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 | |
|---|---|---|---|---|---|---|
2026
PUT
Edwards Lifesciences
EW
$51.7B
| $1.98M | ﹤0.01% |
31,500
-28,200
| -47% | -$2.03M |
|
|
DRR
2027
DELISTED
Market Vectors Double Short Euro ETN
DRR
| $1.98M | ﹤0.01% |
31,422
-467
| -1% | -$30.8K |
|
2028
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.61B
| $1.98M | ﹤0.01% |
41,300
| – | – |
|
|
FBZ
2029
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
| $1.98M | ﹤0.01% |
+232,317
| New | +$3.41M |
|
2030
W.P. Carey
WPC
$16.4B
| $1.98M | ﹤0.01% |
+34,760
| New | +$2.64M |
|
|
CYBR
2031
PUT
DELISTED
CyberArk
CYBR
| $1.98M | ﹤0.01% |
23,100
-10,500
| -31% | -$1.21M |
|
2032
CALL
Global Payments
GPN
$22.8B
| $1.98M | ﹤0.01% |
13,700
+900
| +7% | +$164K |
|
|
GULF
2033
DELISTED
WisdomTree Middle East Dividend Fund
GULF
| $1.97M | ﹤0.01% |
128,920
+71,799
| +126% | +$1.31M |
|
2034
iShares S&P Mid-Cap 400 Value ETF
IJJ
$9.03B
| $1.97M | ﹤0.01% |
35,878
+26,114
| +267% | +$1.96M |
|
2035
Lam Research
LRCX
$390B
| $1.97M | ﹤0.01% |
82,060
-194,540
| -70% | -$5.6M |
|
|
CHIH
2036
DELISTED
Global X MSCI China Health Care ETF
CHIH
| $1.97M | ﹤0.01% |
116,724
+79,781
| +216% | +$1.45M |
|
2037
United Microelectronic
UMC
$46.9B
| $1.97M | ﹤0.01% |
906,996
+526,278
| +138% | +$1.33M |
|
2038
CALL
Akamai
AKAM
$15.9B
| $1.97M | ﹤0.01% |
21,500
+6,000
| +39% | +$556K |
|
2039
KB Home
KBH
$3.59B
| $1.97M | ﹤0.01% |
108,685
+94,952
| +691% | +$3.04M |
|
|
CHA
2040
DELISTED
China Telecom Corporation, LTD
CHA
| $1.97M | ﹤0.01% |
+64,425
| New | +$2.4M |
|
2041
Nordson
NDSN
$17.3B
| $1.97M | ﹤0.01% |
14,552
+10,333
| +245% | +$1.59M |
|
2042
PUT
Thor Industries
THO
$4.14B
| $1.96M | ﹤0.01% |
46,500
+38,100
| +454% | +$2.65M |
|
|
EXIV
2043
DELISTED
VelocityShares 1x Daily Inverse VSTOXX Futures ETN
EXIV
| $1.96M | ﹤0.01% |
266,860
+234,695
| +730% | +$7.7M |
|
2044
PUT
PagSeguro Digital
PAGS
$2.55B
| $1.96M | ﹤0.01% |
101,400
+16,500
| +19% | +$501K |
|
2045
PUT
Centene
CNC
$32.5B
| $1.96M | ﹤0.01% |
32,900
+8,000
| +32% | +$485K |
|
2046
CALL
Elastic
ESTC
$7.81B
| $1.95M | ﹤0.01% |
34,900
-86,100
| -71% | -$5.56M |
|
2047
Boston Properties
BXP
$11.1B
| $1.95M | ﹤0.01% |
+21,110
| New | +$2.72M |
|
2048
ProShares Trust Short MSCI Emerging Markets
EUM
$9.41M
| $1.94M | ﹤0.01% |
46,459
+19,801
| +74% | +$736K |
|
2049
PUT
Ross Stores
ROST
$81.9B
| $1.94M | ﹤0.01% |
22,300
-2,700
| -11% | -$288K |
|
2050
First Trust Water ETF
FIW
$1.95B
| $1.94M | ﹤0.01% |
40,580
+30,159
| +289% | +$1.73M |
|
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.