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 | |
|---|---|---|---|---|---|---|
1651
Xtrackers Short Duration High Yield Bond ETF
SHYL
$267M
| $2.89M | ﹤0.01% |
67,329
+14,458
| +27% | +$680K |
|
1652
JPMorgan Core Plus Bond ETF
JCPB
$14.2B
| $2.89M | ﹤0.01% |
53,260
-18,470
| -26% | -$990K |
|
1653
Chewy
CHWY
$9.63B
| $2.88M | ﹤0.01% |
76,959
+51,118
| +198% | +$1.5M |
|
|
GRUB
1654
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.88M | ﹤0.01% |
35,350
+20,250
| +134% | +$1.99M |
|
1655
First Trust Horizon Managed Volatility Developed International ETF
HDMV
$17.8M
| $2.88M | ﹤0.01% |
111,375
+93,878
| +537% | +$2.94M |
|
1656
Pinterest
PINS
$13.4B
| $2.87M | ﹤0.01% |
186,095
-469,963
| -72% | -$9.15M |
|
1657
PUT
C.H. Robinson
CHRW
$17.5B
| $2.87M | ﹤0.01% |
43,400
+39,700
| +1,073% | +$2.85M |
|
|
FLHK
1658
DELISTED
Franklin FTSE Hong Kong ETF
FLHK
| $2.87M | ﹤0.01% |
+140,018
| New | +$3.31M |
|
1659
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
| $2.87M | ﹤0.01% |
122,424
+80,110
| +189% | +$6.1M |
|
1660
ENI
E
$77.5B
| $2.87M | ﹤0.01% |
141,120
-10,088
| -7% | -$256K |
|
1661
CALL
Deckers Outdoor
DECK
$13.3B
| $2.87M | ﹤0.01% |
128,400
+96,600
| +304% | +$2.69M |
|
1662
Sun Communities
SUI
$14.7B
| $2.86M | ﹤0.01% |
+22,912
| New | +$3.46M |
|
1663
Principal Investment Grade Corporate Active ETF
IG
$203M
| $2.86M | ﹤0.01% |
116,605
+84,759
| +266% | +$2.19M |
|
1664
CALL
Ball Corp
BALL
$16.8B
| $2.86M | ﹤0.01% |
44,200
+8,800
| +25% | +$616K |
|
1665
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
| $2.86M | ﹤0.01% |
74,441
+63,799
| +600% | +$3.17M |
|
|
RFAP
1666
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $2.85M | ﹤0.01% |
68,373
+63,550
| +1,318% | +$3.11M |
|
|
HTZ
1667
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $2.84M | ﹤0.01% |
459,000
+130,200
| +40% | +$1.76M |
|
1668
Kinross Gold
KGC
$32.8B
| $2.84M | ﹤0.01% |
712,504
-180,783
| -20% | -$875K |
|
|
HDV
1669
iShares Core High Dividend ETF
HDV
$14.8B
| $2.83M | ﹤0.01% |
+197,920
| New | +$3.5M |
|
1670
Xtrackers FTSE Developed ex US Multifactor ETF
DEEF
$56.9M
| $2.83M | ﹤0.01% |
+130,640
| New | +$3.43M |
|
1671
Centene
CNC
$32.5B
| $2.83M | ﹤0.01% |
+47,546
| New | +$2.88M |
|
1672
First Trust Long Duration Opportunities ETF
LGOV
$625M
| $2.82M | ﹤0.01% |
97,348
+88,085
| +951% | +$2.5M |
|
|
MOMO
1673
PUT
Hello Group
MOMO
$866M
| $2.82M | ﹤0.01% |
130,200
-9,600
| -7% | -$286K |
|
|
GRMN
1674
Garmin
GRMN
$60B
| $2.82M | ﹤0.01% |
37,640
+19,647
| +109% | +$1.78M |
|
1675
Colgate-Palmolive
CL
$74.4B
| $2.82M | ﹤0.01% |
42,517
+1,634
| +4% | +$115K |
|
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.