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 | |
|---|---|---|---|---|---|---|
2126
AdvisorShares Dorsey Wright Short ETF
DWSH
$6.16M
| $1.8M | ﹤0.01% |
+50,720
| New | +$1.41M |
|
2127
Dow Inc
DOW
$21.6B
| $1.8M | ﹤0.01% |
61,680
+26,739
| +77% | +$1.14M |
|
2128
CALL
Five Below
FIVE
$13.3B
| $1.8M | ﹤0.01% |
25,600
-161,500
| -86% | -$16.4M |
|
2129
CALL
Ionis Pharmaceuticals
IONS
$9.39B
| $1.8M | ﹤0.01% |
+38,100
| New | +$2.12M |
|
2130
CALL
Steel Dynamics
STLD
$38.1B
| $1.8M | ﹤0.01% |
79,900
+64,800
| +429% | +$1.77M |
|
2131
CALL
iShares MSCI Spain ETF
EWP
$2.21B
| $1.8M | ﹤0.01% |
+88,600
| New | +$2.31M |
|
2132
CALL
Ross Stores
ROST
$82.2B
| $1.8M | ﹤0.01% |
20,700
-24,500
| -54% | -$2.62M |
|
|
HUYA
2133
Huya Inc
HUYA
$556M
| $1.8M | ﹤0.01% |
+105,984
| New | +$1.97M |
|
2134
Atmos Energy
ATO
$28.5B
| $1.79M | ﹤0.01% |
18,089
+13,005
| +256% | +$1.43M |
|
2135
Veeva Systems
VEEV
$38B
| $1.79M | ﹤0.01% |
11,444
-23,753
| -67% | -$3.48M |
|
|
SPR
2136
DELISTED
Spirit AeroSystems
SPR
| $1.78M | ﹤0.01% |
74,591
+43,174
| +137% | +$2.39M |
|
2137
CALL
Arista Networks
ANET
$242B
| $1.78M | ﹤0.01% |
140,800
-900,800
| -86% | -$11.7M |
|
2138
iShares Global Clean Energy ETF
ICLN
$2.08B
| $1.78M | ﹤0.01% |
186,568
+106,505
| +133% | +$1.26M |
|
2139
Morgan Stanley
MS
$340B
| $1.78M | ﹤0.01% |
52,421
-49,201
| -48% | -$2.32M |
|
|
SKX
2140
PUT
DELISTED
Skechers
SKX
| $1.78M | ﹤0.01% |
74,900
+63,000
| +529% | +$2.17M |
|
2141
Invesco Golden Dragon China ETF
PGJ
$98.5M
| $1.78M | ﹤0.01% |
47,175
+6,977
| +17% | +$289K |
|
2142
PUT
Hershey
HSY
$36.3B
| $1.77M | ﹤0.01% |
13,400
-30,800
| -70% | -$4.54M |
|
|
HEWU
2143
DELISTED
iShares Currency Hedged MSCI United Kingdom ETF
HEWU
| $1.77M | ﹤0.01% |
96,810
+55,993
| +137% | +$1.24M |
|
2144
PUT
Encompass Health
EHC
$12.4B
| $1.77M | ﹤0.01% |
+34,819
| New | +$2.01M |
|
|
BPMP
2145
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
| $1.77M | ﹤0.01% |
190,483
+82,443
| +76% | +$1.07M |
|
2146
Macy's
M
$6.71B
| $1.77M | ﹤0.01% |
360,950
-686,581
| -66% | -$9.31M |
|
2147
PUT
Monster Beverage
MNST
$89.9B
| $1.77M | ﹤0.01% |
63,000
+45,200
| +254% | +$1.45M |
|
2148
CALL
Citizens Financial Group
CFG
$30.6B
| $1.77M | ﹤0.01% |
93,900
-34,500
| -27% | -$1.13M |
|
2149
ProShares Ultra S&P500
SSO
$8.41B
| $1.77M | ﹤0.01% |
+158,872
| New | +$2.68M |
|
|
SRE.PRA
2150
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
| $1.76M | ﹤0.01% |
19,081
+15,500
| +433% | +$1.77M |
|
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.