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 | |
|---|---|---|---|---|---|---|
3276
PUT
Trex
TREX
$5.01B
| $1.7M | ﹤0.01% |
+26,200
| New | +$1.4M |
|
3277
Euronet Worldwide
EEFT
$2.7B
| $1.7M | ﹤0.01% |
+17,763
| New | +$1.64M |
|
|
TWO
3278
CALL
Two Harbors Investment
TWO
$1.27B
| $1.7M | ﹤0.01% |
+84,350
| New | +$1.57M |
|
3279
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.23B
| $1.7M | ﹤0.01% |
43,166
+17,220
| +66% | +$679K |
|
3280
CALL
EverQuote
EVER
$906M
| $1.7M | ﹤0.01% |
+29,200
| New | +$1.37M |
|
3281
CALL
W.W. Grainger
GWW
$60.2B
| $1.7M | ﹤0.01% |
5,400
+1,700
| +46% | +$491K |
|
3282
Hyatt Hotels
H
$16.7B
| $1.7M | ﹤0.01% |
33,714
+15,298
| +83% | +$815K |
|
3283
PUT
Insmed
INSM
$28.6B
| $1.7M | ﹤0.01% |
61,600
+39,600
| +180% | +$939K |
|
3284
CALL
Gold Fields
GFI
$36.5B
| $1.69M | ﹤0.01% |
+180,200
| New | +$1.37M |
|
3285
CenterPoint Energy
CNP
$26.8B
| $1.69M | ﹤0.01% |
90,488
-152,423
| -63% | -$2.63M |
|
3286
PUT
Archer Daniels Midland
ADM
$36.9B
| $1.69M | ﹤0.01% |
42,300
+28,800
| +213% | +$1.08M |
|
|
IPG
3287
DELISTED
Interpublic Group of Companies
IPG
| $1.69M | ﹤0.01% |
98,257
+83,368
| +560% | +$1.37M |
|
3288
PUT
Pool Corp
POOL
$7.5B
| $1.69M | ﹤0.01% |
+6,200
| New | +$1.44M |
|
|
HIBB
3289
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $1.69M | ﹤0.01% |
+80,500
| New | +$1.34M |
|
3290
PUT
Equifax
EFX
$21.4B
| $1.68M | ﹤0.01% |
9,800
+4,700
| +92% | +$696K |
|
|
RFAP
3291
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $1.68M | ﹤0.01% |
35,376
-32,997
| -48% | -$1.49M |
|
3292
iShares MSCI World ETF
URTH
$8.36B
| $1.68M | ﹤0.01% |
18,254
+12,954
| +244% | +$1.13M |
|
|
IPHI
3293
PUT
DELISTED
INPHI CORPORATION
IPHI
| $1.68M | ﹤0.01% |
+14,300
| New | +$1.51M |
|
3294
Scotiabank
BNS
$108B
| $1.68M | ﹤0.01% |
40,688
-11,552
| -22% | -$461K |
|
3295
PUT
Invesco Mortgage Capital
IVR
$805M
| $1.68M | ﹤0.01% |
+44,880
| New | +$1.54M |
|
3296
PUT
Teledyne Technologies
TDY
$32B
| $1.68M | ﹤0.01% |
+5,400
| New | +$1.78M |
|
3297
Alerian MLP ETF
AMLP
$13.1B
| $1.68M | ﹤0.01% |
68,004
-3,019
| -4% | -$74K |
|
3298
PUT
Allegion
ALLE
$14.4B
| $1.68M | ﹤0.01% |
+16,400
| New | +$1.62M |
|
3299
Principal Financial Group
PFG
$24.3B
| $1.68M | ﹤0.01% |
40,345
+25,225
| +167% | +$920K |
|
|
CLR
3300
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.68M | ﹤0.01% |
95,600
+63,400
| +197% | +$890K |
|
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.