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 | |
|---|---|---|---|---|---|---|
|
ITCI
1526
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $6.67M | 0.01% |
259,900
+244,000
| +1,535% | +$4.94M |
|
1527
W.P. Carey
WPC
$16.4B
| $6.67M | 0.01% |
100,591
+65,831
| +189% | +$4.09M |
|
1528
CALL
KKR & Co
KKR
$92.8B
| $6.66M | 0.01% |
215,800
+61,500
| +40% | +$1.65M |
|
1529
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
| $6.66M | 0.01% |
218,402
+17,463
| +9% | +$523K |
|
1530
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $6.66M | 0.01% |
211,100
-91,500
| -30% | -$2.76M |
|
1531
Ulta Beauty
ULTA
$23.2B
| $6.66M | 0.01% |
32,722
+29,412
| +889% | +$6.32M |
|
1532
PUT
Toronto Dominion Bank
TD
$200B
| $6.64M | 0.01% |
148,900
+133,500
| +867% | +$5.68M |
|
1533
PUT
Marvell Technology
MRVL
$189B
| $6.64M | 0.01% |
189,300
+133,300
| +238% | +$3.9M |
|
|
BZUN
1534
CALL
Baozun
BZUN
$169M
| $6.64M | 0.01% |
172,600
+159,200
| +1,188% | +$5M |
|
1535
CALL
Sysco
SYY
$40.4B
| $6.64M | 0.01% |
121,400
+66,200
| +120% | +$3.48M |
|
1536
VanEck Intermediate Muni ETF
ITM
$2.15B
| $6.63M | 0.01% |
130,235
-282,366
| -68% | -$14M |
|
1537
Core Laboratories
CLB
$513M
| $6.62M | 0.01% |
325,629
+311,865
| +2,266% | +$5.59M |
|
1538
CALL
AerCap
AER
$24.4B
| $6.62M | 0.01% |
214,800
+202,300
| +1,618% | +$5.78M |
|
1539
FlexShares International Quality Dividend Index Fund
IQDF
$1.16B
| $6.61M | 0.01% |
+328,508
| New | +$6.31M |
|
1540
CALL
Cerence
CRNC
$408M
| $6.6M | 0.01% |
+161,500
| New | +$4.64M |
|
1541
iShares Select Dividend ETF
DVY
$23.5B
| $6.6M | 0.01% |
81,712
-9,428
| -10% | -$753K |
|
1542
CALL
Thor Industries
THO
$4.04B
| $6.59M | 0.01% |
61,900
+53,400
| +628% | +$4.18M |
|
1543
CALL
Bausch Health
BHC
$2.21B
| $6.59M | ﹤0.01% |
360,200
+248,400
| +222% | +$4.38M |
|
1544
CALL
AES
AES
$10.5B
| $6.59M | ﹤0.01% |
+454,500
| New | +$5.97M |
|
1545
PUT
Dominion Energy
D
$58.8B
| $6.58M | ﹤0.01% |
81,100
+47,700
| +143% | +$3.83M |
|
|
GBT
1546
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $6.56M | ﹤0.01% |
+103,842
| New | +$7.12M |
|
1547
PUT
Albemarle
ALB
$14.8B
| $6.55M | ﹤0.01% |
84,900
-31,600
| -27% | -$2.15M |
|
|
SRNE
1548
CALL
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $6.55M | ﹤0.01% |
+1,043,600
| New | +$4M |
|
1549
Virgin Galactic
SPCE
$377M
| $6.55M | ﹤0.01% |
20,033
+14,081
| +237% | +$4.63M |
|
1550
PUT
Alerian MLP ETF
AMLP
$12.9B
| $6.54M | ﹤0.01% |
265,100
+132,140
| +99% | +$3.24M |
|
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.