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 | |
|---|---|---|---|---|---|---|
3326
PUT
Hartford Financial Services
HIG
$39.3B
| $1.64M | ﹤0.01% |
+42,600
| New | +$1.62M |
|
|
SNBR
3327
DELISTED
Sleep Number
SNBR
| $1.64M | ﹤0.01% |
+39,430
| New | +$1.25M |
|
|
DQ
3328
CALL
Daqo New Energy
DQ
$996M
| $1.64M | ﹤0.01% |
+110,500
| New | +$1.21M |
|
3329
CALL
ProShares Ultra Energy
DIG
$74M
| $1.64M | ﹤0.01% |
173,840
+150,400
| +642% | +$1.41M |
|
3330
CALL
AutoNation
AN
$6.92B
| $1.64M | ﹤0.01% |
+43,600
| New | +$1.58M |
|
3331
Quanta Services
PWR
$101B
| $1.64M | ﹤0.01% |
41,761
+1,908
| +5% | +$68K |
|
|
BCLI
3332
CALL
DELISTED
BRAINSTORM CELL THERAPUTC
BCLI
| $1.64M | ﹤0.01% |
9,733
+7,593
| +355% | +$819K |
|
|
TCO
3333
DELISTED
Taubman Centers Inc.
TCO
| $1.64M | ﹤0.01% |
43,339
+25,345
| +141% | +$1.04M |
|
3334
PUT
Assured Guaranty
AGO
$3.34B
| $1.64M | ﹤0.01% |
67,000
+49,000
| +272% | +$1.34M |
|
3335
COPT Defense Properties
CDP
$4.21B
| $1.63M | ﹤0.01% |
+64,464
| New | +$1.61M |
|
3336
CALL
PTC
PTC
$16B
| $1.63M | ﹤0.01% |
21,000
+15,100
| +256% | +$1.07M |
|
3337
CALL
Chemours
CC
$2.37B
| $1.63M | ﹤0.01% |
106,400
+92,400
| +660% | +$1.17M |
|
|
NUVA
3338
CALL
DELISTED
NuVasive, Inc.
NUVA
| $1.63M | ﹤0.01% |
+29,300
| New | +$1.69M |
|
3339
CALL
Fair Isaac
FICO
$22.5B
| $1.63M | ﹤0.01% |
+3,900
| New | +$1.42M |
|
|
NUAN
3340
DELISTED
Nuance Communications, Inc.
NUAN
| $1.63M | ﹤0.01% |
64,371
+374
| +0.6% | +$7.81K |
|
3341
PUT
Allegiant Air
ALGT
$2.57B
| $1.63M | ﹤0.01% |
+14,900
| New | +$1.36M |
|
|
CALY
3342
CALL
Callaway Golf Company
CALY
$3.14B
| $1.63M | ﹤0.01% |
+92,900
| New | +$1.29M |
|
|
FNGA
3343
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
| $1.62M | ﹤0.01% |
17,278
-19,811
| -53% | -$1.41M |
|
|
CVSA
3344
Covista Inc
CVSA
$4.8B
| $1.62M | ﹤0.01% |
+52,079
| New | +$1.63M |
|
3345
DB Gold Double Long ETN due February 15, 2038
DGP
$248M
| $1.62M | ﹤0.01% |
38,478
+7,409
| +24% | +$285K |
|
3346
CVB Financial
CVBF
$3.99B
| $1.62M | ﹤0.01% |
+86,374
| New | +$1.65M |
|
3347
CALL
Werner Enterprises
WERN
$2.25B
| $1.62M | ﹤0.01% |
+37,200
| New | +$1.53M |
|
3348
Marathon Petroleum
MPC
$83.7B
| $1.62M | ﹤0.01% |
43,275
-243,994
| -85% | -$7.84M |
|
|
CNH
3349
CNH Industrial
CNH
$17.5B
| $1.62M | ﹤0.01% |
264,423
-388,362
| -59% | -$2.15M |
|
3350
CALL
CNX Resources
CNX
$5.2B
| $1.62M | ﹤0.01% |
+186,900
| New | +$1.88M |
|
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.