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 | |
|---|---|---|---|---|---|---|
2726
Vanguard Materials ETF
VAW
$3.13B
| $2.55M | ﹤0.01% |
21,143
+11,428
| +118% | +$1.29M |
|
2727
CALL
Stellantis
STLA
$20.8B
| $2.55M | ﹤0.01% |
+248,900
| New | +$2.15M |
|
|
CHNG
2728
CALL
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $2.55M | ﹤0.01% |
+227,600
| New | +$2.56M |
|
2729
PUT
Flex
FLEX
$44.8B
| $2.55M | ﹤0.01% |
329,627
+185,117
| +128% | +$1.33M |
|
2730
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
| $2.55M | ﹤0.01% |
89,908
-40,731
| -31% | -$1.12M |
|
2731
CALL
Dine Brands
DIN
$452M
| $2.54M | ﹤0.01% |
+60,400
| New | +$2.44M |
|
2732
Vanguard US Multifactor ETF
VFMF
$733M
| $2.54M | ﹤0.01% |
37,643
+14,433
| +62% | +$917K |
|
2733
Alarm.com
ALRM
$2.85B
| $2.54M | ﹤0.01% |
+39,119
| New | +$1.97M |
|
2734
Sarepta Therapeutics
SRPT
$1.77B
| $2.53M | ﹤0.01% |
15,798
+3,094
| +24% | +$421K |
|
2735
J.M. Smucker
SJM
$12.8B
| $2.53M | ﹤0.01% |
23,931
+3,570
| +18% | +$401K |
|
2736
Anterix
ATEX
$1.94B
| $2.53M | ﹤0.01% |
+55,793
| New | +$2.85M |
|
|
CEQP
2737
CALL
DELISTED
Crestwood Equity Partners LP
CEQP
| $2.53M | ﹤0.01% |
+192,900
| New | +$2.2M |
|
|
PTLA
2738
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $2.53M | ﹤0.01% |
140,600
+58,300
| +71% | +$811K |
|
2739
ProShares Hedge Replication ETF
HDG
$22.2M
| $2.53M | ﹤0.01% |
+55,196
| New | +$2.46M |
|
|
SAFE
2740
CALL
DELISTED
Safehold Inc.
SAFE
| $2.52M | ﹤0.01% |
+43,900
| New | +$2.4M |
|
2741
CALL
Monro
MNRO
$398M
| $2.52M | ﹤0.01% |
+45,900
| New | +$2.44M |
|
2742
CALL
Yum China
YUMC
$16.3B
| $2.52M | ﹤0.01% |
52,400
+38,800
| +285% | +$1.83M |
|
2743
Teucrium Soybean Fund
SOYB
$60.7M
| $2.52M | ﹤0.01% |
+180,251
| New | +$2.48M |
|
2744
CALL
Jazz Pharmaceuticals
JAZZ
$16.7B
| $2.52M | ﹤0.01% |
22,800
+17,900
| +365% | +$1.98M |
|
2745
PUT
Tenet Healthcare
THC
$21.1B
| $2.52M | ﹤0.01% |
138,900
+39,300
| +39% | +$774K |
|
2746
CALL
IQVIA
IQV
$39.3B
| $2.51M | ﹤0.01% |
17,700
+13,300
| +302% | +$1.8M |
|
2747
Global X Silver Miners ETF NEW
SIL
$4.75B
| $2.5M | ﹤0.01% |
67,600
-512,796
| -88% | -$16.7M |
|
2748
CALL
Warner Bros
WBD
$67.1B
| $2.49M | ﹤0.01% |
118,200
+97,300
| +466% | +$2.1M |
|
2749
CALL
Hilton Grand Vacations
HGV
$3.55B
| $2.49M | ﹤0.01% |
127,500
+115,700
| +981% | +$2.28M |
|
2750
CALL
ProShares Ultra Russell2000
UWM
$249M
| $2.49M | ﹤0.01% |
102,600
-15,200
| -13% | -$318K |
|
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.