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 | |
|---|---|---|---|---|---|---|
|
MBT
1551
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $3.25M | ﹤0.01% |
427,499
+401,413
| +1,539% | +$3.83M |
|
1552
First Trust STOXX European Select Dividend Income Fund
FDD
$911M
| $3.23M | ﹤0.01% |
+336,209
| New | +$4.28M |
|
1553
Blackstone
BX
$110B
| $3.23M | ﹤0.01% |
70,959
+9,282
| +15% | +$513K |
|
1554
PUT
American Electric Power
AEP
$68.4B
| $3.22M | ﹤0.01% |
+40,300
| New | +$3.81M |
|
1555
CALL
AGNC Investment
AGNC
$12.9B
| $3.22M | ﹤0.01% |
+304,300
| New | +$5.08M |
|
1556
American Express
AXP
$230B
| $3.21M | ﹤0.01% |
37,543
-29,122
| -44% | -$3.39M |
|
1557
CALL
Yum! Brands
YUM
$41.1B
| $3.21M | ﹤0.01% |
46,900
+20,000
| +74% | +$1.87M |
|
1558
PUT
MetLife
MET
$62.1B
| $3.2M | ﹤0.01% |
104,800
+32,100
| +44% | +$1.42M |
|
1559
PUT
Freeport-McMoran
FCX
$97.5B
| $3.19M | ﹤0.01% |
473,300
+444,500
| +1,543% | +$4.65M |
|
1560
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $3.19M | ﹤0.01% |
+70,532
| New | +$3.47M |
|
1561
CALL
Shake Shack
SHAK
$2.87B
| $3.19M | ﹤0.01% |
84,600
-58,800
| -41% | -$3.48M |
|
1562
Evergy
EVRG
$19.2B
| $3.19M | ﹤0.01% |
+57,922
| New | +$3.81M |
|
|
HYLV
1563
DELISTED
IQ S&P High Yield Low Volatility Bond ETF
HYLV
| $3.19M | ﹤0.01% |
137,769
+104,776
| +318% | +$2.59M |
|
|
CNH
1564
CNH Industrial
CNH
$17.5B
| $3.19M | ﹤0.01% |
652,785
+573,302
| +721% | +$4.47M |
|
1565
Progressive
PGR
$125B
| $3.19M | ﹤0.01% |
43,129
+38,366
| +806% | +$2.96M |
|
1566
Public Service Enterprise Group
PEG
$37.7B
| $3.18M | ﹤0.01% |
70,893
+62,415
| +736% | +$3.37M |
|
1567
CALL
Linde
LIN
$226B
| $3.18M | ﹤0.01% |
18,400
+16,000
| +667% | +$3.16M |
|
|
FISV
1568
Fiserv Inc
FISV
$27.9B
| $3.18M | ﹤0.01% |
33,478
+26,443
| +376% | +$2.94M |
|
1569
PUT
Cummins
CMI
$88.7B
| $3.18M | ﹤0.01% |
23,500
| – | – |
|
1570
Pacer Global Cash Cows Dividend ETF
GCOW
$3.49B
| $3.18M | ﹤0.01% |
141,184
+133,870
| +1,830% | +$3.75M |
|
1571
Tilray
TLRY
$622M
| $3.18M | ﹤0.01% |
46,195
+19,094
| +70% | +$2.67M |
|
1572
PENN Entertainment
PENN
$2.71B
| $3.17M | ﹤0.01% |
+250,897
| New | +$6.3M |
|
1573
Invesco FTSE RAFI US 1000 ETF
PRF
$10B
| $3.17M | ﹤0.01% |
+171,610
| New | +$3.98M |
|
1574
PUT
Chewy
CHWY
$9.63B
| $3.17M | ﹤0.01% |
84,600
-55,000
| -39% | -$1.61M |
|
|
GRMN
1575
CALL
Garmin
GRMN
$60B
| $3.17M | ﹤0.01% |
42,300
+6,500
| +18% | +$588K |
|
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.