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 | |
|---|---|---|---|---|---|---|
2851
PUT
PPG Industries
PPG
$26.6B
| $2.32M | ﹤0.01% |
21,900
+7,200
| +49% | +$694K |
|
2852
Lumen
LUMN
$6.44B
| $2.32M | ﹤0.01% |
231,383
-43,661
| -16% | -$437K |
|
2853
PUT
Edison International
EIX
$26.4B
| $2.32M | ﹤0.01% |
42,700
+38,700
| +968% | +$2.23M |
|
|
FJNK
2854
DELISTED
Pacific Global Focused High Yield ETF
FJNK
| $2.32M | ﹤0.01% |
99,575
-195
| -0.2% | -$4.48K |
|
|
BPMC
2855
PUT
DELISTED
Blueprint Medicines
BPMC
| $2.32M | ﹤0.01% |
+29,700
| New | +$2.01M |
|
2856
Packaging Corp of America
PKG
$22.8B
| $2.32M | ﹤0.01% |
+23,212
| New | +$2.21M |
|
|
PLAN
2857
CALL
DELISTED
Anaplan, Inc.
PLAN
| $2.31M | ﹤0.01% |
51,100
+6,800
| +15% | +$285K |
|
2858
CALL
STAAR Surgical
STAA
$1.21B
| $2.31M | ﹤0.01% |
37,600
+27,300
| +265% | +$1.12M |
|
2859
Sunstone Hotel Investors
SHO
$2.06B
| $2.31M | ﹤0.01% |
283,799
+211,009
| +290% | +$1.83M |
|
2860
Vroom Inc
VRM
$48.2M
| $2.31M | ﹤0.01% |
+554
| New | +$2.15M |
|
2861
Sun Life Financial
SLF
$45.4B
| $2.31M | ﹤0.01% |
62,915
+39,515
| +169% | +$1.36M |
|
|
IBMM
2862
DELISTED
iShares iBonds Dec 2024 Term Muni Bond ETF
IBMM
| $2.31M | ﹤0.01% |
85,645
-330,715
| -79% | -$8.8M |
|
2863
PUT
Omnicom Group
OMC
$23.4B
| $2.31M | ﹤0.01% |
+42,300
| New | +$2.3M |
|
2864
BNY Mellon Emerging Markets Equity ETF
BKEM
$85.6M
| $2.3M | ﹤0.01% |
+121,245
| New | +$2.19M |
|
2865
PUT
MarketAxess Holdings
MKTX
$5.72B
| $2.3M | ﹤0.01% |
4,600
-1,600
| -26% | -$745K |
|
2866
CALL
Frontline
FRO
$8.85B
| $2.3M | ﹤0.01% |
331,400
+238,800
| +258% | +$2.03M |
|
2867
PUT
FTI Consulting
FCN
$4.18B
| $2.3M | ﹤0.01% |
+20,100
| New | +$2.43M |
|
|
AZPN
2868
PUT
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $2.3M | ﹤0.01% |
22,200
+17,500
| +372% | +$1.81M |
|
|
HTZ
2869
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $2.3M | ﹤0.01% |
1,630,100
+1,307,400
| +405% | +$4.15M |
|
|
FRAK
2870
DELISTED
VanEck Vectors Unconventional Oil & Gas ETF
FRAK
| $2.3M | ﹤0.01% |
34,855
+25,143
| +259% | +$1.54M |
|
2871
PUT
Sturm, Ruger & Co
RGR
$593M
| $2.29M | ﹤0.01% |
30,200
+19,400
| +180% | +$1.18M |
|
|
SBNY
2872
DELISTED
Signature Bank
SBNY
| $2.29M | ﹤0.01% |
+21,448
| New | +$2.11M |
|
|
ESCR
2873
DELISTED
Xtrackers Bloomberg US Investment Grade Corporate ESG ETF
ESCR
| $2.29M | ﹤0.01% |
103,150
+11,520
| +13% | +$249K |
|
2874
Vanguard US Minimum Volatility ETF
VFMV
$440M
| $2.29M | ﹤0.01% |
+28,939
| New | +$2.24M |
|
2875
Tower Semiconductor
TSEM
$28.5B
| $2.28M | ﹤0.01% |
119,543
+56,265
| +89% | +$1.08M |
|
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.