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 | |
|---|---|---|---|---|---|---|
1376
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.98B
| $3.91M | ﹤0.01% |
253,564
+139,045
| +121% | +$2.74M |
|
1377
CALL
Oneok
OKE
$54.5B
| $3.89M | ﹤0.01% |
178,400
-317,200
| -64% | -$19.3M |
|
1378
C.H. Robinson
CHRW
$17.5B
| $3.88M | ﹤0.01% |
58,550
+23,883
| +69% | +$1.72M |
|
1379
New Oriental
EDU
$8.98B
| $3.87M | ﹤0.01% |
35,769
+20,640
| +136% | +$2.65M |
|
1380
Realty Income
O
$59.1B
| $3.87M | ﹤0.01% |
+80,112
| New | +$5.58M |
|
1381
Elevance Health
ELV
$85.5B
| $3.86M | ﹤0.01% |
+17,010
| New | +$4.64M |
|
|
CHIR
1382
DELISTED
Global X MSCI China Real Estate ETF
CHIR
| $3.85M | ﹤0.01% |
+81,193
| New | +$4.29M |
|
|
OPPE
1383
WisdomTree European Opportunities Fund
OPPE
$295M
| $3.85M | ﹤0.01% |
+167,710
| New | +$4.99M |
|
1384
PUT
General Dynamics
GD
$106B
| $3.85M | ﹤0.01% |
29,100
+14,500
| +99% | +$2.41M |
|
1385
ProShares Ultra Gold
UGL
$791M
| $3.85M | ﹤0.01% |
295,920
+270,648
| +1,071% | +$3.58M |
|
1386
iShares MSCI Philippines ETF
EPHE
$148M
| $3.84M | ﹤0.01% |
166,698
-64,348
| -28% | -$1.9M |
|
1387
Corpay
CPAY
$25.7B
| $3.84M | ﹤0.01% |
+20,589
| New | +$5.68M |
|
1388
CALL
Illinois Tool Works
ITW
$84.5B
| $3.84M | ﹤0.01% |
27,000
+18,700
| +225% | +$3.18M |
|
1389
PUT
Rio Tinto
RIO
$164B
| $3.83M | ﹤0.01% |
+84,100
| New | +$4.32M |
|
1390
PUT
Novartis
NVS
$297B
| $3.83M | ﹤0.01% |
46,400
+33,900
| +271% | +$3.02M |
|
|
CTRA
1391
DELISTED
Coterra Energy
CTRA
| $3.82M | ﹤0.01% |
222,375
-46,109
| -17% | -$730K |
|
1392
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$118M
| $3.82M | ﹤0.01% |
150,260
+64,518
| +75% | +$1.68M |
|
1393
Sanofi
SNY
$104B
| $3.8M | ﹤0.01% |
+86,044
| New | +$4.12M |
|
1394
CALL
iShares US Transportation ETF
IYT
$2.28B
| $3.8M | ﹤0.01% |
110,000
+62,800
| +133% | +$2.76M |
|
1395
US Global GO Gold and Precious Metal Miners ETF
GOAU
$197M
| $3.8M | ﹤0.01% |
312,015
+201,109
| +181% | +$3.14M |
|
|
STMP
1396
PUT
DELISTED
Stamps.com, Inc.
STMP
| $3.8M | ﹤0.01% |
29,200
+24,200
| +484% | +$2.54M |
|
1397
PUT
iShares MSCI China ETF
MCHI
$6.38B
| $3.8M | ﹤0.01% |
66,300
-34,400
| -34% | -$2.13M |
|
1398
Valero Energy
VLO
$85.9B
| $3.79M | ﹤0.01% |
83,544
+16,402
| +24% | +$1.19M |
|
1399
Philip Morris
PM
$295B
| $3.79M | ﹤0.01% |
51,911
-558,082
| -91% | -$45.9M |
|
|
1400
PUT
Corpay
CPAY
$25.7B
| $3.79M | ﹤0.01% |
20,300
-23,500
| -54% | -$6.48M |
|
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.