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 | |
|---|---|---|---|---|---|---|
4201
Antero Resources
AR
$11.4B
| $901K | ﹤0.01% |
354,911
+251,107
| +242% | +$658K |
|
4202
Elanco Animal Health
ELAN
$11.1B
| $901K | ﹤0.01% |
42,015
-31,983
| -43% | -$706K |
|
4203
Schwab Fundamental US Small Company Index ETF
FNDA
$9.3B
| $901K | ﹤0.01% |
56,814
+33,608
| +145% | +$497K |
|
4204
Columbia Emerging Markets Consumer ETF
ECON
$303M
| $900K | ﹤0.01% |
39,402
-188,497
| -83% | -$4.01M |
|
4205
WBI BullBear Yield 3000 ETF
WBIG
$32.4M
| $899K | ﹤0.01% |
39,917
+997
| +3% | +$22.3K |
|
|
MYOK
4206
PUT
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $899K | ﹤0.01% |
+9,300
| New | +$776K |
|
4207
AltShares Merger Arbitrage ETF
ARB
$102M
| $898K | ﹤0.01% |
+36,732
| New | +$904K |
|
4208
CALL
Huntington Bancshares
HBAN
$35.6B
| $898K | ﹤0.01% |
99,400
+26,700
| +37% | +$236K |
|
4209
iShares MSCI Qatar ETF
QAT
$63.8M
| $898K | ﹤0.01% |
56,229
+44,923
| +397% | +$716K |
|
4210
PUT
Cullen/Frost Bankers
CFR
$10.3B
| $897K | ﹤0.01% |
+12,000
| New | +$836K |
|
|
HES
4211
DELISTED
Hess
HES
| $897K | ﹤0.01% |
17,316
-18,913
| -52% | -$866K |
|
4212
CALL
Itaú Unibanco
ITUB
$86.9B
| $897K | ﹤0.01% |
+264,833
| New | +$859K |
|
|
HZNP
4213
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $897K | ﹤0.01% |
+16,130
| New | +$690K |
|
|
ANSS
4214
DELISTED
Ansys
ANSS
| $896K | ﹤0.01% |
3,072
+1,448
| +89% | +$386K |
|
4215
PUT
Ecolab
ECL
$79.7B
| $895K | ﹤0.01% |
4,500
-5,500
| -55% | -$1.06M |
|
4216
ProShares UltraPro S&P 500
UPRO
$5.76B
| $895K | ﹤0.01% |
40,334
-297,782
| -88% | -$5.79M |
|
4217
DB Gold Short ETN due Feb 15 2038
DGZ
$1.71M
| $894K | ﹤0.01% |
85,913
+146
| +0.2% | +$1.61K |
|
4218
PUT
SSR Mining
SSRM
$6.4B
| $894K | ﹤0.01% |
+41,900
| New | +$752K |
|
4219
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.7M
| $892K | ﹤0.01% |
43,347
+15,824
| +57% | +$272K |
|
4220
Omnicom Group
OMC
$23.2B
| $892K | ﹤0.01% |
16,336
-20,750
| -56% | -$1.13M |
|
4221
VanEck Oil Refiners ETF
CRAK
$259M
| $891K | ﹤0.01% |
41,021
+24,184
| +144% | +$502K |
|
4222
PUT
Children's Place
PLCE
$58.3M
| $891K | ﹤0.01% |
+23,800
| New | +$809K |
|
4223
CALL
Red Robin
RRGB
$150M
| $891K | ﹤0.01% |
87,400
+67,700
| +344% | +$853K |
|
4224
PUT
FTAI Aviation
FTAI
$22.1B
| $890K | ﹤0.01% |
+80,214
| New | +$735K |
|
|
EBIX
4225
CALL
DELISTED
Ebix Inc
EBIX
| $890K | ﹤0.01% |
+39,800
| New | +$820K |
|
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.