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 | |
|---|---|---|---|---|---|---|
2351
International Flavors & Fragrances
IFF
$21.7B
| $1.47M | ﹤0.01% |
14,351
-32,175
| -69% | -$4.01M |
|
|
DBS
2352
DELISTED
Invesco DB Silver Fund
DBS
| $1.46M | ﹤0.01% |
72,327
+44,711
| +162% | +$1.08M |
|
2353
Nice
NICE
$6B
| $1.46M | ﹤0.01% |
10,166
+8,822
| +656% | +$1.42M |
|
2354
PUT
Restaurant Brands International
QSR
$25.4B
| $1.46M | ﹤0.01% |
36,100
+21,000
| +139% | +$1.19M |
|
2355
Saba Closed-End Funds ETF
CEFS
$438M
| $1.46M | ﹤0.01% |
+95,416
| New | +$1.84M |
|
|
EXAS
2356
PUT
DELISTED
Exact Sciences
EXAS
| $1.46M | ﹤0.01% |
25,100
-126,900
| -83% | -$10.3M |
|
2357
CALL
DaVita
DVA
$11.7B
| $1.45M | ﹤0.01% |
19,100
+6,200
| +48% | +$487K |
|
2358
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$98.8M
| $1.45M | ﹤0.01% |
35,112
+12,501
| +55% | +$603K |
|
|
BRMK
2359
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
| $1.45M | ﹤0.01% |
+193,258
| New | +$2.13M |
|
2360
Atlassian
TEAM
$38.5B
| $1.45M | ﹤0.01% |
10,561
-4,023
| -28% | -$562K |
|
2361
CALL
iShares Gold Trust
IAU
$65.1B
| $1.45M | ﹤0.01% |
+48,050
| New | +$1.45M |
|
2362
First Trust Japan AlphaDEX Fund
FJP
$261M
| $1.45M | ﹤0.01% |
35,814
-26,756
| -43% | -$1.23M |
|
2363
United Parks & Resorts
PRKS
$2.07B
| $1.44M | ﹤0.01% |
131,006
+106,471
| +434% | +$2.91M |
|
2364
PUT
Alkermes
ALKS
$8.29B
| $1.44M | ﹤0.01% |
+100,000
| New | +$1.79M |
|
2365
CALL
Broadridge
BR
$19.8B
| $1.44M | ﹤0.01% |
+15,200
| New | +$1.73M |
|
2366
CALL
Adient
ADNT
$1.44B
| $1.44M | ﹤0.01% |
158,600
+143,000
| +917% | +$2.88M |
|
|
BSAE
2367
DELISTED
Invesco BulletShares 2021 USD Emerging Markets Debt ETF
BSAE
| $1.44M | ﹤0.01% |
58,203
+13,099
| +29% | +$331K |
|
2368
PUT
Ionis Pharmaceuticals
IONS
$9.46B
| $1.44M | ﹤0.01% |
+30,400
| New | +$1.69M |
|
2369
iShares Core S&P Small-Cap ETF
IJR
$112B
| $1.44M | ﹤0.01% |
25,595
-39,518
| -61% | -$2.94M |
|
|
AGN
2370
PUT
DELISTED
Allergan plc
AGN
| $1.44M | ﹤0.01% |
8,100
-33,300
| -80% | -$6.27M |
|
2371
PUT
Canadian Natural Resources
CNQ
$97.4B
| $1.43M | ﹤0.01% |
+216,452
| New | +$2.58M |
|
2372
PUT
Tenet Healthcare
THC
$20.9B
| $1.43M | ﹤0.01% |
99,600
+92,500
| +1,303% | +$2.66M |
|
|
PXD
2373
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.43M | ﹤0.01% |
20,417
+18,807
| +1,168% | +$2.24M |
|
2374
Franklin Dynamic Municipal Bond ETF
FLMI
$2.36B
| $1.43M | ﹤0.01% |
57,944
+39,877
| +221% | +$1.01M |
|
2375
PUT
Eaton
ETN
$173B
| $1.43M | ﹤0.01% |
18,400
+1,600
| +10% | +$147K |
|
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.