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 | |
|---|---|---|---|---|---|---|
2801
CALL
WEX
WEX
$6.31B
| $2.39M | ﹤0.01% |
+14,500
| New | +$1.99M |
|
2802
iShares Global Industrials ETF
EXI
$1.48B
| $2.39M | ﹤0.01% |
28,679
-64,178
| -69% | -$5.02M |
|
2803
Sensata Technologies
ST
$6.79B
| $2.39M | ﹤0.01% |
+64,209
| New | +$2.27M |
|
|
HOLD
2804
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $2.39M | ﹤0.01% |
24,296
-6,243
| -20% | -$610K |
|
2805
BlackRock Short Maturity Municipal Bond ETF
MEAR
$1.36B
| $2.39M | ﹤0.01% |
47,607
-275,037
| -85% | -$13.7M |
|
2806
VanEck India Growth Leaders ETF
GLIN
$95.5M
| $2.39M | ﹤0.01% |
99,015
-68,687
| -41% | -$1.54M |
|
2807
CALL
InMode
INMD
$880M
| $2.38M | ﹤0.01% |
168,200
+149,400
| +795% | +$2M |
|
2808
CALL
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$531M
| $2.38M | ﹤0.01% |
21,590
+810
| +4% | +$68.2K |
|
2809
KeyCorp
KEY
$24.4B
| $2.38M | ﹤0.01% |
195,477
+140,288
| +254% | +$1.63M |
|
2810
CALL
Viking Therapeutics
VKTX
$4B
| $2.38M | ﹤0.01% |
329,900
+315,200
| +2,144% | +$2.09M |
|
2811
PUT
Lamb Weston
LW
$7.19B
| $2.38M | ﹤0.01% |
37,200
+33,200
| +830% | +$2M |
|
2812
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
| $2.38M | ﹤0.01% |
5,840
+650
| +13% | +$270K |
|
2813
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
| $2.37M | ﹤0.01% |
62,792
+7,664
| +14% | +$274K |
|
2814
PUT
Annaly Capital Management
NLY
$17.4B
| $2.37M | ﹤0.01% |
90,375
+49,925
| +123% | +$1.23M |
|
2815
PUT
Sony
SONY
$138B
| $2.37M | ﹤0.01% |
171,500
+119,500
| +230% | +$1.55M |
|
2816
PUT
Kinross Gold
KGC
$32.8B
| $2.37M | ﹤0.01% |
+328,100
| New | +$2.13M |
|
2817
CALL
Cleveland-Cliffs
CLF
$6.99B
| $2.37M | ﹤0.01% |
428,900
+356,700
| +494% | +$1.73M |
|
2818
Schwab US Large- Cap ETF
SCHX
$74.5B
| $2.37M | ﹤0.01% |
191,610
-245,826
| -56% | -$2.86M |
|
2819
Franklin FTSE Japan Hedged ETF
FLJH
$184M
| $2.37M | ﹤0.01% |
98,763
+6,943
| +8% | +$158K |
|
2820
Tyson Foods
TSN
$20.4B
| $2.37M | ﹤0.01% |
39,601
-169,789
| -81% | -$10.3M |
|
2821
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
| $2.36M | ﹤0.01% |
41,590
-270,475
| -87% | -$13.6M |
|
2822
CALL
Ollie's Bargain Outlet
OLLI
$4.94B
| $2.36M | ﹤0.01% |
24,200
+3,400
| +16% | +$261K |
|
2823
ALPS Strategic Income Fund
RIGS
$60.8M
| $2.36M | ﹤0.01% |
96,154
-148,705
| -61% | -$3.52M |
|
2824
CALL
Entegris
ENTG
$23.2B
| $2.36M | ﹤0.01% |
+40,000
| New | +$2.22M |
|
2825
PUT
Illinois Tool Works
ITW
$84.5B
| $2.36M | ﹤0.01% |
13,500
-5,800
| -30% | -$947K |
|
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.