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 | |
|---|---|---|---|---|---|---|
1876
AvalonBay Communities
AVB
$26.8B
| $2.32M | ﹤0.01% |
15,762
+14,633
| +1,296% | +$2.95M |
|
1877
iShares MSCI Malaysia ETF
EWM
$332M
| $2.32M | ﹤0.01% |
100,003
-33,475
| -25% | -$862K |
|
1878
Dropbox
DBX
$8.12B
| $2.32M | ﹤0.01% |
127,974
+35,631
| +39% | +$648K |
|
1879
PUT
Ryanair
RYAAY
$31.3B
| $2.3M | ﹤0.01% |
+108,500
| New | +$3.42M |
|
1880
Zscaler
ZS
$27.3B
| $2.3M | ﹤0.01% |
37,786
-241,924
| -86% | -$13.3M |
|
1881
PUT
GSK
GSK
$106B
| $2.3M | ﹤0.01% |
+48,480
| New | +$2.59M |
|
1882
iShares MSCI India Small-Cap ETF
SMIN
$776M
| $2.29M | ﹤0.01% |
99,251
+88,068
| +788% | +$2.99M |
|
1883
Direxion Daily Energy Bear 2X ETF
ERY
$41.3M
| $2.29M | ﹤0.01% |
+1,967
| New | +$1.77M |
|
1884
CALL
L3Harris
LHX
$53.4B
| $2.29M | ﹤0.01% |
12,700
+10,500
| +477% | +$2.15M |
|
1885
PUT
Alerian MLP ETF
AMLP
$13.1B
| $2.29M | ﹤0.01% |
132,960
-95,440
| -42% | -$3.23M |
|
1886
iShares MSCI Denmark ETF
EDEN
$206M
| $2.29M | ﹤0.01% |
+38,045
| New | +$2.51M |
|
1887
PUT
Alpha Pro Tech
APT
$53.1M
| $2.28M | ﹤0.01% |
+189,100
| New | +$1.58M |
|
1888
Invesco BulletShares 2029 Municipal Bond ETF
BSMT
$283M
| $2.28M | ﹤0.01% |
+92,723
| New | +$2.32M |
|
1889
CALL
Dow Inc
DOW
$21.2B
| $2.28M | ﹤0.01% |
78,060
-32,000
| -29% | -$1.36M |
|
1890
TSMC
TSM
$2.18T
| $2.28M | ﹤0.01% |
47,707
-9,302
| -16% | -$509K |
|
1891
Direxion Daily Technology Bull 3x ETF
TECL
$6.21B
| $2.28M | ﹤0.01% |
196,020
+167,870
| +596% | +$3.91M |
|
1892
PUT
Toyota
TM
$225B
| $2.28M | ﹤0.01% |
+19,000
| New | +$2.54M |
|
1893
CALL
Gaotu Techedu
GOTU
$436M
| $2.27M | ﹤0.01% |
+53,700
| New | +$1.98M |
|
1894
First Trust Preferred Securities and Income ETF
FPE
$6.36B
| $2.27M | ﹤0.01% |
138,495
-189,611
| -58% | -$3.64M |
|
1895
Plug Power
PLUG
$3.04B
| $2.27M | ﹤0.01% |
640,953
+599,477
| +1,445% | +$2.44M |
|
1896
PUT
HCA Healthcare
HCA
$89.5B
| $2.26M | ﹤0.01% |
25,200
+12,600
| +100% | +$1.63M |
|
1897
PUT
Norfolk Southern
NSC
$75.1B
| $2.26M | ﹤0.01% |
15,500
-4,300
| -22% | -$794K |
|
1898
CALL
Ciena
CIEN
$58.4B
| $2.26M | ﹤0.01% |
56,800
-38,300
| -40% | -$1.57M |
|
1899
PUT
CarMax
KMX
$8.26B
| $2.26M | ﹤0.01% |
42,000
-25,400
| -38% | -$2.15M |
|
1900
J.M. Smucker
SJM
$12.8B
| $2.26M | ﹤0.01% |
20,361
+15,139
| +290% | +$1.62M |
|
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.