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 | |
|---|---|---|---|---|---|---|
1676
Vanguard ESG International Stock ETF
VSGX
$6.76B
| $2.82M | ﹤0.01% |
68,486
+7,146
| +12% | +$352K |
|
1677
WisdomTree US SmallCap Dividend Fund
DES
$2.22B
| $2.82M | ﹤0.01% |
156,321
+115,207
| +280% | +$2.85M |
|
1678
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.47B
| $2.82M | ﹤0.01% |
170,200
-194,300
| -53% | -$10.6M |
|
1679
PUT
Microchip Technology
MCHP
$46B
| $2.81M | ﹤0.01% |
83,000
-5,600
| -6% | -$263K |
|
1680
Datadog
DDOG
$84B
| $2.81M | ﹤0.01% |
78,050
+32,511
| +71% | +$1.34M |
|
1681
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $2.81M | ﹤0.01% |
28,700
-123,400
| -81% | -$14.1M |
|
1682
HF Sinclair
DINO
$14.5B
| $2.8M | ﹤0.01% |
114,250
+95,990
| +526% | +$3.58M |
|
1683
CALL
Veeva Systems
VEEV
$37.4B
| $2.8M | ﹤0.01% |
17,900
-10,900
| -38% | -$1.6M |
|
1684
PUT
ProShares UltraShort Bloomberg Natural Gas
KOLD
$107M
| $2.8M | ﹤0.01% |
4,510
+1,670
| +59% | +$851K |
|
1685
PUT
XPO
XPO
$23.7B
| $2.79M | ﹤0.01% |
165,677
+151,220
| +1,046% | +$4.04M |
|
|
B
1686
PUT
Barrick Mining
B
$73.2B
| $2.79M | ﹤0.01% |
152,300
+114,000
| +298% | +$2.14M |
|
1687
Icahn Enterprises
IEP
$5.3B
| $2.79M | ﹤0.01% |
57,611
+5,873
| +11% | +$355K |
|
1688
PUT
Lumen
LUMN
$6.44B
| $2.79M | ﹤0.01% |
294,800
+85,700
| +41% | +$1.07M |
|
1689
PUT
Atlassian
TEAM
$37.8B
| $2.79M | ﹤0.01% |
20,300
+2,700
| +15% | +$378K |
|
1690
Amplify Video Game Tech ETF
GAMR
$40.2M
| $2.78M | ﹤0.01% |
65,417
+50,396
| +336% | +$2.24M |
|
1691
Chipotle Mexican Grill
CMG
$41.5B
| $2.78M | ﹤0.01% |
212,300
+32,200
| +18% | +$509K |
|
1692
Canadian Pacific Kansas City
CP
$80.5B
| $2.78M | ﹤0.01% |
63,265
+12,220
| +24% | +$601K |
|
1693
CALL
F5
FFIV
$22.7B
| $2.77M | ﹤0.01% |
26,000
-3,900
| -13% | -$477K |
|
1694
PUT
Waste Management
WM
$91B
| $2.77M | ﹤0.01% |
29,900
+23,000
| +333% | +$2.64M |
|
1695
PUT
Seagate
STX
$184B
| $2.77M | ﹤0.01% |
56,700
+41,600
| +275% | +$2.22M |
|
|
SCHW
1696
CALL
Charles Schwab
SCHW
$187B
| $2.76M | ﹤0.01% |
82,100
+15,200
| +23% | +$638K |
|
1697
Manulife Financial
MFC
$73.5B
| $2.76M | ﹤0.01% |
220,000
+29,577
| +16% | +$514K |
|
|
DOG
1698
ProShares Short Dow30
DOG
$86.8M
| $2.76M | ﹤0.01% |
47,118
+40,102
| +572% | +$2.12M |
|
1699
PUT
VeriSign
VRSN
$26.6B
| $2.75M | ﹤0.01% |
15,300
+10,700
| +233% | +$2.1M |
|
1700
Wendy's
WEN
$1.46B
| $2.75M | ﹤0.01% |
185,173
+167,193
| +930% | +$3.29M |
|
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.