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 | |
|---|---|---|---|---|---|---|
4126
CALL
ICICI Bank
IBN
$108B
| $948K | ﹤0.01% |
+102,000
| New | +$906K |
|
4127
PUT
United States Gasoline Fund
UGA
$136M
| $948K | ﹤0.01% |
+50,000
| New | +$766K |
|
|
MESO
4128
PUT
Mesoblast
MESO
$2.16B
| $947K | ﹤0.01% |
+42,200
| New | +$903K |
|
4129
Diamondrock Hospitality Co
DRH
$2.48B
| $946K | ﹤0.01% |
171,100
+138,771
| +429% | +$764K |
|
|
SWCH
4130
PUT
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $946K | ﹤0.01% |
+53,100
| New | +$930K |
|
4131
BlackLine
BL
$1.7B
| $945K | ﹤0.01% |
11,389
+6,931
| +155% | +$463K |
|
4132
Establishment Labs
ESTA
$2.21B
| $945K | ﹤0.01% |
50,604
+24,627
| +95% | +$419K |
|
4133
CALL
Globus Medical
GMED
$11.7B
| $945K | ﹤0.01% |
+19,800
| New | +$955K |
|
|
ADAM
4134
Adamas Trust
ADAM
$880M
| $944K | ﹤0.01% |
+90,408
| New | +$793K |
|
4135
PUT
Karyopharm Therapeutics
KPTI
$44.4M
| $943K | ﹤0.01% |
+3,320
| New | +$982K |
|
4136
PUT
Nokia
NOK
$51B
| $943K | ﹤0.01% |
214,300
+137,000
| +177% | +$518K |
|
4137
CALL
Sunoco
SUN
$13.5B
| $943K | ﹤0.01% |
+41,300
| New | +$960K |
|
|
ODP
4138
DELISTED
ODP
ODP
| $942K | ﹤0.01% |
40,075
+35,732
| +823% | +$779K |
|
4139
PUT
Gaming and Leisure Properties
GLPI
$12.5B
| $941K | ﹤0.01% |
27,200
+18,900
| +228% | +$589K |
|
|
ONEM
4140
PUT
DELISTED
1Life Healthcare
ONEM
| $941K | ﹤0.01% |
+25,900
| New | +$729K |
|
|
WDR
4141
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $940K | ﹤0.01% |
+60,562
| New | +$831K |
|
|
MYOK
4142
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $940K | ﹤0.01% |
9,721
+1,366
| +16% | +$114K |
|
4143
PUT
CNX Resources
CNX
$5.32B
| $939K | ﹤0.01% |
+108,600
| New | +$1.09M |
|
4144
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$426M
| $939K | ﹤0.01% |
48,407
-6,045
| -11% | -$114K |
|
4145
Huntington Bancshares
HBAN
$35.6B
| $939K | ﹤0.01% |
103,842
-303,248
| -74% | -$2.68M |
|
|
TBI
4146
Trueblue
TBI
$323M
| $939K | ﹤0.01% |
+61,518
| New | +$914K |
|
4147
PUT
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $939K | ﹤0.01% |
24,200
+13,700
| +130% | +$500K |
|
4148
First Trust Ultra Short Duration Municipal ETF
FUMB
$248M
| $938K | ﹤0.01% |
+46,674
| New | +$939K |
|
4149
NiSource
NI
$20B
| $937K | ﹤0.01% |
41,183
-35,789
| -46% | -$863K |
|
4150
PUT
Cooper Companies
COO
$14.9B
| $936K | ﹤0.01% |
13,200
-30,800
| -70% | -$2.28M |
|
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.