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 | |
|---|---|---|---|---|---|---|
|
UMPQ
1901
DELISTED
Umpqua Holdings Corp
UMPQ
| $2.25M | ﹤0.01% |
206,892
+183,783
| +795% | +$2.86M |
|
1902
CALL
Alaska Air
ALK
$5.58B
| $2.25M | ﹤0.01% |
79,100
+58,300
| +280% | +$3.17M |
|
1903
TAL Education Group
TAL
$6.87B
| $2.25M | ﹤0.01% |
42,276
+29,626
| +234% | +$1.59M |
|
|
EA
1904
DELISTED
Electronic Arts
EA
| $2.25M | ﹤0.01% |
22,472
+3,902
| +21% | +$411K |
|
1905
PUT
JB Hunt Transport Services
JBHT
$25.2B
| $2.25M | ﹤0.01% |
24,400
+22,400
| +1,120% | +$2.33M |
|
1906
First Trust Eurozone AlphaDEX
FEUZ
$134M
| $2.25M | ﹤0.01% |
78,807
+29,566
| +60% | +$1.08M |
|
|
KDFI
1907
DELISTED
KFA Dynamic Fixed Income ETF
KDFI
| $2.24M | ﹤0.01% |
107,344
+81,473
| +315% | +$1.94M |
|
|
1908
Alaska Air
ALK
$5.58B
| $2.24M | ﹤0.01% |
78,750
+20,959
| +36% | +$1.14M |
|
|
GLBY
1909
DELISTED
WisdomTree Yield Enhanced Global Aggregate Bond Fund
GLBY
| $2.24M | ﹤0.01% |
85,971
+67,966
| +377% | +$1.81M |
|
1910
Autoliv
ALV
$9B
| $2.24M | ﹤0.01% |
+48,724
| New | +$3.35M |
|
1911
CALL
Kinder Morgan
KMI
$68.7B
| $2.23M | ﹤0.01% |
160,500
+65,500
| +69% | +$1.25M |
|
|
LVGO
1912
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $2.23M | ﹤0.01% |
78,300
+35,800
| +84% | +$927K |
|
1913
iShares US Medical Devices ETF
IHI
$3.37B
| $2.23M | ﹤0.01% |
59,394
+53,208
| +860% | +$2.24M |
|
1914
Robert Half
RHI
$4.37B
| $2.23M | ﹤0.01% |
59,066
+19,505
| +49% | +$1.06M |
|
1915
Paychex
PAYX
$42.7B
| $2.23M | ﹤0.01% |
35,425
+30,704
| +650% | +$2.45M |
|
1916
Truist Financial
TFC
$64B
| $2.23M | ﹤0.01% |
72,245
+50,351
| +230% | +$2.38M |
|
1917
Cognizant
CTSH
$26B
| $2.23M | ﹤0.01% |
47,909
+31,578
| +193% | +$1.88M |
|
1918
ProShares Ultra QQQ
QLD
$14.1B
| $2.22M | ﹤0.01% |
198,624
+58,712
| +42% | +$878K |
|
1919
Vanguard Short-Term Treasury ETF
VGSH
$30.2B
| $2.22M | ﹤0.01% |
35,673
+22,710
| +175% | +$1.39M |
|
|
AGN
1920
DELISTED
Allergan plc
AGN
| $2.22M | ﹤0.01% |
12,535
+10,976
| +704% | +$2.07M |
|
1921
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
| $2.22M | ﹤0.01% |
75,484
+65,618
| +665% | +$2.6M |
|
1922
Paycom
PAYC
$9.69B
| $2.21M | ﹤0.01% |
10,958
+5,964
| +119% | +$1.63M |
|
1923
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $2.21M | ﹤0.01% |
+79,800
| New | +$3.27M |
|
1924
CALL
Cardinal Health
CAH
$55.4B
| $2.21M | ﹤0.01% |
46,100
+23,800
| +107% | +$1.24M |
|
1925
Mid-America Apartment Communities
MAA
$15.7B
| $2.21M | ﹤0.01% |
21,414
+19,376
| +951% | +$2.52M |
|
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.