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 | |
|---|---|---|---|---|---|---|
|
AXON
1101
PUT
Axon Enterprise
AXON
$49.1B
| $11.3M | 0.01% |
115,600
+112,500
| +3,629% | +$9.1M |
|
1102
PUT
Danaher
DHR
$140B
| $11.3M | 0.01% |
72,305
+903
| +1% | +$130K |
|
1103
CALL
Invesco Mortgage Capital
IVR
$761M
| $11.3M | 0.01% |
+303,000
| New | +$10.4M |
|
|
CTXS
1104
PUT
DELISTED
Citrix Systems Inc
CTXS
| $11.3M | 0.01% |
76,600
+55,700
| +267% | +$8.01M |
|
1105
CALL
VanEck Oil Services ETF
OIH
$1.91B
| $11.3M | 0.01% |
92,770
+25,325
| +38% | +$2.83M |
|
1106
CALL
Nutanix
NTNX
$16.5B
| $11.3M | 0.01% |
476,700
+397,400
| +501% | +$8.23M |
|
1107
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$581M
| $11.3M | 0.01% |
400,700
+300,983
| +302% | +$7.84M |
|
|
LKFT
1108
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.71B
| $11.2M | 0.01% |
56,959
+45,752
| +408% | +$9.48M |
|
|
IRBT
1109
PUT
DELISTED
iRobot
IRBT
| $11.2M | 0.01% |
133,500
+83,200
| +165% | +$5.48M |
|
1110
Waters Corp
WAT
$39.3B
| $11.2M | 0.01% |
61,912
+58,832
| +1,910% | +$11.1M |
|
1111
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $11.2M | 0.01% |
432,050
+143,974
| +50% | +$3.72M |
|
1112
Sempra
SRE
$55.3B
| $11.1M | 0.01% |
190,068
+49,640
| +35% | +$3.05M |
|
|
BERY
1113
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $11.1M | 0.01% |
271,706
+254,500
| +1,479% | +$9.56M |
|
1114
CALL
Dell
DELL
$299B
| $11.1M | 0.01% |
396,968
+325,743
| +457% | +$7.32M |
|
1115
iShares ESG Aware MSCI EM ETF
ESGE
$6.74B
| $11.1M | 0.01% |
344,447
+138,908
| +68% | +$4.17M |
|
1116
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$684M
| $11M | 0.01% |
+270,368
| New | +$10.1M |
|
1117
Intercontinental Exchange
ICE
$84.1B
| $11M | 0.01% |
120,472
+82,057
| +214% | +$7.51M |
|
1118
PUT
International Flavors & Fragrances
IFF
$22.5B
| $11M | 0.01% |
90,100
+88,100
| +4,405% | +$11.1M |
|
|
DRE
1119
DELISTED
Duke Realty Corp.
DRE
| $11M | 0.01% |
311,687
+244,691
| +365% | +$8.35M |
|
1120
CALL
Axsome Therapeutics
AXSM
$11B
| $11M | 0.01% |
133,600
-18,500
| -12% | -$1.42M |
|
|
SIVB
1121
PUT
DELISTED
SVB Financial Group
SIVB
| $11M | 0.01% |
51,000
+46,400
| +1,009% | +$8.94M |
|
1122
Dover
DOV
$28.3B
| $11M | 0.01% |
113,776
+71,546
| +169% | +$6.6M |
|
|
MRSH
1123
CALL
Marsh
MRSH
$91.4B
| $11M | 0.01% |
102,300
+99,500
| +3,554% | +$10.1M |
|
1124
PUT
Teva Pharmaceuticals
TEVA
$40.5B
| $11M | 0.01% |
890,700
-832,500
| -48% | -$9.42M |
|
1125
CALL
Wheaton Precious Metals
WPM
$55.8B
| $11M | 0.01% |
249,300
+201,200
| +418% | +$7.92M |
|
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.