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 | |
|---|---|---|---|---|---|---|
|
DMRI
1851
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $2.38M | ﹤0.01% |
55,812
+37,857
| +211% | +$1.83M |
|
1852
Bank of Montreal
BMO
$127B
| $2.38M | ﹤0.01% |
47,278
+17,283
| +58% | +$1.17M |
|
1853
Inspire Global Hope ETF
BLES
$164M
| $2.38M | ﹤0.01% |
+112,061
| New | +$3.06M |
|
1854
First Trust Indxx NextG ETF
NXTG
$564M
| $2.38M | ﹤0.01% |
+50,915
| New | +$2.68M |
|
1855
CALL
Tencent Music
TME
$15.6B
| $2.37M | ﹤0.01% |
235,700
-51,400
| -18% | -$633K |
|
1856
O'Reilly Automotive
ORLY
$76.3B
| $2.37M | ﹤0.01% |
118,095
+48,915
| +71% | +$1.25M |
|
1857
CALL
Fortive
FTV
$18.6B
| $2.36M | ﹤0.01% |
+67,871
| New | +$2.97M |
|
|
JPXN
1858
iShares JPX-Nikkei 400 ETF
JPXN
$140M
| $2.36M | ﹤0.01% |
44,521
+16,014
| +56% | +$947K |
|
1859
Brookfield Infrastructure Partners
BIP
$18B
| $2.36M | ﹤0.01% |
98,267
-75,037
| -43% | -$2.19M |
|
1860
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$586M
| $2.35M | ﹤0.01% |
99,717
-314,100
| -76% | -$9.18M |
|
1861
iShares ESG Advanced High Yield Corporate Bond ETF
HYXF
$195M
| $2.35M | ﹤0.01% |
48,912
-81,717
| -63% | -$4.16M |
|
1862
PUT
Ralph Lauren
RL
$23.6B
| $2.35M | ﹤0.01% |
35,200
+4,700
| +15% | +$494K |
|
1863
PUT
Axsome Therapeutics
AXSM
$10.9B
| $2.35M | ﹤0.01% |
39,900
+18,600
| +87% | +$1.52M |
|
|
CODX
1864
CALL
Co-Diagnostics
CODX
$5.6M
| $2.35M | ﹤0.01% |
+10,263
| New | +$1.78M |
|
1865
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24.2B
| $2.35M | ﹤0.01% |
28,846
-1,988
| -6% | -$214K |
|
1866
Zimmer Biomet
ZBH
$18.4B
| $2.34M | ﹤0.01% |
23,877
+17,152
| +255% | +$2.25M |
|
1867
Abercrombie & Fitch
ANF
$5B
| $2.34M | ﹤0.01% |
257,686
+181,460
| +238% | +$2.63M |
|
1868
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$32.1M
| $2.34M | ﹤0.01% |
34,698
+23,354
| +206% | +$1.35M |
|
1869
Palo Alto Networks
PANW
$297B
| $2.34M | ﹤0.01% |
85,656
-75,948
| -47% | -$2.65M |
|
|
PFNX
1870
DELISTED
Pfenex Inc.
PFNX
| $2.34M | ﹤0.01% |
265,249
+359
| +0.1% | +$3.94K |
|
1871
IQ MacKay Municipal Insured ETF
MMIN
$478M
| $2.33M | ﹤0.01% |
+87,888
| New | +$2.33M |
|
1872
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.61B
| $2.32M | ﹤0.01% |
48,793
+35,860
| +277% | +$2.15M |
|
1873
ORIX
IX
$43.5B
| $2.32M | ﹤0.01% |
+196,615
| New | +$3.1M |
|
1874
CALL
Sprouts Farmers Market
SFM
$8.01B
| $2.32M | ﹤0.01% |
+124,900
| New | +$2.09M |
|
1875
Franklin FTSE Asia ex Japan ETF
FLAX
$57.2M
| $2.32M | ﹤0.01% |
127,120
-18,211
| -13% | -$384K |
|
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.