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 | |
|---|---|---|---|---|---|---|
1426
iShares High Yield Systematic Bond ETF
HYDB
$1.6B
| $3.67M | ﹤0.01% |
+83,631
| New | +$4.07M |
|
1427
CALL
Autodesk
ADSK
$52.6B
| $3.67M | ﹤0.01% |
23,500
-12,900
| -35% | -$2.37M |
|
1428
FlexShares Disciplined Duration MBS Index Fund
MBSD
$88.9M
| $3.67M | ﹤0.01% |
154,330
+130,927
| +559% | +$3.1M |
|
1429
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $3.66M | ﹤0.01% |
86,852
+8,391
| +11% | +$412K |
|
1430
CALL
Allstate
ALL
$67.5B
| $3.66M | ﹤0.01% |
39,900
+32,400
| +432% | +$3.52M |
|
1431
PUT
Unilever
UL
$136B
| $3.66M | ﹤0.01% |
64,267
+48,356
| +304% | +$3.03M |
|
1432
PUT
EOG Resources
EOG
$70.7B
| $3.66M | ﹤0.01% |
101,800
-12,900
| -11% | -$839K |
|
1433
Keysight
KEYS
$58.3B
| $3.66M | ﹤0.01% |
43,701
+28,650
| +190% | +$2.72M |
|
|
AYX
1434
CALL
DELISTED
Alteryx Inc
AYX
| $3.65M | ﹤0.01% |
38,400
-20,300
| -35% | -$2.52M |
|
1435
CALL
Herbalife
HLF
$1.29B
| $3.65M | ﹤0.01% |
125,100
+102,800
| +461% | +$3.83M |
|
|
1436
PUT
Keysight
KEYS
$58.3B
| $3.65M | ﹤0.01% |
43,600
+26,300
| +152% | +$2.5M |
|
1437
Vertex Pharmaceuticals
VRTX
$126B
| $3.65M | ﹤0.01% |
15,321
+6,495
| +74% | +$1.49M |
|
1438
PUT
ProShares UltraPro Dow 30
UDOW
$940M
| $3.64M | ﹤0.01% |
348,800
+12,000
| +4% | +$305K |
|
1439
Algonquin Power & Utilities
AQN
$4.42B
| $3.64M | ﹤0.01% |
269,453
+43,606
| +19% | +$635K |
|
1440
Invesco MSCI Global Timber ETF
CUT
$33.8M
| $3.64M | ﹤0.01% |
173,790
+79,304
| +84% | +$2.01M |
|
1441
CALL
Bilibili
BILI
$7.84B
| $3.63M | ﹤0.01% |
154,900
+101,600
| +191% | +$2.45M |
|
|
ETFC
1442
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $3.63M | ﹤0.01% |
105,700
-12,800
| -11% | -$541K |
|
1443
PUT
Five Below
FIVE
$13.5B
| $3.63M | ﹤0.01% |
51,500
+3,200
| +7% | +$326K |
|
1444
CALL
KKR & Co
KKR
$92.3B
| $3.62M | ﹤0.01% |
154,300
+89,500
| +138% | +$2.57M |
|
|
RAD
1445
CALL
DELISTED
Rite Aid Corporation
RAD
| $3.62M | ﹤0.01% |
241,000
+99,500
| +70% | +$1.39M |
|
1446
iShares iBonds Dec 2027 Term Muni Bond ETF
IBMP
$658M
| $3.61M | ﹤0.01% |
138,701
+58,873
| +74% | +$1.54M |
|
1447
PUT
ProShares UltraPro Short S&P 500
SPXU
$384M
| $3.6M | ﹤0.01% |
1,493
+11
| +0.7% | +$24.7K |
|
1448
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
| $3.59M | ﹤0.01% |
130,639
+86,034
| +193% | +$2.43M |
|
1449
PUT
O'Reilly Automotive
ORLY
$76.3B
| $3.58M | ﹤0.01% |
178,500
-75,000
| -30% | -$1.92M |
|
1450
Invesco Investment Grade Defensive ETF
IIGD
$26.8M
| $3.58M | ﹤0.01% |
137,070
+12,241
| +10% | +$322K |
|
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.