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 | |
|---|---|---|---|---|---|---|
4726
PUT
Agios Pharmaceuticals
AGIO
$1.96B
| $620K | ﹤0.01% |
11,600
+4,700
| +68% | +$218K |
|
4727
PUT
International Paper
IP
$22.1B
| $620K | ﹤0.01% |
18,586
+7,815
| +73% | +$249K |
|
|
PINC
4728
DELISTED
Premier
PINC
| $620K | ﹤0.01% |
18,102
-24,088
| -57% | -$791K |
|
|
EE
4729
DELISTED
El Paso Electric Company
EE
| $620K | ﹤0.01% |
9,260
-21,338
| -70% | -$1.44M |
|
4730
PUT
Chemours
CC
$2.26B
| $619K | ﹤0.01% |
+40,300
| New | +$509K |
|
4731
Humana
HUM
$45B
| $619K | ﹤0.01% |
1,596
-7,909
| -83% | -$2.96M |
|
4732
CALL
Ryder
R
$10B
| $619K | ﹤0.01% |
+16,500
| New | +$547K |
|
4733
RPAR Risk Parity ETF
RPAR
$582M
| $619K | ﹤0.01% |
29,212
-153,604
| -84% | -$3.15M |
|
4734
Vanguard Russell 2000 ETF
VTWO
$17.3B
| $619K | ﹤0.01% |
10,728
-10,928
| -50% | -$578K |
|
|
ECOM
4735
CALL
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $619K | ﹤0.01% |
+39,100
| New | +$452K |
|
|
VSLR
4736
CALL
DELISTED
VIVINT SOLAR, INC.
VSLR
| $619K | ﹤0.01% |
+62,500
| New | +$450K |
|
4737
iShares US Real Estate ETF
IYR
$4.5B
| $618K | ﹤0.01% |
7,842
-6,550
| -46% | -$496K |
|
|
AMRS
4738
PUT
DELISTED
Amyris Inc.
AMRS
| $618K | ﹤0.01% |
+144,700
| New | +$481K |
|
|
TLRD
4739
DELISTED
Tailored Brands, Inc.
TLRD
| $617K | ﹤0.01% |
658,206
+622,920
| +1,765% | +$824K |
|
4740
CALL
Clarivate
CLVT
$1.25B
| $616K | ﹤0.01% |
+27,600
| New | +$623K |
|
|
SGMO
4741
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $616K | ﹤0.01% |
+68,800
| New | +$638K |
|
4742
EPAM Systems
EPAM
$5.15B
| $615K | ﹤0.01% |
2,442
-2,524
| -51% | -$555K |
|
4743
Saia
SAIA
$9.57B
| $614K | ﹤0.01% |
+5,523
| New | +$529K |
|
4744
WisdomTree Yield Enhanced US Short-Term Aggregate Bond Fund
SHAG
$47.2M
| $614K | ﹤0.01% |
11,917
-319,051
| -96% | -$16.3M |
|
4745
Titan International
TWI
$460M
| $614K | ﹤0.01% |
+420,502
| New | +$565K |
|
|
SILV
4746
DELISTED
SilverCrest Metals Inc. Common Shares
SILV
| $614K | ﹤0.01% |
66,942
-124,696
| -65% | -$937K |
|
4747
CALL
Methanex
MEOH
$4.21B
| $613K | ﹤0.01% |
+33,900
| New | +$563K |
|
|
FLXN
4748
CALL
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $613K | ﹤0.01% |
+46,600
| New | +$483K |
|
4749
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$422M
| $612K | ﹤0.01% |
108
+93
| +620% | +$747K |
|
4750
CALL
Thomson Reuters
TRI
$45.6B
| $612K | ﹤0.01% |
8,542
+5,125
| +150% | +$371K |
|
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.