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 | |
|---|---|---|---|---|---|---|
1751
Huntington Ingalls Industries
HII
$12.8B
| $2.61M | ﹤0.01% |
14,310
-1,484
| -9% | -$346K |
|
1752
Avis
CAR
$5.02B
| $2.61M | ﹤0.01% |
187,457
+176,820
| +1,662% | +$5.29M |
|
1753
Alliant Energy
LNT
$18B
| $2.6M | ﹤0.01% |
+53,922
| New | +$2.95M |
|
1754
Lumen
LUMN
$6.44B
| $2.6M | ﹤0.01% |
275,044
+174,606
| +174% | +$2.18M |
|
1755
STMicroelectronics
STM
$50B
| $2.6M | ﹤0.01% |
121,572
+110,422
| +990% | +$2.91M |
|
1756
Chubb
CB
$135B
| $2.6M | ﹤0.01% |
23,250
+19,631
| +542% | +$2.82M |
|
1757
CALL
Hershey
HSY
$36.6B
| $2.6M | ﹤0.01% |
19,600
+9,800
| +100% | +$1.45M |
|
1758
GDS Holdings
GDS
$6.41B
| $2.6M | ﹤0.01% |
44,782
+30,767
| +220% | +$1.72M |
|
1759
US Foods
USFD
$24B
| $2.59M | ﹤0.01% |
+146,464
| New | +$4.9M |
|
|
FLRU
1760
DELISTED
Franklin FTSE Russia ETF
FLRU
| $2.59M | ﹤0.01% |
140,036
+111,730
| +395% | +$2.91M |
|
1761
CALL
eHealth
EHTH
$43.9M
| $2.59M | ﹤0.01% |
18,400
+2,700
| +17% | +$310K |
|
1762
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $2.59M | ﹤0.01% |
89,083
-15,367
| -15% | -$444K |
|
1763
CALL
Karyopharm Therapeutics
KPTI
$48M
| $2.58M | ﹤0.01% |
+8,947
| New | +$2.47M |
|
1764
D.R. Horton
DHI
$42.3B
| $2.58M | ﹤0.01% |
75,739
+67,420
| +810% | +$3.5M |
|
1765
Sony
SONY
$138B
| $2.57M | ﹤0.01% |
+217,335
| New | +$2.85M |
|
1766
Cambria Global Value ETF
GVAL
$596M
| $2.57M | ﹤0.01% |
166,875
+146,076
| +702% | +$3.06M |
|
1767
Molson Coors Class B
TAP
$8.09B
| $2.57M | ﹤0.01% |
+65,861
| New | +$3.34M |
|
1768
American Century Diversified Corporate Bond ETF
KORP
$899M
| $2.57M | ﹤0.01% |
52,834
-25,593
| -33% | -$1.3M |
|
1769
Tapestry
TPR
$32.8B
| $2.56M | ﹤0.01% |
198,085
+69,642
| +54% | +$1.63M |
|
1770
Kraft Heinz
KHC
$30B
| $2.56M | ﹤0.01% |
103,573
-96,964
| -48% | -$2.66M |
|
|
GRES
1771
DELISTED
IQ ARB Global Resources
GRES
| $2.56M | ﹤0.01% |
117,468
+79,395
| +209% | +$1.96M |
|
1772
Ingersoll Rand
IR
$33.7B
| $2.56M | ﹤0.01% |
+103,275
| New | +$3.28M |
|
1773
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.53B
| $2.56M | ﹤0.01% |
104,153
+50,256
| +93% | +$1.24M |
|
1774
PUT
Energy Transfer Partners
ET
$69.3B
| $2.56M | ﹤0.01% |
556,000
+433,900
| +355% | +$4.62M |
|
1775
PUT
Fidelity National Information Services
FIS
$22.1B
| $2.55M | ﹤0.01% |
21,000
+16,500
| +367% | +$2.29M |
|
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.