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 | |
|---|---|---|---|---|---|---|
1826
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $2.42M | ﹤0.01% |
+90,400
| New | +$2.41M |
|
1827
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$631M
| $2.42M | ﹤0.01% |
5,363
+4,766
| +798% | +$4.34M |
|
1828
AbbVie
ABBV
$435B
| $2.42M | ﹤0.01% |
31,696
-84,813
| -73% | -$7.22M |
|
1829
Check Point Software Technologies
CHKP
$13.1B
| $2.42M | ﹤0.01% |
24,016
+8,701
| +57% | +$932K |
|
1830
Invesco DB Oil Fund
DBO
$366M
| $2.41M | ﹤0.01% |
393,724
+302,338
| +331% | +$2.57M |
|
1831
PUT
Yum China
YUMC
$16.3B
| $2.41M | ﹤0.01% |
56,600
+41,800
| +282% | +$1.86M |
|
1832
PUT
Dominion Energy
D
$59.3B
| $2.41M | ﹤0.01% |
33,400
+26,400
| +377% | +$2.16M |
|
1833
Western Digital
WDC
$150B
| $2.41M | ﹤0.01% |
76,645
-124,800
| -62% | -$5.53M |
|
1834
PUT
Zimmer Biomet
ZBH
$18.4B
| $2.41M | ﹤0.01% |
+24,514
| New | +$3.21M |
|
|
COR
1835
DELISTED
Coresite Realty Corporation
COR
| $2.4M | ﹤0.01% |
+20,721
| New | +$2.31M |
|
1836
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
| $2.4M | ﹤0.01% |
38,001
-42,748
| -53% | -$3.05M |
|
|
FIT
1837
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $2.4M | ﹤0.01% |
360,000
+181,700
| +102% | +$1.17M |
|
1838
PUT
iShares MSCI Canada ETF
EWC
$6.46B
| $2.4M | ﹤0.01% |
109,700
-442,000
| -80% | -$12.1M |
|
1839
Invesco International Dividend Achievers ETF
PID
$919M
| $2.4M | ﹤0.01% |
+211,086
| New | +$3.23M |
|
1840
WisdomTree US High Dividend Fund
DHS
$1.58B
| $2.4M | ﹤0.01% |
42,306
+28,310
| +202% | +$1.98M |
|
1841
PUT
Elastic
ESTC
$7.81B
| $2.39M | ﹤0.01% |
42,900
+23,000
| +116% | +$1.49M |
|
1842
CALL
Royal Bank of Canada
RY
$293B
| $2.39M | ﹤0.01% |
+38,900
| New | +$2.89M |
|
1843
Baxter International
BAX
$14.2B
| $2.39M | ﹤0.01% |
29,453
-30,394
| -51% | -$2.62M |
|
|
PPLI
1844
People Inc
PPLI
$3.1B
| $2.39M | ﹤0.01% |
74,654
+52,686
| +240% | +$2.09M |
|
1845
iShares S&P GSCI Commodity-Indexed Trust
GSG
$900M
| $2.39M | ﹤0.01% |
256,965
-569,049
| -69% | -$7.73M |
|
1846
Extra Space Storage
EXR
$31.6B
| $2.39M | ﹤0.01% |
24,912
+20,931
| +526% | +$2.18M |
|
|
COUP
1847
DELISTED
Coupa Software Incorporated
COUP
| $2.39M | ﹤0.01% |
17,077
+10,365
| +154% | +$1.6M |
|
1848
10x Genomics
TXG
$6.61B
| $2.38M | ﹤0.01% |
+38,266
| New | +$2.99M |
|
1849
WisdomTree International Quality Dividend Growth Fund
IQDG
$734M
| $2.38M | ﹤0.01% |
93,028
+57,223
| +160% | +$1.7M |
|
1850
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.45B
| $2.38M | ﹤0.01% |
+1
| New | +$5.19M |
|
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.