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 MSCI Emerging Markets ETF
IEMG
|
+$653M |
| 2 |
Alibaba
BABA
|
+$396M |
| 3 |
T-Mobile US
TMUS
|
+$286M |
| 4 |
UGAZ
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
|
+$269M |
| 5 |
iShares National Muni Bond ETF
MUB
|
+$226M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Floating Rate Bond ETF
FLOT
|
+$692M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$686M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$677M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$482M |
| 5 |
Amazon
AMZN
|
+$404M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.85% |
| 2 | Consumer Discretionary | 1.69% |
| 3 | Communication Services | 1.17% |
| 4 | Healthcare | 1.05% |
| 5 | Industrials | 1.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2476
PUT
Kohl's
KSS
$2.19B
| $3.06M | ﹤0.01% |
147,100
+126,900
| +628% | +$2.45M |
|
2477
CALL
KB Home
KBH
$3.59B
| $3.05M | ﹤0.01% |
99,500
+55,800
| +128% | +$1.54M |
|
|
FLG
2478
Flagstar Bank National Association
FLG
$5.82B
| $3.05M | ﹤0.01% |
99,783
+69,930
| +234% | +$2.1M |
|
2479
PUT
Moody's
MCO
$82.7B
| $3.05M | ﹤0.01% |
11,100
-24,000
| -68% | -$6.1M |
|
|
PSB
2480
DELISTED
PS Business Parks, Inc.
PSB
| $3.05M | ﹤0.01% |
+23,036
| New | +$2.96M |
|
2481
iShares Agency Bond ETF
AGZ
$565M
| $3.05M | ﹤0.01% |
25,152
-21,599
| -46% | -$2.61M |
|
2482
Molina Healthcare
MOH
$10.3B
| $3.05M | ﹤0.01% |
17,116
+9,809
| +134% | +$1.67M |
|
2483
PUT
FIVE9
FIVN
$2.54B
| $3.04M | ﹤0.01% |
27,500
+22,500
| +450% | +$2.19M |
|
|
FOLD
2484
CALL
DELISTED
Amicus Therapeutics
FOLD
| $3.04M | ﹤0.01% |
+201,700
| New | +$2.46M |
|
2485
STAAR Surgical
STAA
$1.21B
| $3.04M | ﹤0.01% |
+49,414
| New | +$2.02M |
|
2486
PUT
BioNTech
BNTX
$23.5B
| $3.04M | ﹤0.01% |
+45,400
| New | +$2.27M |
|
2487
Deckers Outdoor
DECK
$13.3B
| $3.04M | ﹤0.01% |
92,820
+78,960
| +570% | +$2.18M |
|
2488
iShares Currency Hedged MSCI Japan ETF
HEWJ
$744M
| $3.04M | ﹤0.01% |
98,892
+65,895
| +200% | +$1.93M |
|
2489
Federal Realty Investment Trust
FRT
$10.3B
| $3.03M | ﹤0.01% |
35,563
+26,266
| +283% | +$2.12M |
|
2490
Suncor Energy
SU
$70.3B
| $3.03M | ﹤0.01% |
179,778
+61,479
| +52% | +$1.05M |
|
2491
CALL
Ionis Pharmaceuticals
IONS
$9.4B
| $3.02M | ﹤0.01% |
51,300
+13,200
| +35% | +$734K |
|
2492
Cooper Companies
COO
$14.5B
| $3.02M | ﹤0.01% |
42,636
+384
| +0.9% | +$28.5K |
|
|
SAGE
2493
PUT
DELISTED
Sage Therapeutics
SAGE
| $3.02M | ﹤0.01% |
72,600
+60,100
| +481% | +$2.18M |
|
2494
VeriSign
VRSN
$26.6B
| $3.02M | ﹤0.01% |
14,590
+10,067
| +223% | +$2.09M |
|
|
AIV
2495
Aimco
AIV
$383M
| $3.02M | ﹤0.01% |
601,483
+339,248
| +129% | +$1.68M |
|
2496
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $3.02M | ﹤0.01% |
68,700
-355,500
| -84% | -$13.5M |
|
2497
CALL
Dover
DOV
$28.4B
| $3.01M | ﹤0.01% |
+31,200
| New | +$2.88M |
|
2498
iShares Core 10+ Year USD Bond ETF
ILTB
$596M
| $3.01M | ﹤0.01% |
40,164
-360,686
| -90% | -$26.4M |
|
2499
First Trust Global Wind Energy ETF
FAN
$281M
| $3.01M | ﹤0.01% |
209,065
+110,468
| +112% | +$1.45M |
|
2500
CALL
Hyatt Hotels
H
$16.7B
| $3.01M | ﹤0.01% |
59,800
+45,700
| +324% | +$2.43M |
|
Similar funds
Jane Street's Q2 2020 Portfolio in Review
As of Q2 2020, Jane Street held 7,896 positions worth $133B, up 30% from $102B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Jane Street's Q2 2020 filing shows 2,666 new, 2,742 increased, 1,576 reduced and 891 closed positions. Its largest new stake was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 13,559,721 shares worth $138M. The largest sale was iShares Floating Rate Bond ETF, an estimated $692M.
By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.1% a quarter earlier, followed by Consumer Discretionary and Communication Services.
- Jane Street's largest Q2 2020 buy was VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2: 13,559,721 shares worth $138M.
- Jane Street added most to iShares Core MSCI Emerging Markets ETF in Q2 2020, an estimated $653M increase.
- Jane Street's biggest Q2 2020 reduction was iShares Floating Rate Bond ETF, cutting an estimated $692M.
- Jane Street fully exited VanEck Junior Gold Miners ETF in Q2 2020, selling an estimated $283M.
- Jane Street's ten largest holdings make up 29% of its $133B portfolio in Q2 2020.
- Jane Street opened 2,666 new positions and closed 891 in Q2 2020.
- Jane Street's portfolio value rose 30% quarter-over-quarter to $133B.
Based on Jane Street's 13F filing for Q2 2020, filed 17 Aug 2020.