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 | |
|---|---|---|---|---|---|---|
1726
PUT
Colgate-Palmolive
CL
$74.4B
| $2.67M | ﹤0.01% |
40,200
-73,700
| -65% | -$5.2M |
|
1727
PUT
Cintas
CTAS
$81.3B
| $2.67M | ﹤0.01% |
61,600
+20,400
| +50% | +$1.33M |
|
1728
iShares S&P 500 Growth ETF
IVW
$77.6B
| $2.67M | ﹤0.01% |
+64,604
| New | +$3.06M |
|
1729
W.R. Berkley
WRB
$26.6B
| $2.66M | ﹤0.01% |
+114,795
| New | +$3.42M |
|
1730
Microchip Technology
MCHP
$46B
| $2.66M | ﹤0.01% |
78,418
+24,520
| +45% | +$1.15M |
|
|
USFR
1731
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
| $2.65M | ﹤0.01% |
105,714
-144,682
| -58% | -$3.63M |
|
|
SCHW
1732
PUT
Charles Schwab
SCHW
$187B
| $2.65M | ﹤0.01% |
78,900
+30,200
| +62% | +$1.27M |
|
1733
Church & Dwight Co
CHD
$24.5B
| $2.65M | ﹤0.01% |
41,324
+36,807
| +815% | +$2.61M |
|
1734
PUT
Alcon
ALC
$35B
| $2.65M | ﹤0.01% |
+51,600
| New | +$2.97M |
|
1735
Vanguard Real Estate ETF
VNQ
$39.1B
| $2.65M | ﹤0.01% |
37,866
-6,566
| -15% | -$577K |
|
1736
PUT
Prudential Financial
PRU
$41.8B
| $2.64M | ﹤0.01% |
50,700
+10,500
| +26% | +$835K |
|
1737
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
SPYX
$2.88B
| $2.64M | ﹤0.01% |
124,185
+70,605
| +132% | +$1.77M |
|
1738
Allegion
ALLE
$14.4B
| $2.64M | ﹤0.01% |
28,703
-4,965
| -15% | -$594K |
|
|
NTCO
1739
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $2.64M | ﹤0.01% |
+268,354
| New | +$4.98M |
|
|
GBT
1740
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $2.64M | ﹤0.01% |
51,600
-69,600
| -57% | -$4.66M |
|
1741
CALL
Valero Energy
VLO
$85.9B
| $2.63M | ﹤0.01% |
58,100
-24,500
| -30% | -$1.78M |
|
1742
CALL
Scorpio Tankers
STNG
$3.81B
| $2.63M | ﹤0.01% |
137,700
-56,300
| -29% | -$1.34M |
|
1743
Monster Beverage
MNST
$88.5B
| $2.63M | ﹤0.01% |
93,534
-1,654
| -2% | -$53.2K |
|
1744
Sasol
SSL
$7.1B
| $2.63M | ﹤0.01% |
1,307,774
+1,154,150
| +751% | +$14.7M |
|
1745
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$347M
| $2.63M | ﹤0.01% |
68,864
-17,469
| -20% | -$832K |
|
|
1746
Prudential Financial
PRU
$41.8B
| $2.63M | ﹤0.01% |
50,355
-5,038
| -9% | -$400K |
|
1747
CALL
PPG Industries
PPG
$26.6B
| $2.62M | ﹤0.01% |
31,300
+24,600
| +367% | +$2.73M |
|
1748
Campbell Soup
CPB
$6.87B
| $2.61M | ﹤0.01% |
56,627
+44,257
| +358% | +$2.13M |
|
1749
Invesco S&P 500 Pure Growth ETF
RPG
$2.04B
| $2.61M | ﹤0.01% |
130,530
-19,555
| -13% | -$473K |
|
1750
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$41.3M
| $2.61M | ﹤0.01% |
2,240
-6,510
| -74% | -$5.87M |
|
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.