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 | |
|---|---|---|---|---|---|---|
1951
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.36B
| $2.14M | ﹤0.01% |
78,306
-151,464
| -66% | -$4.38M |
|
1952
iShares Global Equity Factor ETF
GLOF
$223M
| $2.14M | ﹤0.01% |
+89,405
| New | +$2.58M |
|
1953
Innovator US Equity Buffer ETF January
BJAN
$348M
| $2.14M | ﹤0.01% |
+86,544
| New | +$2.41M |
|
1954
Sturm, Ruger & Co
RGR
$593M
| $2.13M | ﹤0.01% |
41,951
+36,565
| +679% | +$1.8M |
|
1955
CALL
Quanta Services
PWR
$101B
| $2.13M | ﹤0.01% |
+67,200
| New | +$2.5M |
|
1956
Compañía de Minas Buenaventura
BVN
$8.67B
| $2.13M | ﹤0.01% |
292,263
+100,163
| +52% | +$1.14M |
|
|
DOCU
1957
DocuSign
DOCU
$11.5B
| $2.13M | ﹤0.01% |
23,028
+13,498
| +142% | +$1.09M |
|
1958
ProShares UltraShort Energy
DUG
$21.1M
| $2.13M | ﹤0.01% |
1,094
+584
| +115% | +$788K |
|
1959
PUT
Linde
LIN
$226B
| $2.13M | ﹤0.01% |
12,300
-1,900
| -13% | -$375K |
|
|
BHVN
1960
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $2.13M | ﹤0.01% |
62,500
+53,800
| +618% | +$2.46M |
|
1961
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
| $2.13M | ﹤0.01% |
+45,308
| New | +$2.54M |
|
1962
PUT
Under Armour
UAA
$2.6B
| $2.13M | ﹤0.01% |
230,700
+13,000
| +6% | +$209K |
|
1963
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $2.12M | ﹤0.01% |
72,100
-113,100
| -61% | -$7.73M |
|
1964
Scotiabank
BNS
$108B
| $2.12M | ﹤0.01% |
52,240
+45,756
| +706% | +$2.31M |
|
1965
Hartford Financial Services
HIG
$39.3B
| $2.12M | ﹤0.01% |
60,054
+52,414
| +686% | +$2.73M |
|
|
WCN
1966
Waste Connections
WCN
$42B
| $2.12M | ﹤0.01% |
27,312
+23,179
| +561% | +$2.18M |
|
1967
Teck Resources
TECK
$32.6B
| $2.12M | ﹤0.01% |
279,704
+83,515
| +43% | +$1M |
|
1968
PUT
Zions Bancorporation
ZION
$10.3B
| $2.11M | ﹤0.01% |
+78,900
| New | +$3.25M |
|
1969
Vanguard Morningstar Value ETF
VTV
$192B
| $2.11M | ﹤0.01% |
23,696
-95,406
| -80% | -$10.5M |
|
1970
PUT
New Oriental
EDU
$8.98B
| $2.1M | ﹤0.01% |
19,400
-4,500
| -19% | -$578K |
|
1971
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $2.1M | ﹤0.01% |
+24,955
| New | +$2.65M |
|
|
JOYY
1972
JOYY Inc
JOYY
$3.75B
| $2.1M | ﹤0.01% |
39,343
-77,430
| -66% | -$4.49M |
|
|
GRUB
1973
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.09M | ﹤0.01% |
25,700
-153,900
| -86% | -$15.1M |
|
1974
Howmet Aerospace
HWM
$112B
| $2.09M | ﹤0.01% |
169,942
+27,240
| +19% | +$567K |
|
|
MRSH
1975
PUT
Marsh
MRSH
$91.5B
| $2.09M | ﹤0.01% |
+24,200
| New | +$2.58M |
|
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.