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 | |
|---|---|---|---|---|---|---|
|
EMSH
2651
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
| $2.7M | ﹤0.01% |
37,350
+9,133
| +32% | +$643K |
|
2652
ClearShares Ultra-Short Maturity ETF
OPER
$105M
| $2.7M | ﹤0.01% |
+26,953
| New | +$2.7M |
|
2653
Williams-Sonoma
WSM
$29.6B
| $2.7M | ﹤0.01% |
65,738
-75,414
| -53% | -$2.57M |
|
2654
Armstrong World Industries
AWI
$7.84B
| $2.69M | ﹤0.01% |
+34,554
| New | +$2.62M |
|
2655
PUT
Diamondback Energy
FANG
$52.7B
| $2.69M | ﹤0.01% |
64,400
+16,700
| +35% | +$682K |
|
2656
Graco
GGG
$13.5B
| $2.69M | ﹤0.01% |
56,108
+34,481
| +159% | +$1.63M |
|
2657
John Hancock Multifactor Developed International ETF
JHMD
$992M
| $2.69M | ﹤0.01% |
103,772
+93,482
| +908% | +$2.3M |
|
2658
CALL
Tanger
SKT
$4.52B
| $2.69M | ﹤0.01% |
+377,000
| New | +$2.49M |
|
2659
CALL
Ameriprise Financial
AMP
$48.8B
| $2.69M | ﹤0.01% |
17,900
+10,300
| +136% | +$1.32M |
|
2660
iShares MSCI BIC ETF
BKF
$78.6M
| $2.68M | ﹤0.01% |
64,454
-160,214
| -71% | -$6.22M |
|
2661
PUT
Crocs
CROX
$6.55B
| $2.68M | ﹤0.01% |
+72,700
| New | +$1.92M |
|
2662
Steel Dynamics
STLD
$37.6B
| $2.67M | ﹤0.01% |
102,510
-87,974
| -46% | -$2.2M |
|
2663
PUT
NovoCure
NVCR
$1.91B
| $2.67M | ﹤0.01% |
45,000
+39,800
| +765% | +$2.62M |
|
2664
Canadian Imperial Bank of Commerce
CM
$108B
| $2.67M | ﹤0.01% |
79,690
-103,870
| -57% | -$3.24M |
|
2665
Arrow Electronics
ARW
$10.4B
| $2.66M | ﹤0.01% |
38,789
+34,029
| +715% | +$2.15M |
|
2666
CALL
Box
BOX
$4.6B
| $2.66M | ﹤0.01% |
+128,300
| New | +$2.25M |
|
2667
First Trust RiverFront Dynamic Developed International ETF
RFDI
$168M
| $2.66M | ﹤0.01% |
49,836
-51,809
| -51% | -$2.59M |
|
2668
CALL
Nektar Therapeutics
NKTR
$2.58B
| $2.66M | ﹤0.01% |
+7,660
| New | +$2.39M |
|
2669
PUT
BJs Wholesale Club
BJ
$12.3B
| $2.66M | ﹤0.01% |
71,300
+49,900
| +233% | +$1.53M |
|
2670
Northern Oil and Gas
NOG
$2.35B
| $2.65M | ﹤0.01% |
316,509
+312,430
| +7,659% | +$2.67M |
|
2671
iShares Emerging Markets Equity Factor ETF
EMGF
$1.87B
| $2.65M | ﹤0.01% |
+67,226
| New | +$2.53M |
|
2672
PUT
Schrodinger
SDGR
$1.36B
| $2.65M | ﹤0.01% |
+28,900
| New | +$1.68M |
|
2673
PUT
Enterprise Products Partners
EPD
$81.7B
| $2.64M | ﹤0.01% |
145,400
+26,500
| +22% | +$474K |
|
2674
Flex
FLEX
$44.8B
| $2.64M | ﹤0.01% |
341,959
+263,490
| +336% | +$1.9M |
|
|
HZNP
2675
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2.64M | ﹤0.01% |
+47,500
| New | +$2.03M |
|
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.