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 | |
|---|---|---|---|---|---|---|
2701
Illumina
ILMN
$28.4B
| $2.6M | ﹤0.01% |
7,215
-9,453
| -57% | -$3.04M |
|
|
SNBR
2702
PUT
DELISTED
Sleep Number
SNBR
| $2.59M | ﹤0.01% |
+62,300
| New | +$1.98M |
|
|
AJRD
2703
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $2.59M | ﹤0.01% |
+65,456
| New | +$2.72M |
|
|
2704
CALL
T-Mobile US
TMUS
$190B
| $2.59M | ﹤0.01% |
24,900
-45,500
| -65% | -$4.36M |
|
2705
Schwab 1000 Index ETF
SCHK
$5.92B
| $2.59M | ﹤0.01% |
170,720
+31,890
| +23% | +$457K |
|
2706
PUT
M&T Bank
MTB
$36.2B
| $2.59M | ﹤0.01% |
24,900
+22,100
| +789% | +$2.33M |
|
|
GOOS
2707
CALL
Canada Goose Holdings
GOOS
$856M
| $2.59M | ﹤0.01% |
111,600
+86,700
| +348% | +$1.93M |
|
|
DMRI
2708
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $2.59M | ﹤0.01% |
58,626
+2,814
| +5% | +$122K |
|
2709
PUT
Corteva
CTVA
$51.3B
| $2.58M | ﹤0.01% |
+96,500
| New | +$2.51M |
|
|
HDV
2710
iShares Core High Dividend ETF
HDV
$14.9B
| $2.58M | ﹤0.01% |
159,050
-38,870
| -20% | -$628K |
|
2711
PUT
Bread Financial
BFH
$4.38B
| $2.58M | ﹤0.01% |
+71,672
| New | +$2.55M |
|
2712
Hanover Insurance
THG
$7.98B
| $2.58M | ﹤0.01% |
25,457
+21,829
| +602% | +$2.14M |
|
2713
Invesco Golden Dragon China ETF
PGJ
$98.7M
| $2.58M | ﹤0.01% |
52,789
+5,614
| +12% | +$240K |
|
2714
PIMCO RAFI Dynamic Multi-Factor US Equity ETF
MFUS
$301M
| $2.58M | ﹤0.01% |
+93,001
| New | +$2.46M |
|
2715
CALL
JB Hunt Transport Services
JBHT
$25.2B
| $2.58M | ﹤0.01% |
+21,400
| New | +$2.31M |
|
2716
CALL
Adaptive Biotechnologies
ADPT
$3.97B
| $2.57M | ﹤0.01% |
+53,200
| New | +$1.94M |
|
2717
PUT
PagerDuty
PD
$902M
| $2.57M | ﹤0.01% |
89,900
+71,600
| +391% | +$1.73M |
|
2718
LKQ Corp
LKQ
$6.29B
| $2.57M | ﹤0.01% |
97,996
+79,451
| +428% | +$1.95M |
|
2719
FlexShares STOXX Global Broad Infrastructure Index Fund
NFRA
$3.02B
| $2.56M | ﹤0.01% |
53,671
-53,122
| -50% | -$2.46M |
|
2720
PUT
Neurocrine Biosciences
NBIX
$16.6B
| $2.56M | ﹤0.01% |
21,000
+17,900
| +577% | +$1.98M |
|
|
IMMU
2721
PUT
DELISTED
Immunomedics Inc
IMMU
| $2.56M | ﹤0.01% |
72,300
+13,200
| +22% | +$386K |
|
2722
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$745M
| $2.56M | ﹤0.01% |
9,745
+3,885
| +66% | +$977K |
|
2723
Diamondback Energy
FANG
$52.7B
| $2.55M | ﹤0.01% |
61,093
+21,327
| +54% | +$871K |
|
|
TPH
2724
DELISTED
Tri Pointe Homes
TPH
| $2.55M | ﹤0.01% |
+173,771
| New | +$2.13M |
|
2725
Invesco BulletShares 2028 Municipal Bond ETF
BSMS
$311M
| $2.55M | ﹤0.01% |
100,405
+37,396
| +59% | +$931K |
|
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.