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 | |
|---|---|---|---|---|---|---|
2251
Invesco Preferred ETF
PGX
$3.76B
| $1.59M | ﹤0.01% |
+120,823
| New | +$1.74M |
|
2252
First Trust Rising Dividend Achievers ETF
RDVY
$25.5B
| $1.59M | ﹤0.01% |
62,012
-16,737
| -21% | -$543K |
|
|
VMW
2253
DELISTED
VMware, Inc
VMW
| $1.59M | ﹤0.01% |
+13,098
| New | +$1.8M |
|
2254
PUT
Tapestry
TPR
$32.6B
| $1.58M | ﹤0.01% |
122,200
+92,700
| +314% | +$2.17M |
|
2255
PUT
Zoetis
ZTS
$30.5B
| $1.58M | ﹤0.01% |
13,400
+2,300
| +21% | +$303K |
|
2256
Gaotu Techedu
GOTU
$451M
| $1.57M | ﹤0.01% |
+37,158
| New | +$1.37M |
|
2257
McCormick & Company Non-Voting
MKC
$14.3B
| $1.57M | ﹤0.01% |
22,300
+714
| +3% | +$55.4K |
|
2258
Invesco BulletShares 2028 Municipal Bond ETF
BSMS
$316M
| $1.57M | ﹤0.01% |
+63,009
| New | +$1.57M |
|
2259
SiriusXM
SIRI
$9.74B
| $1.57M | ﹤0.01% |
31,814
-555,982
| -95% | -$36.4M |
|
2260
PUT
TSMC
TSM
$2.19T
| $1.57M | ﹤0.01% |
32,900
-7,200
| -18% | -$394K |
|
2261
JPMorgan BetaBuilders US Aggregate Bond ETF
BBAG
$995M
| $1.57M | ﹤0.01% |
29,079
+8,743
| +43% | +$471K |
|
|
AMJ
2262
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $1.57M | ﹤0.01% |
173,812
-44,517
| -20% | -$778K |
|
|
BPY
2263
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
| $1.57M | ﹤0.01% |
+194,496
| New | +$3.15M |
|
2264
Columbia India Consumer ETF
INCO
$238M
| $1.57M | ﹤0.01% |
50,930
+18,499
| +57% | +$724K |
|
|
BIG
2265
DELISTED
Big Lots, Inc.
BIG
| $1.57M | ﹤0.01% |
110,083
+46,289
| +73% | +$1.05M |
|
2266
CALL
GDS Holdings
GDS
$6.28B
| $1.56M | ﹤0.01% |
27,000
-169,300
| -86% | -$9.44M |
|
2267
PUT
Penumbra
PEN
$12.9B
| $1.56M | ﹤0.01% |
+9,700
| New | +$1.63M |
|
|
AMRN
2268
PUT
Amarin Corp
AMRN
$301M
| $1.56M | ﹤0.01% |
19,525
+10,160
| +108% | +$3.38M |
|
2269
Franco-Nevada
FNV
$46B
| $1.56M | ﹤0.01% |
15,697
-29,864
| -66% | -$3.24M |
|
2270
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.84B
| $1.56M | ﹤0.01% |
+25,079
| New | +$1.79M |
|
2271
PUT
Ecolab
ECL
$79.8B
| $1.56M | ﹤0.01% |
10,000
+1,700
| +20% | +$319K |
|
2272
Pentair
PNR
$10.7B
| $1.56M | ﹤0.01% |
52,365
+3,185
| +6% | +$128K |
|
2273
Ross Stores
ROST
$82B
| $1.56M | ﹤0.01% |
17,917
+10,814
| +152% | +$1.15M |
|
|
MOMO
2274
CALL
Hello Group
MOMO
$879M
| $1.56M | ﹤0.01% |
71,800
-200
| -0.3% | -$5.96K |
|
2275
PUT
StoneCo
STNE
$2.53B
| $1.56M | ﹤0.01% |
71,500
+29,300
| +69% | +$1.12M |
|
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.