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 | |
|---|---|---|---|---|---|---|
|
NVRO
1601
PUT
DELISTED
NEVRO CORP.
NVRO
| $3.06M | ﹤0.01% |
+30,600
| New | +$3.68M |
|
1602
Applied Materials
AMAT
$428B
| $3.06M | ﹤0.01% |
66,679
+56,181
| +535% | +$3.23M |
|
1603
JetBlue
JBLU
$2.29B
| $3.05M | ﹤0.01% |
340,904
+285,045
| +510% | +$4.73M |
|
1604
CALL
Parker-Hannifin
PH
$135B
| $3.05M | ﹤0.01% |
23,500
+8,400
| +56% | +$1.52M |
|
1605
First Trust Smith Unconstrained Bond ETF
UCON
$3.28B
| $3.05M | ﹤0.01% |
126,240
+75,095
| +147% | +$1.91M |
|
1606
Nucor
NUE
$62.1B
| $3.05M | ﹤0.01% |
84,578
-29,780
| -26% | -$1.32M |
|
1607
Defiance Quantum ETF
QTUM
$5.65B
| $3.04M | ﹤0.01% |
129,275
+56,696
| +78% | +$1.58M |
|
1608
Yum! Brands
YUM
$41.1B
| $3.04M | ﹤0.01% |
44,385
+25,598
| +136% | +$2.39M |
|
|
FLFR
1609
DELISTED
Franklin FTSE France ETF
FLFR
| $3.04M | ﹤0.01% |
158,759
+139,947
| +744% | +$3.36M |
|
1610
PUT
ProShares UltraShort S&P500
SDS
$369M
| $3.04M | ﹤0.01% |
3,988
+2,844
| +249% | +$1.93M |
|
1611
PUT
Cooper Companies
COO
$14.5B
| $3.03M | ﹤0.01% |
44,000
+22,400
| +104% | +$1.82M |
|
1612
CALL
Universal Display
OLED
$4.19B
| $3.03M | ﹤0.01% |
23,000
-64,500
| -74% | -$11.1M |
|
1613
WisdomTree Mortgage Plus Bond Fund
MTGP
$74.3M
| $3.03M | ﹤0.01% |
60,608
-29,696
| -33% | -$1.5M |
|
1614
CALL
Iovance Biotherapeutics
IOVA
$2.87B
| $3.03M | ﹤0.01% |
+101,200
| New | +$2.68M |
|
|
ATVI
1615
DELISTED
Activision Blizzard
ATVI
| $3.03M | ﹤0.01% |
50,927
-38,413
| -43% | -$2.28M |
|
|
RETA
1616
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $3.02M | ﹤0.01% |
20,954
+16,587
| +380% | +$3.2M |
|
1617
State Street Financial Select Sector SPDR ETF
XLF
$58.8B
| $3.02M | ﹤0.01% |
145,198
-219,395
| -60% | -$6.04M |
|
1618
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.6M
| $3.02M | ﹤0.01% |
87,390
+11,776
| +16% | +$530K |
|
1619
Trade Desk
TTD
$6.49B
| $3.02M | ﹤0.01% |
156,490
-67,730
| -30% | -$1.75M |
|
|
MINC
1620
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
| $3.01M | ﹤0.01% |
66,774
+18,201
| +37% | +$872K |
|
1621
PUT
Avis
CAR
$5.02B
| $3M | ﹤0.01% |
216,100
+101,200
| +88% | +$3.03M |
|
1622
iShares Global Healthcare ETF
IXJ
$4.19B
| $3M | ﹤0.01% |
49,295
-42,747
| -46% | -$2.82M |
|
1623
CALL
Moody's
MCO
$82.7B
| $3M | ﹤0.01% |
+14,200
| New | +$3.45M |
|
1624
Williams-Sonoma
WSM
$29.6B
| $3M | ﹤0.01% |
141,152
+134,614
| +2,059% | +$4.28M |
|
|
SAFM
1625
DELISTED
Sanderson Farms Inc
SAFM
| $3M | ﹤0.01% |
24,329
+21,991
| +941% | +$3.06M |
|
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.