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 | |
|---|---|---|---|---|---|---|
1401
Travelers Companies
TRV
$80.2B
| $3.77M | ﹤0.01% |
37,981
+27,373
| +258% | +$3.4M |
|
1402
CALL
TSMC
TSM
$2.18T
| $3.77M | ﹤0.01% |
78,900
+7,200
| +10% | +$394K |
|
1403
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.76B
| $3.76M | ﹤0.01% |
44,535
+25,936
| +139% | +$2.51M |
|
1404
NXP Semiconductors
NXPI
$60.4B
| $3.76M | ﹤0.01% |
45,303
+39,601
| +695% | +$4.64M |
|
1405
Alpha Architect International Quantitative Value ETF
IVAL
$225M
| $3.76M | ﹤0.01% |
+180,754
| New | +$4.69M |
|
1406
CALL
Microchip Technology
MCHP
$46B
| $3.76M | ﹤0.01% |
110,800
-33,800
| -23% | -$1.59M |
|
1407
CenterPoint Energy
CNP
$26.8B
| $3.75M | ﹤0.01% |
242,911
+233,411
| +2,457% | +$5.35M |
|
1408
First Trust Exchange-Traded Fund II First Trust International Equity Opportunities ETF
FPXI
$297M
| $3.74M | ﹤0.01% |
101,863
+24,370
| +31% | +$966K |
|
1409
PUT
iShares MSCI Turkey ETF
TUR
$217M
| $3.74M | ﹤0.01% |
199,000
+143,400
| +258% | +$3.64M |
|
1410
Under Armour
UAA
$2.6B
| $3.74M | ﹤0.01% |
405,694
+360,360
| +795% | +$5.79M |
|
1411
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
| $3.74M | ﹤0.01% |
+132,712
| New | +$4.83M |
|
|
CLVS
1412
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $3.74M | ﹤0.01% |
587,400
+320,100
| +120% | +$2.57M |
|
1413
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$631M
| $3.73M | ﹤0.01% |
8,275
-3,880
| -32% | -$3.53M |
|
1414
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$671M
| $3.73M | ﹤0.01% |
933
-1,422
| -60% | -$2.53M |
|
1415
CALL
Guardant Health
GH
$22.6B
| $3.72M | ﹤0.01% |
53,500
+10,000
| +23% | +$767K |
|
1416
PUT
Synchrony
SYF
$25.6B
| $3.72M | ﹤0.01% |
+231,400
| New | +$6.75M |
|
1417
CALL
Paycom
PAYC
$9.69B
| $3.72M | ﹤0.01% |
18,400
-4,300
| -19% | -$1.18M |
|
1418
State Street SPDR Global Dow ETF
DGT
$628M
| $3.71M | ﹤0.01% |
54,689
+28,769
| +111% | +$2.36M |
|
1419
CALL
Zillow
Z
$7.56B
| $3.7M | ﹤0.01% |
102,800
+83,400
| +430% | +$3.85M |
|
|
UGLD
1420
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
| $3.7M | ﹤0.01% |
24,569
+20,942
| +577% | +$3.28M |
|
1421
Albemarle
ALB
$15.5B
| $3.68M | ﹤0.01% |
65,306
+62,143
| +1,965% | +$4.76M |
|
1422
CALL
Marathon Petroleum
MPC
$83.7B
| $3.68M | ﹤0.01% |
155,900
-72,600
| -32% | -$3.35M |
|
1423
Aflac
AFL
$62.6B
| $3.68M | ﹤0.01% |
107,488
+2,559
| +2% | +$117K |
|
|
1424
iShares MSCI Turkey ETF
TUR
$217M
| $3.68M | ﹤0.01% |
195,682
-208,628
| -52% | -$5.29M |
|
1425
CALL
iShares MSCI Germany ETF
EWG
$1.68B
| $3.67M | ﹤0.01% |
171,100
-12,500
| -7% | -$333K |
|
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.