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 | |
|---|---|---|---|---|---|---|
2201
PUT
Madison Square Garden
MSGS
$9.33B
| $1.67M | ﹤0.01% |
11,076
-10,515
| -49% | -$2.04M |
|
|
ZEN
2202
CALL
DELISTED
ZENDESK INC
ZEN
| $1.67M | ﹤0.01% |
26,100
-9,200
| -26% | -$718K |
|
2203
PUT
Qorvo
QRVO
$8.59B
| $1.67M | ﹤0.01% |
20,700
-4,800
| -19% | -$480K |
|
2204
Global X Uranium ETF
URA
$6.21B
| $1.67M | ﹤0.01% |
191,673
+115,550
| +152% | +$1.15M |
|
2205
Vanguard International High Dividend Yield ETF
VYMI
$21.3B
| $1.67M | ﹤0.01% |
36,843
-1,187
| -3% | -$67.7K |
|
2206
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.59B
| $1.67M | ﹤0.01% |
+16,547
| New | +$1.66M |
|
|
SNLN
2207
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
| $1.67M | ﹤0.01% |
107,672
-31,483
| -23% | -$529K |
|
2208
PUT
Copart
CPRT
$27.2B
| $1.67M | ﹤0.01% |
97,200
+61,200
| +170% | +$1.36M |
|
2209
PUT
Vulcan Materials
VMC
$36.9B
| $1.66M | ﹤0.01% |
15,400
+12,300
| +397% | +$1.57M |
|
2210
CALL
PagSeguro Digital
PAGS
$2.54B
| $1.66M | ﹤0.01% |
86,000
+32,100
| +60% | +$975K |
|
2211
PUT
Tyler Technologies
TYL
$13B
| $1.66M | ﹤0.01% |
+5,600
| New | +$1.74M |
|
2212
CALL
Air Products & Chemicals
APD
$68.1B
| $1.66M | ﹤0.01% |
8,300
+3,600
| +77% | +$820K |
|
2213
Elanco Animal Health
ELAN
$10.9B
| $1.66M | ﹤0.01% |
73,998
+51,616
| +231% | +$1.41M |
|
2214
Iron Mountain
IRM
$36.2B
| $1.66M | ﹤0.01% |
69,605
+42,285
| +155% | +$1.28M |
|
|
FL
2215
CALL
DELISTED
Foot Locker
FL
| $1.65M | ﹤0.01% |
75,000
-28,200
| -27% | -$958K |
|
2216
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.17B
| $1.65M | ﹤0.01% |
33,053
-150,489
| -82% | -$7.64M |
|
2217
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$2.08B
| $1.65M | ﹤0.01% |
67,698
-106,368
| -61% | -$3.1M |
|
2218
CALL
Pentair
PNR
$10.9B
| $1.65M | ﹤0.01% |
+55,400
| New | +$2.23M |
|
2219
CALL
Vistra
VST
$48.6B
| $1.64M | ﹤0.01% |
+103,000
| New | +$2.1M |
|
2220
Arthur J. Gallagher & Co
AJG
$63.9B
| $1.64M | ﹤0.01% |
+20,133
| New | +$1.93M |
|
2221
PUT
W.W. Grainger
GWW
$60.8B
| $1.64M | ﹤0.01% |
6,600
-2,300
| -26% | -$680K |
|
|
JPEU
2222
DELISTED
JPMorgan Diversified Return Europe Equity ETF
JPEU
| $1.64M | ﹤0.01% |
36,251
-49,774
| -58% | -$2.74M |
|
2223
Brookfield
BN
$108B
| $1.64M | ﹤0.01% |
103,833
-218,582
| -68% | -$4.5M |
|
2224
Enbridge
ENB
$112B
| $1.64M | ﹤0.01% |
56,351
-24,145
| -30% | -$895K |
|
|
DOG
2225
CALL
ProShares Short Dow30
DOG
$86.8M
| $1.64M | ﹤0.01% |
28,000
+6,800
| +32% | +$359K |
|
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.