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 | |
|---|---|---|---|---|---|---|
1026
CALL
American International
AIG
$42.4B
| $12.7M | 0.01% |
407,200
+327,400
| +410% | +$9.19M |
|
1027
CALL
Evergy
EVRG
$19.1B
| $12.7M | 0.01% |
+214,000
| New | +$12.7M |
|
1028
CALL
New Oriental
EDU
$9.09B
| $12.6M | 0.01% |
97,100
+74,200
| +324% | +$9.04M |
|
1029
Prudential
PUK
$34.8B
| $12.6M | 0.01% |
428,471
+194,854
| +83% | +$5.15M |
|
1030
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.86B
| $12.6M | 0.01% |
414,630
-299,016
| -42% | -$8.51M |
|
|
AMRN
1031
PUT
Amarin Corp
AMRN
$302M
| $12.5M | 0.01% |
90,515
+70,990
| +364% | +$9.77M |
|
1032
Acadia Pharmaceuticals
ACAD
$4.91B
| $12.5M | 0.01% |
+258,208
| New | +$12.4M |
|
1033
PUT
Camping World
CWH
$680M
| $12.5M | 0.01% |
459,800
+441,700
| +2,440% | +$7.12M |
|
1034
CALL
United States Oil Fund
USO
$1.79B
| $12.5M | 0.01% |
445,036
+146,598
| +49% | +$4.01M |
|
|
KSU
1035
DELISTED
Kansas City Southern
KSU
| $12.5M | 0.01% |
83,646
+52,811
| +171% | +$7.43M |
|
1036
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.89B
| $12.5M | 0.01% |
117,168
-1,641,234
| -93% | -$168M |
|
1037
Hartford Core Bond ETF
HCRB
$402M
| $12.4M | 0.01% |
296,581
+276,639
| +1,387% | +$11.4M |
|
1038
PUT
iShares MSCI India ETF
INDA
$6.63B
| $12.4M | 0.01% |
428,200
-1,400,600
| -77% | -$37.5M |
|
1039
CALL
PNC Financial Services
PNC
$102B
| $12.4M | 0.01% |
117,600
+6,800
| +6% | +$716K |
|
1040
CALL
Petrobras
PBR
$119B
| $12.4M | 0.01% |
1,493,500
+194,900
| +15% | +$1.41M |
|
1041
CALL
Pan American Silver
PAAS
$20.2B
| $12.3M | 0.01% |
404,800
+196,400
| +94% | +$4.66M |
|
1042
CALL
Ross Stores
ROST
$81B
| $12.3M | 0.01% |
144,100
+123,400
| +596% | +$11.2M |
|
1043
PUT
Mid-America Apartment Communities
MAA
$15.6B
| $12.3M | 0.01% |
+107,100
| New | +$12.1M |
|
|
RDS.A
1044
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $12.3M | 0.01% |
375,600
+329,800
| +720% | +$11.3M |
|
1045
PUT
Welltower
WELL
$170B
| $12.2M | 0.01% |
236,700
+212,300
| +870% | +$10.4M |
|
1046
PUT
Ligand Pharmaceuticals
LGND
$6.09B
| $12.2M | 0.01% |
175,368
+157,575
| +886% | +$9.99M |
|
|
AYX
1047
PUT
DELISTED
Alteryx Inc
AYX
| $12.2M | 0.01% |
74,400
+46,000
| +162% | +$5.96M |
|
1048
SLB Ltd
SLB
$74.4B
| $12.2M | 0.01% |
663,304
+156,073
| +31% | +$2.73M |
|
1049
Merck
MRK
$318B
| $12.2M | 0.01% |
165,269
+110,090
| +200% | +$8.29M |
|
1050
Skyworks Solutions
SWKS
$10.1B
| $12.2M | 0.01% |
95,370
+92,902
| +3,764% | +$10.3M |
|
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.