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 | |
|---|---|---|---|---|---|---|
2276
Incyte
INCY
$24.7B
| $1.56M | ﹤0.01% |
21,255
-20,109
| -49% | -$1.52M |
|
2277
PUT
Boyd Gaming
BYD
$5.93B
| $1.55M | ﹤0.01% |
+107,800
| New | +$2.76M |
|
2278
PIMCO RAFI Multi-Factor International Equity ETF
MFDX
$469M
| $1.55M | ﹤0.01% |
78,593
-109,020
| -58% | -$2.59M |
|
|
BSDE
2279
DELISTED
Invesco BulletShares 2024 USD Emerging Markets Debt ETF
BSDE
| $1.55M | ﹤0.01% |
+66,397
| New | +$1.71M |
|
2280
CALL
iShares US Home Construction ETF
ITB
$2.34B
| $1.55M | ﹤0.01% |
53,700
-10,200
| -16% | -$437K |
|
2281
IQ ARB Merger Arbitrage ETF
MNA
$253M
| $1.55M | ﹤0.01% |
51,561
+39,437
| +325% | +$1.27M |
|
2282
Itaú Unibanco
ITUB
$86.9B
| $1.55M | ﹤0.01% |
481,575
+241,293
| +100% | +$1.24M |
|
2283
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
| $1.55M | ﹤0.01% |
+35,092
| New | +$1.82M |
|
2284
CALL
Lumentum
LITE
$64.3B
| $1.55M | ﹤0.01% |
21,000
-12,200
| -37% | -$960K |
|
2285
Cadence Design Systems
CDNS
$92.4B
| $1.54M | ﹤0.01% |
23,395
+20,204
| +633% | +$1.4M |
|
2286
Elastic
ESTC
$7.96B
| $1.54M | ﹤0.01% |
27,687
-4,216
| -13% | -$272K |
|
|
SDAG
2287
DELISTED
IQ Short Duration Enhanced Core Bond U.S. ETF
SDAG
| $1.54M | ﹤0.01% |
62,990
+20,333
| +48% | +$515K |
|
|
TSG
2288
DELISTED
The Stars Group Inc.
TSG
| $1.54M | ﹤0.01% |
75,379
+33,079
| +78% | +$744K |
|
2289
Gen Digital
GEN
$17.6B
| $1.54M | ﹤0.01% |
82,394
-229,788
| -74% | -$4.97M |
|
|
CHL
2290
CALL
DELISTED
China Mobile Limited
CHL
| $1.54M | ﹤0.01% |
+40,900
| New | +$1.64M |
|
2291
Ally Financial
ALLY
$13.4B
| $1.54M | ﹤0.01% |
106,746
+338
| +0.3% | +$8.88K |
|
2292
CALL
Arrowhead Research
ARWR
$12.5B
| $1.54M | ﹤0.01% |
53,500
-30,100
| -36% | -$1.21M |
|
2293
CALL
iShares Semiconductor ETF
SOXX
$45.3B
| $1.54M | ﹤0.01% |
22,500
-31,800
| -59% | -$2.52M |
|
2294
Pacer Data & Infrastructure Real Estate ETF
SRVR
$378M
| $1.54M | ﹤0.01% |
50,215
+5,180
| +12% | +$170K |
|
2295
CALL
Aecom
ACM
$9.47B
| $1.54M | ﹤0.01% |
+51,500
| New | +$2.2M |
|
2296
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $1.54M | ﹤0.01% |
15,900
+3,000
| +23% | +$331K |
|
2297
NetApp
NTAP
$39.5B
| $1.53M | ﹤0.01% |
36,820
-36,063
| -49% | -$1.86M |
|
2298
MKS Inc
MKSI
$20B
| $1.53M | ﹤0.01% |
18,829
+11,759
| +166% | +$1.2M |
|
2299
Phillips 66
PSX
$85.5B
| $1.53M | ﹤0.01% |
28,558
-21,398
| -43% | -$1.74M |
|
|
PARA
2300
DELISTED
Paramount Global Class B
PARA
| $1.53M | ﹤0.01% |
109,285
-53,208
| -33% | -$1.53M |
|
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.