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 | |
|---|---|---|---|---|---|---|
|
CAJ
2401
DELISTED
Canon, Inc.
CAJ
| $1.41M | ﹤0.01% |
64,944
+16,224
| +33% | +$409K |
|
2402
Applied Industrial Technologies
AIT
$13.2B
| $1.4M | ﹤0.01% |
+30,671
| New | +$1.81M |
|
2403
Boyd Gaming
BYD
$5.92B
| $1.4M | ﹤0.01% |
96,896
+78,769
| +435% | +$2.02M |
|
|
SPYM
2404
State Street SPDR Portfolio S&P 500 ETF
SPYM
$169B
| $1.4M | ﹤0.01% |
46,180
-99,496
| -68% | -$3.57M |
|
2405
CALL
NIO
NIO
$12.1B
| $1.4M | ﹤0.01% |
502,200
-556,200
| -53% | -$2.07M |
|
|
BERY
2406
DELISTED
Berry Global Group, Inc.
BERY
| $1.39M | ﹤0.01% |
45,045
+37,842
| +525% | +$1.39M |
|
2407
BWX Technologies
BWXT
$15.5B
| $1.39M | ﹤0.01% |
+28,594
| New | +$1.7M |
|
|
BPMC
2408
CALL
DELISTED
Blueprint Medicines
BPMC
| $1.39M | ﹤0.01% |
+23,800
| New | +$1.53M |
|
2409
CALL
Host Hotels & Resorts
HST
$15.5B
| $1.39M | ﹤0.01% |
+126,000
| New | +$1.9M |
|
2410
Match Group
MTCH
$8.43B
| $1.39M | ﹤0.01% |
21,067
+2,990
| +17% | +$220K |
|
|
EURZ
2411
DELISTED
Xtrackers Eurozone Equity ETF
EURZ
| $1.39M | ﹤0.01% |
81,883
+36,709
| +81% | +$778K |
|
|
SKX
2412
DELISTED
Skechers
SKX
| $1.39M | ﹤0.01% |
58,497
+47,291
| +422% | +$1.63M |
|
2413
VanEck Low Carbon Energy ETF
SMOG
$134M
| $1.39M | ﹤0.01% |
22,993
+1,361
| +6% | +$102K |
|
2414
PUT
APA Corp
APA
$14.4B
| $1.39M | ﹤0.01% |
331,900
+175,500
| +112% | +$3.91M |
|
2415
PUT
Sociedad Química y Minera de Chile
SQM
$20.8B
| $1.39M | ﹤0.01% |
+61,500
| New | +$1.66M |
|
|
FLGE
2416
DELISTED
Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes
FLGE
| $1.39M | ﹤0.01% |
6,096
+2,609
| +75% | +$828K |
|
|
S
2417
CALL
DELISTED
Sprint Corporation
S
| $1.39M | ﹤0.01% |
160,800
+136,500
| +562% | +$958K |
|
|
CGC
2418
Canopy Growth
CGC
$402M
| $1.39M | ﹤0.01% |
9,505
-15,696
| -62% | -$2.95M |
|
2419
Ovintiv
OVV
$17.6B
| $1.39M | ﹤0.01% |
513,108
+470,756
| +1,112% | +$6.18M |
|
2420
iShares Dow Jones US ETF
IYY
$3.07B
| $1.38M | ﹤0.01% |
21,936
+15,230
| +227% | +$1.15M |
|
2421
Vanguard Dividend Appreciation ETF
VIG
$114B
| $1.38M | ﹤0.01% |
13,371
+10,514
| +368% | +$1.25M |
|
2422
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
ASHS
$35M
| $1.38M | ﹤0.01% |
54,089
+34,189
| +172% | +$955K |
|
2423
iShares International Select Dividend ETF
IDV
$8.53B
| $1.38M | ﹤0.01% |
+61,165
| New | +$1.84M |
|
|
STMP
2424
DELISTED
Stamps.com, Inc.
STMP
| $1.38M | ﹤0.01% |
10,625
-14,822
| -58% | -$1.55M |
|
|
BHVN
2425
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $1.38M | ﹤0.01% |
40,609
+28,637
| +239% | +$1.31M |
|
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.