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 | |
|---|---|---|---|---|---|---|
1576
PUT
iShares MSCI Taiwan ETF
EWT
$11.1B
| $3.15M | ﹤0.01% |
95,600
-70,400
| -42% | -$2.68M |
|
1577
CALL
Viatris
VTRS
$18.9B
| $3.15M | ﹤0.01% |
211,400
+198,100
| +1,489% | +$3.79M |
|
1578
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
| $3.15M | ﹤0.01% |
105,800
-467,800
| -82% | -$18.9M |
|
1579
Tractor Supply
TSCO
$18B
| $3.15M | ﹤0.01% |
186,250
+59,620
| +47% | +$1.07M |
|
1580
PUT
Planet Fitness
PLNT
$3.78B
| $3.15M | ﹤0.01% |
64,600
+54,500
| +540% | +$3.8M |
|
1581
CALL
ProShares UltraShort Energy
DUG
$21.1M
| $3.14M | ﹤0.01% |
1,615
+1,205
| +294% | +$1.63M |
|
1582
CALL
Suncor Energy
SU
$70.3B
| $3.14M | ﹤0.01% |
198,700
+190,300
| +2,265% | +$4.99M |
|
1583
First Trust Emerging Markets AlphaDEX Fund
FEM
$786M
| $3.14M | ﹤0.01% |
+178,316
| New | +$4.19M |
|
1584
CALL
Floor & Decor
FND
$6.68B
| $3.13M | ﹤0.01% |
+97,600
| New | +$4.56M |
|
1585
PUT
Valero Energy
VLO
$85.9B
| $3.12M | ﹤0.01% |
68,700
-11,900
| -15% | -$864K |
|
|
JWN
1586
PUT
DELISTED
Nordstrom
JWN
| $3.11M | ﹤0.01% |
202,900
+189,000
| +1,360% | +$6.3M |
|
1587
Expeditors International
EXPD
$23.2B
| $3.11M | ﹤0.01% |
46,626
-1,409
| -3% | -$101K |
|
|
ACH
1588
CALL
Accendra Health
ACH
$214M
| $3.11M | ﹤0.01% |
+340,000
| New | +$2.05M |
|
1589
Ball Corp
BALL
$16.8B
| $3.11M | ﹤0.01% |
48,073
+41,420
| +623% | +$2.9M |
|
1590
Intercontinental Exchange
ICE
$84.4B
| $3.1M | ﹤0.01% |
38,415
+28,777
| +299% | +$2.61M |
|
|
WWE
1591
PUT
DELISTED
World Wrestling Entertainment
WWE
| $3.1M | ﹤0.01% |
+91,400
| New | +$4.43M |
|
1592
Brookfield Renewable
BEP
$9.96B
| $3.1M | ﹤0.01% |
136,844
-20,774
| -13% | -$526K |
|
1593
Western Union
WU
$2.21B
| $3.09M | ﹤0.01% |
170,453
+152,511
| +850% | +$3.74M |
|
1594
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
| $3.08M | ﹤0.01% |
69,700
+49,300
| +242% | +$2.55M |
|
1595
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.67B
| $3.08M | ﹤0.01% |
41,032
+33,023
| +412% | +$2.6M |
|
1596
CALL
Palo Alto Networks
PANW
$297B
| $3.08M | ﹤0.01% |
112,800
-117,600
| -51% | -$4.11M |
|
1597
PUT
Dollar General
DG
$27.9B
| $3.08M | ﹤0.01% |
20,400
+1,200
| +6% | +$185K |
|
1598
iShares MSCI USA Momentum Factor ETF
MTUM
$25.5B
| $3.08M | ﹤0.01% |
28,929
-24,928
| -46% | -$3.08M |
|
1599
CALL
Credit Acceptance
CACC
$6.08B
| $3.07M | ﹤0.01% |
+12,000
| New | +$4.84M |
|
|
CGC
1600
PUT
Canopy Growth
CGC
$410M
| $3.07M | ﹤0.01% |
21,050
-20,810
| -50% | -$3.91M |
|
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.