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 | |
|---|---|---|---|---|---|---|
2326
iShares ESG Optimized MSCI USA ETF
SUSA
$4.17B
| $1.5M | ﹤0.01% |
+27,342
| New | +$1.75M |
|
2327
PUT
IPG Photonics
IPGP
$3.61B
| $1.5M | ﹤0.01% |
+13,600
| New | +$1.78M |
|
|
KL
2328
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.5M | ﹤0.01% |
50,800
+8,500
| +20% | +$311K |
|
2329
Alpha Pro Tech
APT
$54.7M
| $1.5M | ﹤0.01% |
+124,013
| New | +$1.04M |
|
|
CS
2330
DELISTED
Credit Suisse Group
CS
| $1.49M | ﹤0.01% |
184,677
-344,426
| -65% | -$4.01M |
|
|
RDFN
2331
PUT
DELISTED
Redfin
RDFN
| $1.49M | ﹤0.01% |
+96,600
| New | +$2.25M |
|
2332
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.27B
| $1.49M | ﹤0.01% |
31,368
+20,418
| +186% | +$1.12M |
|
2333
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$82.6M
| $1.49M | ﹤0.01% |
67,600
-83,348
| -55% | -$2.23M |
|
|
CYBR
2334
DELISTED
CyberArk
CYBR
| $1.48M | ﹤0.01% |
17,340
-10,918
| -39% | -$1.26M |
|
|
MNDT
2335
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.48M | ﹤0.01% |
140,300
+124,400
| +782% | +$1.79M |
|
2336
argenx
ARGX
$54.2B
| $1.48M | ﹤0.01% |
11,259
-121,845
| -92% | -$17.8M |
|
2337
PUT
General Mills
GIS
$19.9B
| $1.48M | ﹤0.01% |
28,100
-8,200
| -23% | -$433K |
|
|
TTM
2338
DELISTED
Tata Motors Limited
TTM
| $1.48M | ﹤0.01% |
316,907
+273,169
| +625% | +$2.74M |
|
2339
Hartford Municipal Opportunities ETF
HMOP
$794M
| $1.48M | ﹤0.01% |
36,040
-46,338
| -56% | -$1.94M |
|
|
AGGP
2340
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
| $1.48M | ﹤0.01% |
74,159
+20,821
| +39% | +$413K |
|
2341
PUT
Rockwell Automation
ROK
$48.3B
| $1.48M | ﹤0.01% |
9,800
-5,300
| -35% | -$982K |
|
2342
Sprouts Farmers Market
SFM
$7.96B
| $1.48M | ﹤0.01% |
79,477
+197
| +0.2% | +$3.3K |
|
|
FNGA
2343
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
| $1.48M | ﹤0.01% |
37,089
+20,255
| +120% | +$1.41M |
|
|
SMEZ
2344
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $1.48M | ﹤0.01% |
31,695
+14,463
| +84% | +$818K |
|
2345
ASE Group
ASX
$82.7B
| $1.47M | ﹤0.01% |
379,398
+357,337
| +1,620% | +$1.67M |
|
2346
Cabot Corp
CBT
$4.46B
| $1.47M | ﹤0.01% |
+56,256
| New | +$2.14M |
|
2347
WisdomTree Enhanced Commodity Strategy Fund
GCC
$281M
| $1.47M | ﹤0.01% |
101,712
+71,927
| +241% | +$1.23M |
|
2348
Pebblebrook Hotel Trust
PEB
$2B
| $1.47M | ﹤0.01% |
134,652
+78,161
| +138% | +$1.59M |
|
|
AYX
2349
DELISTED
Alteryx Inc
AYX
| $1.47M | ﹤0.01% |
15,407
+2,150
| +16% | +$267K |
|
|
CY
2350
DELISTED
Cypress Semiconductor
CY
| $1.47M | ﹤0.01% |
62,868
+19,439
| +45% | +$444K |
|
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.