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 | |
|---|---|---|---|---|---|---|
|
CERN
1701
CALL
DELISTED
Cerner Corp
CERN
| $2.75M | ﹤0.01% |
43,700
-15,900
| -27% | -$1.13M |
|
1702
CALL
ProShares UltraShort Dow 30
DXD
$42.2M
| $2.75M | ﹤0.01% |
+19,060
| New | +$2.43M |
|
1703
abrdn Physical Gold Shares ETF
SGOL
$7.41B
| $2.75M | ﹤0.01% |
181,584
-56,443
| -24% | -$860K |
|
1704
iShares Global Consumer Discretionary ETF
RXI
$278M
| $2.75M | ﹤0.01% |
29,051
-22,918
| -44% | -$2.65M |
|
1705
PUT
Illinois Tool Works
ITW
$84.5B
| $2.74M | ﹤0.01% |
19,300
-24,100
| -56% | -$4.1M |
|
1706
PUT
WIX.com
WIX
$2.52B
| $2.74M | ﹤0.01% |
27,200
+8,700
| +47% | +$1.14M |
|
|
SPLK
1707
CALL
DELISTED
Splunk Inc
SPLK
| $2.74M | ﹤0.01% |
21,700
-106,500
| -83% | -$15.7M |
|
1708
CALL
Boston Scientific
BSX
$71.5B
| $2.73M | ﹤0.01% |
83,700
-14,400
| -15% | -$563K |
|
1709
PUT
F5
FFIV
$22.7B
| $2.73M | ﹤0.01% |
25,600
-300
| -1% | -$36.7K |
|
1710
CALL
Lennar Class A
LEN
$21.2B
| $2.72M | ﹤0.01% |
73,653
+35,742
| +94% | +$2.02M |
|
|
CMA
1711
DELISTED
Comerica
CMA
| $2.71M | ﹤0.01% |
92,512
+85,556
| +1,230% | +$4.65M |
|
1712
Clarivate
CLVT
$1.16B
| $2.71M | ﹤0.01% |
130,708
+54,115
| +71% | +$1.08M |
|
1713
Teradyne
TER
$59.3B
| $2.71M | ﹤0.01% |
50,059
+41,058
| +456% | +$2.61M |
|
|
CXO
1714
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.71M | ﹤0.01% |
63,297
-12,703
| -17% | -$884K |
|
|
AYX
1715
PUT
DELISTED
Alteryx Inc
AYX
| $2.7M | ﹤0.01% |
28,400
-6,700
| -19% | -$832K |
|
1716
Global X Cloud Computing ETF
CLOU
$263M
| $2.69M | ﹤0.01% |
184,505
+120,180
| +187% | +$1.95M |
|
|
TRPA
1717
Hartford AAA CLO ETF
TRPA
$111M
| $2.69M | ﹤0.01% |
70,385
+32,888
| +88% | +$1.33M |
|
1718
PUT
Best Buy
BBY
$17.3B
| $2.69M | ﹤0.01% |
47,100
+6,900
| +17% | +$547K |
|
1719
PUT
T. Rowe Price
TROW
$24.3B
| $2.69M | ﹤0.01% |
27,500
-4,300
| -14% | -$527K |
|
1720
CALL
Cencora
COR
$61.2B
| $2.68M | ﹤0.01% |
30,300
+19,400
| +178% | +$1.71M |
|
1721
Eli Lilly
LLY
$1.06T
| $2.68M | ﹤0.01% |
19,336
+10,486
| +118% | +$1.44M |
|
1722
Blue Owl Capital
OBDC
$5.74B
| $2.68M | ﹤0.01% |
+232,163
| New | +$3.4M |
|
1723
CALL
Etsy
ETSY
$7.85B
| $2.67M | ﹤0.01% |
69,600
+38,600
| +125% | +$1.89M |
|
1724
PUT
Inovio Pharmaceuticals
INO
$69M
| $2.67M | ﹤0.01% |
+29,942
| New | +$1.85M |
|
|
AVLR
1725
CALL
DELISTED
Avalara, Inc.
AVLR
| $2.67M | ﹤0.01% |
+35,800
| New | +$2.92M |
|
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.