natural Resources ETF
HAP
$310M
| $3.96M | ﹤0.01% |
157,295
+119,260
| +314% | +$3.82M |
|
1372
Automatic Data Processing
ADP
$108B
| $3.95M | ﹤0.01% |
28,913
+25,158
| +670% | +$4.05M |
|
1373
Zoetis
ZTS
$30B
| $3.95M | ﹤0.01% |
33,532
+17,608
| +111% | +$2.32M |
|
1374
iShares MSCI Peru and Global Exposure ETF
EPU
$567M
| $3.94M | ﹤0.01% |
+170,680
| New | +$5.44M |
|
|
KSU
1375
DELISTED
Kansas City Southern
KSU
| $3.92M | ﹤0.01% |
30,835
-2,002
| -6% | -$305K |
|
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.