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 | |
|---|---|---|---|---|---|---|
1801
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$697M
| $5.16M | ﹤0.01% |
133,266
+109,926
| +471% | +$4.18M |
|
|
GWPH
1802
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $5.15M | ﹤0.01% |
42,000
+19,100
| +83% | +$2.17M |
|
1803
Loews
L
$23.7B
| $5.15M | ﹤0.01% |
150,210
+119,508
| +389% | +$4.03M |
|
1804
CALL
Keysight
KEYS
$57.6B
| $5.15M | ﹤0.01% |
51,100
-15,900
| -24% | -$1.56M |
|
1805
Markel Group
MKL
$23.2B
| $5.15M | ﹤0.01% |
+5,575
| New | +$5.07M |
|
1806
CALL
Sherwin-Williams
SHW
$88.2B
| $5.14M | ﹤0.01% |
26,700
+4,800
| +22% | +$865K |
|
1807
First Trust Emerging Markets Local Currency Bond ETF
FEMB
$361M
| $5.14M | ﹤0.01% |
148,564
-379,759
| -72% | -$12.8M |
|
1808
FlexShares Credit-Scored US Long Corporate Bond Index Fund
LKOR
$30.2M
| $5.13M | ﹤0.01% |
82,669
+75,277
| +1,018% | +$4.47M |
|
1809
Parker-Hannifin
PH
$135B
| $5.13M | ﹤0.01% |
27,975
-9,634
| -26% | -$1.55M |
|
1810
CALL
Archer Daniels Midland
ADM
$37.4B
| $5.12M | ﹤0.01% |
128,400
+101,800
| +383% | +$3.81M |
|
1811
CALL
DHT Holdings
DHT
$2.96B
| $5.12M | ﹤0.01% |
+998,200
| New | +$6.36M |
|
1812
NIO
NIO
$11.5B
| $5.11M | ﹤0.01% |
662,197
+42,957
| +7% | +$189K |
|
1813
Shake Shack
SHAK
$2.84B
| $5.11M | ﹤0.01% |
96,494
+76,059
| +372% | +$3.85M |
|
1814
Zimmer Biomet
ZBH
$18.5B
| $5.11M | ﹤0.01% |
44,119
+20,242
| +85% | +$2.33M |
|
|
GTM
1815
CALL
ZoomInfo Technologies
GTM
$1.21B
| $5.09M | ﹤0.01% |
+99,800
| New | +$4.77M |
|
|
NUVA
1816
PUT
DELISTED
NuVasive, Inc.
NUVA
| $5.09M | ﹤0.01% |
91,500
+67,400
| +280% | +$3.9M |
|
1817
CALL
Upwork
UPWK
$1.16B
| $5.09M | ﹤0.01% |
+352,600
| New | +$3.7M |
|
1818
F5
FFIV
$23.5B
| $5.09M | ﹤0.01% |
36,469
+28,454
| +355% | +$3.83M |
|
|
GRP.U
1819
DELISTED
Granite Real Estate Investment Trust
GRP.U
| $5.09M | ﹤0.01% |
+98,500
| New | +$4.62M |
|
1820
CALL
Ally Financial
ALLY
$13.4B
| $5.08M | ﹤0.01% |
+256,300
| New | +$4.36M |
|
|
JNPR
1821
CALL
DELISTED
Juniper Networks
JNPR
| $5.08M | ﹤0.01% |
222,300
+124,200
| +127% | +$2.86M |
|
1822
CALL
Nasdaq
NDAQ
$52.9B
| $5.08M | ﹤0.01% |
127,500
+99,300
| +352% | +$3.7M |
|
1823
CALL
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $5.08M | ﹤0.01% |
+160,900
| New | +$4.86M |
|
1824
CALL
Marriott Vacations Worldwide
VAC
$4.28B
| $5.07M | ﹤0.01% |
61,700
+46,600
| +309% | +$3.8M |
|
1825
Avery Dennison
AVY
$13.2B
| $5.06M | ﹤0.01% |
44,381
+33,147
| +295% | +$3.64M |
|
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.