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 | |
|---|---|---|---|---|---|---|
1526
Pinnacle West Capital
PNW
$12.2B
| $3.32M | ﹤0.01% |
+43,816
| New | +$3.97M |
|
1527
PUT
Quest Diagnostics
DGX
$26.3B
| $3.32M | ﹤0.01% |
41,300
+38,500
| +1,375% | +$3.99M |
|
1528
CALL
Colgate-Palmolive
CL
$74.4B
| $3.31M | ﹤0.01% |
49,900
-19,300
| -28% | -$1.36M |
|
1529
PUT
iQIYI
IQ
$1.28B
| $3.31M | ﹤0.01% |
186,000
+100,500
| +118% | +$2.26M |
|
1530
CALL
Logitech
LOGI
$15.2B
| $3.31M | ﹤0.01% |
+76,100
| New | +$3.3M |
|
1531
Henry Schein
HSIC
$9.82B
| $3.31M | ﹤0.01% |
65,486
+16,101
| +33% | +$1.02M |
|
|
IBHA
1532
DELISTED
iShares iBonds 2021 Term High Yield and Income ETF
IBHA
| $3.31M | ﹤0.01% |
143,166
+131,744
| +1,153% | +$3.23M |
|
1533
CALL
Exelon
EXC
$47B
| $3.31M | ﹤0.01% |
125,900
+96,178
| +324% | +$3.02M |
|
|
FITB
1534
CALL
Fifth Third Bancorp
FITB
$51.8B
| $3.3M | ﹤0.01% |
222,400
+201,800
| +980% | +$5.03M |
|
1535
Seagate
STX
$184B
| $3.3M | ﹤0.01% |
67,662
+51,917
| +330% | +$2.77M |
|
1536
PUT
Zscaler
ZS
$27.3B
| $3.3M | ﹤0.01% |
54,200
-12,600
| -19% | -$694K |
|
|
1537
PUT
Logitech
LOGI
$15.2B
| $3.3M | ﹤0.01% |
+75,800
| New | +$3.28M |
|
1538
Toronto Dominion Bank
TD
$200B
| $3.29M | ﹤0.01% |
77,585
+54,685
| +239% | +$2.81M |
|
1539
PUT
Kroger
KR
$34.8B
| $3.29M | ﹤0.01% |
109,200
+66,300
| +155% | +$1.95M |
|
|
SPR
1540
CALL
DELISTED
Spirit AeroSystems
SPR
| $3.29M | ﹤0.01% |
137,400
+127,700
| +1,316% | +$7.07M |
|
1541
Wells Fargo
WFC
$264B
| $3.29M | ﹤0.01% |
114,528
-355,123
| -76% | -$15.1M |
|
1542
Kinder Morgan
KMI
$68.7B
| $3.29M | ﹤0.01% |
236,025
+209,080
| +776% | +$3.98M |
|
1543
PUT
Occidental Petroleum
OXY
$55.9B
| $3.28M | ﹤0.01% |
283,600
+21,100
| +8% | +$693K |
|
1544
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $3.28M | ﹤0.01% |
13,800
-9,500
| -41% | -$2.18M |
|
1545
Stryker
SYK
$130B
| $3.27M | ﹤0.01% |
19,634
-25,767
| -57% | -$5.03M |
|
1546
WisdomTree International SmallCap Dividend Fund
DLS
$1.08B
| $3.27M | ﹤0.01% |
68,019
+43,725
| +180% | +$2.72M |
|
1547
CALL
Automatic Data Processing
ADP
$108B
| $3.27M | ﹤0.01% |
23,900
-14,500
| -38% | -$2.34M |
|
1548
Global X Lithium & Battery Tech ETF
LIT
$1.59B
| $3.26M | ﹤0.01% |
+150,297
| New | +$4.16M |
|
|
RSX
1549
DELISTED
VanEck Russia ETF
RSX
| $3.26M | ﹤0.01% |
195,490
+153,273
| +363% | +$3.42M |
|
1550
Nuveen ESG High Yield Corporate Bond ETF
NUHY
$111M
| $3.25M | ﹤0.01% |
145,914
+74,550
| +104% | +$1.82M |
|
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.