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 | |
|---|---|---|---|---|---|---|
2376
CALL
Dell
DELL
$296B
| $1.43M | ﹤0.01% |
71,225
-4,341
| -6% | -$100K |
|
2377
First Trust Institutional Preferred Securities and Income ETF
FPEI
$1.94B
| $1.43M | ﹤0.01% |
84,446
-46,025
| -35% | -$890K |
|
2378
CALL
JetBlue
JBLU
$2.13B
| $1.43M | ﹤0.01% |
159,500
+143,700
| +909% | +$2.38M |
|
2379
PUT
HDFC Bank
HDB
$120B
| $1.43M | ﹤0.01% |
74,200
+67,000
| +931% | +$1.8M |
|
2380
CALL
Sony
SONY
$140B
| $1.43M | ﹤0.01% |
120,500
-135,500
| -53% | -$1.78M |
|
2381
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.3M
| $1.42M | ﹤0.01% |
23,400
-21,696
| -48% | -$1.31M |
|
|
AGND
2382
DELISTED
WisdomTree Trust WisdomTree Negative Duration U.S. Aggregate Bond Fund
AGND
| $1.42M | ﹤0.01% |
37,958
-26,110
| -41% | -$1.04M |
|
2383
PUT
CSX Corp
CSX
$92.8B
| $1.42M | ﹤0.01% |
74,400
-244,800
| -77% | -$5.72M |
|
2384
Bunge Global
BG
$21.6B
| $1.42M | ﹤0.01% |
34,605
-29,529
| -46% | -$1.44M |
|
2385
Energy Transfer Partners
ET
$70.9B
| $1.42M | ﹤0.01% |
308,722
-239,098
| -44% | -$2.55M |
|
2386
Direxion Daily S&P 500 Bull 2X ETF
SPUU
$282M
| $1.42M | ﹤0.01% |
36,085
+23,532
| +187% | +$1.4M |
|
2387
Cincinnati Financial
CINF
$26.7B
| $1.42M | ﹤0.01% |
+18,765
| New | +$1.87M |
|
|
CTRA
2388
PUT
DELISTED
Coterra Energy
CTRA
| $1.42M | ﹤0.01% |
+82,400
| New | +$1.3M |
|
2389
Invesco Floating Rate Municipal Income ETF
PVI
$31M
| $1.42M | ﹤0.01% |
56,659
+12,233
| +28% | +$305K |
|
2390
ProShares Ultra Dow30
DDM
$547M
| $1.41M | ﹤0.01% |
+94,994
| New | +$2.3M |
|
2391
Schwab US REIT ETF
SCHH
$11.2B
| $1.41M | ﹤0.01% |
86,390
-133,204
| -61% | -$2.84M |
|
2392
WisdomTree US MidCap Dividend Fund
DON
$4.08B
| $1.41M | ﹤0.01% |
58,503
+28,972
| +98% | +$975K |
|
2393
PUT
NetApp
NTAP
$39B
| $1.41M | ﹤0.01% |
33,900
+26,700
| +371% | +$1.38M |
|
2394
Brinker International
EAT
$9.76B
| $1.41M | ﹤0.01% |
117,572
+106,327
| +946% | +$3.58M |
|
2395
Franklin US Large Cap Multifactor Index ETF
FLQL
$2.1B
| $1.41M | ﹤0.01% |
51,148
-34,408
| -40% | -$1.13M |
|
2396
US Bancorp
USB
$100B
| $1.41M | ﹤0.01% |
40,944
+35,627
| +670% | +$1.72M |
|
2397
Global X Social Media ETF
SOCL
$93.6M
| $1.41M | ﹤0.01% |
47,812
+14,674
| +44% | +$496K |
|
2398
Vanguard International Dividend Appreciation ETF
VIGI
$9.28B
| $1.41M | ﹤0.01% |
+24,184
| New | +$1.63M |
|
2399
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$432M
| $1.41M | ﹤0.01% |
25,294
+3,683
| +17% | +$243K |
|
|
FL
2400
DELISTED
Foot Locker
FL
| $1.41M | ﹤0.01% |
63,709
-227,641
| -78% | -$7.74M |
|
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.