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 | |
|---|---|---|---|---|---|---|
2201
PUT
ProShares UltraShort Bloomberg Natural Gas
KOLD
$103M
| $3.76M | ﹤0.01% |
5,600
+1,090
| +24% | +$626K |
|
2202
Blue Owl Capital
OBDC
$5.74B
| $3.76M | ﹤0.01% |
304,983
+72,820
| +31% | +$900K |
|
2203
PUT
Dave & Buster's
PLAY
$357M
| $3.76M | ﹤0.01% |
281,800
+200,600
| +247% | +$2.67M |
|
2204
PUT
iShares MSCI Singapore ETF
EWS
$1.08B
| $3.75M | ﹤0.01% |
+200,000
| New | +$3.69M |
|
2205
Bio-Rad Laboratories Class A
BIO
$9.42B
| $3.75M | ﹤0.01% |
8,303
+7,662
| +1,195% | +$3.38M |
|
2206
MongoDB
MDB
$32.1B
| $3.75M | ﹤0.01% |
+16,547
| New | +$3.06M |
|
2207
Vail Resorts
MTN
$5.3B
| $3.74M | ﹤0.01% |
20,538
+14,458
| +238% | +$2.53M |
|
|
MASI
2208
PUT
DELISTED
Masimo
MASI
| $3.74M | ﹤0.01% |
+16,400
| New | +$3.6M |
|
|
DNKN
2209
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $3.74M | ﹤0.01% |
57,303
+52,953
| +1,217% | +$3.3M |
|
2210
PUT
Zillow
ZG
$7.63B
| $3.74M | ﹤0.01% |
65,000
+43,700
| +205% | +$2.15M |
|
2211
PUT
Conagra Brands
CAG
$7.23B
| $3.73M | ﹤0.01% |
106,200
+60,400
| +132% | +$2.01M |
|
2212
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
| $3.73M | ﹤0.01% |
123,904
+34,821
| +39% | +$1.04M |
|
2213
Invesco Total Return Bond ETF
GTO
$2.44B
| $3.73M | ﹤0.01% |
65,337
-86,628
| -57% | -$4.8M |
|
2214
PUT
Plug Power
PLUG
$3.04B
| $3.73M | ﹤0.01% |
454,300
+399,600
| +731% | +$1.87M |
|
2215
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.96B
| $3.73M | ﹤0.01% |
215,678
-37,886
| -15% | -$633K |
|
2216
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.5M
| $3.73M | ﹤0.01% |
77,329
-118,892
| -61% | -$5.45M |
|
2217
PUT
Arrowhead Research
ARWR
$12.4B
| $3.72M | ﹤0.01% |
86,200
+58,900
| +216% | +$2.08M |
|
2218
CALL
VF Corp
VFC
$5.89B
| $3.72M | ﹤0.01% |
61,100
+41,600
| +213% | +$2.42M |
|
|
RDS.B
2219
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $3.72M | ﹤0.01% |
+122,100
| New | +$3.99M |
|
2220
Palo Alto Networks
PANW
$297B
| $3.72M | ﹤0.01% |
97,086
+11,430
| +13% | +$403K |
|
2221
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.72B
| $3.7M | ﹤0.01% |
+79,832
| New | +$3.55M |
|
|
UN
2222
DELISTED
Unilever NV New York Registry Shares
UN
| $3.7M | ﹤0.01% |
69,751
-66,653
| -49% | -$3.39M |
|
2223
Fidelity MSCI Health Care Index ETF
FHLC
$3.36B
| $3.7M | ﹤0.01% |
+74,263
| New | +$3.6M |
|
2224
PUT
Under Armour
UAA
$2.6B
| $3.69M | ﹤0.01% |
379,400
+148,700
| +64% | +$1.41M |
|
2225
CALL
Citizens Financial Group
CFG
$30.6B
| $3.69M | ﹤0.01% |
146,300
+52,400
| +56% | +$1.19M |
|
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.