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 | |
|---|---|---|---|---|---|---|
1226
CALL
Franco-Nevada
FNV
$43.7B
| $9.54M | 0.01% |
68,300
-58,800
| -46% | -$7.81M |
|
|
EVBG
1227
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $9.51M | 0.01% |
68,695
+63,422
| +1,203% | +$8.24M |
|
1228
CALL
AGNC Investment
AGNC
$12.6B
| $9.48M | 0.01% |
735,200
+430,900
| +142% | +$5.41M |
|
1229
PUT
CarMax
KMX
$8.04B
| $9.48M | 0.01% |
105,900
+63,900
| +152% | +$5.01M |
|
1230
PUT
Cboe Global Markets
CBOE
$29.7B
| $9.48M | 0.01% |
+101,600
| New | +$10M |
|
|
JOYY
1231
JOYY Inc
JOYY
$3.77B
| $9.41M | 0.01% |
106,286
+66,943
| +170% | +$4.46M |
|
1232
US Global Jets ETF
JETS
$825M
| $9.41M | 0.01% |
564,930
+554,565
| +5,350% | +$8.42M |
|
1233
CALL
Sonos
SONO
$1.88B
| $9.4M | 0.01% |
642,800
+622,200
| +3,020% | +$6.61M |
|
1234
CALL
AvalonBay Communities
AVB
$27.1B
| $9.32M | 0.01% |
60,300
-97,300
| -62% | -$15.4M |
|
1235
CALL
Genuine Parts
GPC
$18.1B
| $9.31M | 0.01% |
107,100
+83,200
| +348% | +$6.57M |
|
1236
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
| $9.31M | 0.01% |
292,100
-271,100
| -48% | -$8.23M |
|
1237
Charter Communications
CHTR
$18.3B
| $9.3M | 0.01% |
18,242
+2,699
| +17% | +$1.37M |
|
1238
D.R. Horton
DHI
$42.4B
| $9.29M | 0.01% |
167,445
+91,706
| +121% | +$4.45M |
|
1239
PUT
Paycom
PAYC
$8.15B
| $9.26M | 0.01% |
29,900
+13,400
| +81% | +$3.57M |
|
1240
Entergy
ETR
$49.9B
| $9.25M | 0.01% |
197,170
+21,252
| +12% | +$1.03M |
|
|
FRC
1241
DELISTED
First Republic Bank
FRC
| $9.25M | 0.01% |
87,235
+75,127
| +620% | +$7.71M |
|
1242
CALL
Consolidated Edison
ED
$39.9B
| $9.24M | 0.01% |
128,500
+100,900
| +366% | +$7.75M |
|
1243
iShares MSCI Canada ETF
EWC
$6.27B
| $9.24M | 0.01% |
357,164
+90,601
| +34% | +$2.22M |
|
1244
PUT
Toyota
TM
$220B
| $9.23M | 0.01% |
73,500
+54,500
| +287% | +$6.76M |
|
1245
CALL
Tencent Music
TME
$15.6B
| $9.22M | 0.01% |
684,700
+449,000
| +190% | +$5.32M |
|
1246
CALL
ProShares UltraPro Short Dow 30
SDOW
$135M
| $9.21M | 0.01% |
+23,938
| New | +$11.9M |
|
1247
PUT
United Parks & Resorts
PRKS
$2.17B
| $9.19M | 0.01% |
620,500
+165,800
| +36% | +$2.44M |
|
1248
First Trust SSI Strategic Convertible Securities ETF
FCVT
$101M
| $9.19M | 0.01% |
258,933
+138,003
| +114% | +$4.51M |
|
1249
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.91B
| $9.19M | 0.01% |
90,800
-188,100
| -67% | -$18.7M |
|
1250
CALL
Automatic Data Processing
ADP
$107B
| $9.17M | 0.01% |
61,600
+37,700
| +158% | +$5.4M |
|
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.