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 | |
|---|---|---|---|---|---|---|
1626
Equity Residential
EQR
$25.1B
| $2.99M | ﹤0.01% |
48,490
+38,115
| +367% | +$2.95M |
|
1627
CALL
Pan American Silver
PAAS
$21.6B
| $2.99M | ﹤0.01% |
208,400
+8,700
| +4% | +$181K |
|
1628
Humana
HUM
$46.2B
| $2.98M | ﹤0.01% |
9,505
+4,768
| +101% | +$1.61M |
|
1629
Direxion Daily CSI 300 China A Share Bull 2X ETF
CHAU
$97.5M
| $2.98M | ﹤0.01% |
+170,212
| New | +$3.74M |
|
1630
PUT
JetBlue
JBLU
$2.29B
| $2.98M | ﹤0.01% |
332,800
+295,600
| +795% | +$4.9M |
|
1631
Vulcan Materials
VMC
$36.9B
| $2.97M | ﹤0.01% |
27,460
+17,889
| +187% | +$2.29M |
|
1632
CALL
Seagate
STX
$184B
| $2.97M | ﹤0.01% |
60,800
+12,300
| +25% | +$657K |
|
1633
PUT
Alaska Air
ALK
$5.58B
| $2.96M | ﹤0.01% |
104,000
+99,500
| +2,211% | +$5.41M |
|
|
CTXS
1634
PUT
DELISTED
Citrix Systems Inc
CTXS
| $2.96M | ﹤0.01% |
20,900
+7,900
| +61% | +$942K |
|
1635
Allstate
ALL
$67.5B
| $2.95M | ﹤0.01% |
32,142
+29,648
| +1,189% | +$3.22M |
|
1636
PUT
SBA Communications
SBAC
$19.5B
| $2.94M | ﹤0.01% |
10,900
+7,500
| +221% | +$1.98M |
|
|
HOLD
1637
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $2.94M | ﹤0.01% |
30,539
+6,811
| +29% | +$675K |
|
1638
Ralph Lauren
RL
$23.6B
| $2.94M | ﹤0.01% |
44,001
+36,740
| +506% | +$3.86M |
|
1639
PUT
Arista Networks
ANET
$238B
| $2.94M | ﹤0.01% |
232,000
-553,600
| -70% | -$7.19M |
|
1640
Janus Henderson Short Duration Income ETF
VNLA
$3.35B
| $2.93M | ﹤0.01% |
59,496
+17,241
| +41% | +$857K |
|
1641
CALL
Check Point Software Technologies
CHKP
$13.1B
| $2.93M | ﹤0.01% |
29,100
+19,200
| +194% | +$2.06M |
|
|
MOMO
1642
Hello Group
MOMO
$866M
| $2.92M | ﹤0.01% |
134,780
-48,971
| -27% | -$1.46M |
|
1643
Wabtec
WAB
$49.3B
| $2.92M | ﹤0.01% |
60,650
-5,332
| -8% | -$366K |
|
|
QHY
1644
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$243M
| $2.91M | ﹤0.01% |
65,184
-6,792
| -9% | -$339K |
|
1645
Cooper Companies
COO
$14.5B
| $2.91M | ﹤0.01% |
42,252
+34,044
| +415% | +$2.77M |
|
1646
Etsy
ETSY
$7.85B
| $2.9M | ﹤0.01% |
75,477
-72,743
| -49% | -$3.55M |
|
|
NVMI
1647
Nova
NVMI
$12.5B
| $2.9M | ﹤0.01% |
88,810
+21,745
| +32% | +$793K |
|
1648
Sea Limited
SE
$69.5B
| $2.9M | ﹤0.01% |
65,428
-297,671
| -82% | -$13.4M |
|
1649
Invesco BuyBack Achievers ETF
PKW
$1.76B
| $2.89M | ﹤0.01% |
59,714
+37,248
| +166% | +$2.31M |
|
1650
CALL
Royal Gold
RGLD
$19.5B
| $2.89M | ﹤0.01% |
33,000
-200
| -0.6% | -$20.6K |
|
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.