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 | |
|---|---|---|---|---|---|---|
|
ACB
2301
CALL
Aurora Cannabis
ACB
$185M
| $3.48M | ﹤0.01% |
27,990
+27,675
| +8,786% | +$3.15M |
|
2302
Direxion Daily CSI China Internet Index Bull 2X ETF
CWEB
$256M
| $3.48M | ﹤0.01% |
8,376
+4,014
| +92% | +$1.21M |
|
2303
SLM Corp
SLM
$5.15B
| $3.48M | ﹤0.01% |
494,458
+477,178
| +2,761% | +$3.57M |
|
|
VIIX
2304
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $3.48M | ﹤0.01% |
+48,430
| New | +$3.86M |
|
|
SGI
2305
Somnigroup International
SGI
$13.7B
| $3.47M | ﹤0.01% |
+193,156
| New | +$2.77M |
|
2306
ServiceNow
NOW
$129B
| $3.47M | ﹤0.01% |
42,875
+9,550
| +29% | +$674K |
|
2307
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $3.47M | ﹤0.01% |
110,913
-11,511
| -9% | -$340K |
|
2308
PUT
Automatic Data Processing
ADP
$108B
| $3.47M | ﹤0.01% |
23,300
-2,100
| -8% | -$301K |
|
2309
Post Holdings
POST
$3.57B
| $3.47M | ﹤0.01% |
60,492
+46,491
| +332% | +$2.71M |
|
|
ARNA
2310
CALL
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $3.47M | ﹤0.01% |
55,100
+47,400
| +616% | +$2.61M |
|
2311
NCR Voyix
VYX
$1.14B
| $3.47M | ﹤0.01% |
+326,298
| New | +$3.74M |
|
2312
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.59B
| $3.46M | ﹤0.01% |
192,571
+132,088
| +218% | +$2.28M |
|
2313
CALL
Madrigal Pharmaceuticals
MDGL
$11.8B
| $3.45M | ﹤0.01% |
+30,500
| New | +$3M |
|
2314
PUT
Host Hotels & Resorts
HST
$16B
| $3.44M | ﹤0.01% |
319,200
-131,500
| -29% | -$1.51M |
|
2315
PUT
LGI Homes
LGIH
$1.4B
| $3.44M | ﹤0.01% |
+39,100
| New | +$2.74M |
|
2316
Vanguard Industrials ETF
VIS
$8.39B
| $3.44M | ﹤0.01% |
26,456
+16,225
| +159% | +$1.98M |
|
2317
CALL
Molson Coors Class B
TAP
$8.09B
| $3.44M | ﹤0.01% |
100,000
+93,500
| +1,438% | +$3.73M |
|
2318
Franklin FTSE Europe ETF
FLEE
$121M
| $3.43M | ﹤0.01% |
+156,717
| New | +$3.23M |
|
2319
HCA Healthcare
HCA
$89.5B
| $3.43M | ﹤0.01% |
35,383
+25,837
| +271% | +$2.69M |
|
2320
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.42B
| $3.43M | ﹤0.01% |
40,426
+29,772
| +279% | +$2.32M |
|
2321
PUT
PVH
PVH
$4.04B
| $3.43M | ﹤0.01% |
71,300
+54,700
| +330% | +$2.55M |
|
2322
Murphy USA
MUSA
$9.61B
| $3.42M | ﹤0.01% |
+30,418
| New | +$3.33M |
|
2323
CALL
United States Natural Gas Fund
UNG
$455M
| $3.42M | ﹤0.01% |
83,425
-391,750
| -82% | -$18.6M |
|
|
DOG
2324
CALL
ProShares Short Dow30
DOG
$97.3M
| $3.42M | ﹤0.01% |
71,500
+43,500
| +155% | +$2.23M |
|
2325
PUT
Royal Bank of Canada
RY
$293B
| $3.42M | ﹤0.01% |
50,400
+41,400
| +460% | +$2.63M |
|
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.